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Extended maximum generally weighted moving average control chart for monitoring process mean and variability
Authors:Shey-Huei Sheu  Chi-Jui Huang  Tsung-Shin Hsu
Affiliation:a Department of Industrial Management, National Taiwan University of Science and Technology, 43, Sec. 4, Keelung Rd., Taipei 106, Taiwan
b Department of Statistics and Informatics Science, Providence University, Taichung 433, Taiwan
c Department of International Trade, Jinwen University of Science and Technology, No. 99, Anzhong Road, Xindian Dist., New Taipei City 23154, Taiwan
Abstract:In this paper, we propose an extended control chart, called the maximum generally weighted moving average (MaxGWMA) control chart, to simultaneously detect both increases and decreases in the mean and/or variability of a process. Simulations are performed to evaluate the average run length, standard deviation of the run length, and diagnostic abilities of the MaxGWMA and maximum exponentially weighted moving average (MaxEWMA) charts. An extensive comparison reveals that the MaxGWMA control chart is more sensitive than the MaxEWMA control chart.
Keywords:EWMA control chart  GWMA control chart  MaxEWMA control chart  MaxGWMA control chart  Average run length (ARL)  Standard deviation of run length (SDRL)
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