Monitoring Process Mean and Variability with One Double EWMA Chart

In this article, we extend the single Max-EWMA chart to a single double EWMA chart, called the Max-DEWMA chart. The statistics of the Max-DEWMA chart are based on the maximum of the absolute values of the two DEWMA statistics, one controlling the mean while the other the variance. We show that the M...

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Bibliographic Details
Published inCommunications in statistics. Theory and methods Vol. 39; no. 20; pp. 3678 - 3694
Main Authors Khoo, Michael B. C., Teh, S. Y., Wu, Zhang
Format Journal Article
LanguageEnglish
Published Philadelphia, PA Taylor & Francis Group 01.12.2010
Taylor & Francis
Taylor & Francis Ltd
Subjects
Applications
Average run length (ARL)
Control charts
DCUSUM chart
Exact sciences and technology
General topics
Linear inference, regression
Mathematics
Max-DEWMA chart
Max-EWMA chart
Monitoring
Probability and statistics
Reliability, life testing, quality control
Sciences and techniques of general use
Single control chart
Statistics
Studies
62P30
Control chart
Average run length (ARL)
Max-EWMA chart
Covariance analysis
Average
DCUSUM chart
Single control chart
Variance analysis
Mean estimation
Variance
Industry
Statistical method
Statistical regression
Engineering
Max-DEWMA chart
62E17
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Summary:In this article, we extend the single Max-EWMA chart to a single double EWMA chart, called the Max-DEWMA chart. The statistics of the Max-DEWMA chart are based on the maximum of the absolute values of the two DEWMA statistics, one controlling the mean while the other the variance. We show that the Max-DEWMA chart performs better than the Max-EWMA chart in detecting small and moderate shifts in the mean and/or variance.
Bibliography:ObjectType-Article-2
SourceType-Scholarly Journals-1
ObjectType-Feature-1
content type line 23
ISSN:0361-0926
1532-415X
DOI:10.1080/03610920903324866