A new phase II change-point detection based EWMA chart for monitoring and diagnostics of linear profiles

Abstract

ABSTRACT A new Phase II control chart, which is based on the change-point model and combined with the exponentially weighted moving average (EWMA) mechanism, is proposed to monitor general linear profiles. The new control chart can be used to monitor general linear profiles when the true in-control parameters are unknown, and only a few historical data are available. In addition, when the chart triggers an out-of-control signal, not only can it estimate the location of the change point, it can also identify which of the parameters have changed as well as the change directions. Using Monte-Carlo simulations, the proposed chart is shown to be effective and has good diagnostic performance. Furthermore, the simulation results show that the proposed chart has better performance than the existing charts in most of the out-of-control scenarios considered. An example is used to illustrate how the proposed chart can be implemented in practical applications.