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Quality surveillance with EWMA control charts based on exact control limits

Author

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  • Manuel Morais
  • Yarema Okhrin
  • Wolfgang Schmid

Abstract

The control charts are main tools of statistical surveillance of quality in production processes. Exponentially weighted moving average charts that make use of exact control limits are discussed in detail in this paper. We start by assessing the impact of the smoothing constant $$\lambda $$ λ not only in the in-control average run length (ARL) of upper one-sided EWMA charts with exact control limits, but also in the range of the exact control limits of such charts with a common in-control ARL value (i.e. matched in-control). Based on the analytical results and on an extensive simulation study we conclude that the out-of-control ARL of matched in-control upper one-sided EWMA charts with exact control limits increases with $$\lambda $$ λ . This in turn suggests the use of $$\lambda $$ λ values as close to the zero as possible and motivates what we called the (upper one-sided) limit chart. Its performance is extensively studied with regard to the ARL. Finally, we investigate the impact of $$\lambda $$ λ on the ARL of EWMA charts with asymptotic control limits; the (maximum) conditional average delay is also addressed as an additional performance measure. Copyright Springer-Verlag Berlin Heidelberg 2015

Suggested Citation

  • Manuel Morais & Yarema Okhrin & Wolfgang Schmid, 2015. "Quality surveillance with EWMA control charts based on exact control limits," Statistical Papers, Springer, vol. 56(3), pages 863-885, August.
    • Handle: RePEc:spr:stpapr:v:56:y:2015:i:3:p:863-885
    DOI: 10.1007/s00362-014-0612-8
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    References listed on IDEAS

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    1. Seven Knoth, 2005. "Fast initial response features for EWMA control charts," Statistical Papers, Springer, vol. 46(1), pages 47-64, January.
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    Cited by:

    1. Kim Phuc Tran & Philippe Castagliola & Giovanni Celano, 2018. "Monitoring the ratio of population means of a bivariate normal distribution using CUSUM type control charts," Statistical Papers, Springer, vol. 59(1), pages 387-413, March.
    2. Vasyl Golosnoy, 2018. "Sequential monitoring of portfolio betas," Statistical Papers, Springer, vol. 59(2), pages 663-684, June.

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    2. Kim Phuc Tran & Philippe Castagliola & Giovanni Celano, 2018. "Monitoring the ratio of population means of a bivariate normal distribution using CUSUM type control charts," Statistical Papers, Springer, vol. 59(1), pages 387-413, March.
    3. Lazariv, Taras & Okhrin, Yarema & Schmid, Wolfgang, 2015. "Behavior of EWMA type control charts for small smoothing parameters," Computational Statistics & Data Analysis, Elsevier, vol. 89(C), pages 115-125.

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