Monitoring Process Mean and Variance with a Single Generally Weighted Moving Average Chart

Two generally weighted moving average (GWMA) charts are usually used concurrently for a simultaneous monitoring of the process mean and process variance. In this article, we propose a new GWMA chart, called the Max-GWMA chart, which uses a single statistic for a simultaneous monitoring of the proces...

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Bibliographic Details
Published inCommunications in statistics. Theory and methods Vol. 41; no. 12; pp. 2221 - 2241
Main Authors Teh, S. Y., Khoo, Michael B. C., Wu, Zhang
Format Journal Article
LanguageEnglish
Published Philadelphia, PA Taylor & Francis Group 15.06.2012
Taylor & Francis
Taylor & Francis Ltd
Subjects
Applications
Average run length (ARL)
Combined GWMA chart
Control charts
Exact sciences and technology
General topics
Linear inference, regression
Mathematics
Max-GWMA chart
Probability and statistics
Process mean
Process variance
Reliability, life testing, quality control
Sciences and techniques of general use
Single control chart
Standard deviation of the run length (SDRL)
Statistical process control
Statistics
62P30
Process variance
Control chart
Average run length (ARL)
Covariance analysis
Moving average
Standard deviation of the run length (SDRL)
Max-GWMA chart
Single control chart
Variance analysis
Mean estimation
Variance
Industry
Statistical method
Statistical regression
Engineering
Combined GWMA chart
Process mean
Standard deviation
62E15
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Summary:Two generally weighted moving average (GWMA) charts are usually used concurrently for a simultaneous monitoring of the process mean and process variance. In this article, we propose a new GWMA chart, called the Max-GWMA chart, which uses a single statistic for a simultaneous monitoring of the process mean and variance. The statistic of the Max-GWMA chart is based on the maximum of the absolute values of two GWMA statistics, one for controlling the mean while the other the variance. We show that the Max-GWMA chart outperforms the combined GWMA chart, in terms of the average run length (ARL), standard deviation of the run length (SDRL) and diagnostic abilities performances. The combined GWMA chart consists of two GWMA charts that are run concurrently, one for monitoring the mean and the other the variance.
ISSN:0361-0926
1532-415X
DOI:10.1080/03610926.2011.558659