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The extended GWMA control chart

Author

Listed:
  • Shey-Huei Sheu
  • Yu-Tai Hsieh

Abstract

This study extends the generally weighted moving average (GWMA) control chart by imitating the double exponentially weighted moving average (DEWMA) technique. The proposed chart is called the double generally weighted moving average (DGWMA) control chart. Simulation is employed to evaluate the average run length characteristics of the GWMA, DEWMA and DGWMA control charts. An extensive comparison of these control charts reveals that the DGWMA control chart with time-varying control limits is more sensitive than the GWMA and the DEWMA control charts for detecting medium shifts in the mean of a process when the shifts are between 0.5 and 1.5 standard deviations. Additionally, the GWMA control chart performs better when the mean shifts are below the 0.5 standard deviation, and the DEWMA control performs better when the mean shifts are above the 1.5 standard deviation. The design of the DGWMA control chart is also discussed.

Suggested Citation

  • Shey-Huei Sheu & Yu-Tai Hsieh, 2009. "The extended GWMA control chart," Journal of Applied Statistics, Taylor & Francis Journals, vol. 36(2), pages 135-147.
    • Handle: RePEc:taf:japsta:v:36:y:2009:i:2:p:135-147
    DOI: 10.1080/02664760802443913
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