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A single-featured EWMA- X control chart for detecting shifts in process mean and standard deviation

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  • Chi-Shuan Liu
  • Fang-Chih Tien

Abstract

The combined EWMA- X chart is a commonly used tool for monitoring both large and small process shifts. However, this chart requires calculating and monitoring two statistics along with two sets of control limits. Thus, this study develops a single-featured EWMA- X (called SFEWMA- X ) control chart which has the ability to simultaneously monitor both large and small process shifts using only one set of statistic and control limits. The proposed SFEWMA- X chart is further extended to monitoring the shifts in process standard deviation. A set of simulated data are used to demonstrate the proposed chart's superior performance in terms of average run length compared with that of the traditional charts. The experimental examples also show that the SFEWMA- X chart is neater and easier to visually interpret than the original EWMA- X chart.

Suggested Citation

  • Chi-Shuan Liu & Fang-Chih Tien, 2011. "A single-featured EWMA- X control chart for detecting shifts in process mean and standard deviation," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(11), pages 2575-2596, January.
    • Handle: RePEc:taf:japsta:v:38:y:2011:i:11:p:2575-2596
    DOI: 10.1080/02664763.2011.559213
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    References listed on IDEAS

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    1. Serel, Dogan A. & Moskowitz, Herbert, 2008. "Joint economic design of EWMA control charts for mean and variance," European Journal of Operational Research, Elsevier, vol. 184(1), pages 157-168, January.
    2. Vermaat, M.B. & van der Meulen, F.H. & Does, R.J.M.M., 2008. "Asymptotic behavior of the variance of the EWMA statistic for autoregressive processes," Statistics & Probability Letters, Elsevier, vol. 78(12), pages 1673-1682, September.
    3. Maravelakis, Petros E. & Castagliola, Philippe, 2009. "An EWMA chart for monitoring the process standard deviation when parameters are estimated," Computational Statistics & Data Analysis, Elsevier, vol. 53(7), pages 2653-2664, May.
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