Mixed Exponentially Weighted Moving Average–Cumulative Sum Charts for Process Monitoring |
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Authors: | Nasir Abbas Muhammad Riaz Ronald J M M Does |
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Affiliation: | 1. Department of Statistics, Quaid‐i‐Azam University Islamabad, , Islamabad, Pakistan;2. Department of Mathematics and Statistics, King Fahad University of Petroleum and Minerals, , Dhahran, 31261 Saudi Arabia;3. Department of Quantitative Economics, IBIS UvA, University of Amsterdam, , 1018 TV Amsterdam, The Netherlands |
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Abstract: | The control chart is a very popular tool of statistical process control. It is used to determine the existence of special cause variation to remove it so that the process may be brought in statistical control. Shewhart‐type control charts are sensitive for large disturbances in the process, whereas cumulative sum (CUSUM)–type and exponentially weighted moving average (EWMA)–type control charts are intended to spot small and moderate disturbances. In this article, we proposed a mixed EWMA–CUSUM control chart for detecting a shift in the process mean and evaluated its average run lengths. Comparisons of the proposed control chart were made with some representative control charts including the classical CUSUM, classical EWMA, fast initial response CUSUM, fast initial response EWMA, adaptive CUSUM with EWMA‐based shift estimator, weighted CUSUM and runs rules–based CUSUM and EWMA. The comparisons revealed that mixing the two charts makes the proposed scheme even more sensitive to the small shifts in the process mean than the other schemes designed for detecting small shifts. Copyright © 2012 John Wiley & Sons, Ltd. |
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Keywords: | average run length (ARL) control charts cumulative sum exponentially weighted moving average statistical process control |
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