Integration of hybrid score functions to design new adaptive EWMA control chart to monitor the process mean shift

Abstract

Small-to-moderate shifts in the process parameters can be detected using the traditional Exponentially Weighted Moving Average (EWMA) control chart. The classical EWMA control chart's parameter helps only to identify the specific size of the shift. However, various shifts occur in real-world processes, so the conventional EWMA control chart performs inefficiently for off-target shifts. This problem has been confronted by applying an adaptive EWMA (AEWMA) control chart, an advanced version of the classical EWMA control chart. The score functions are utilized to design the AEWMA control chart. Generally, the Huber and Bi-square (score) functions have unique characteristics, such as monotone and redescended, respectively.There has not been any investigation into the simultaneous and/or joint deployment of score functions. So, by taking this point as motivation, this study aims to propose a new score function by blending the Huber and Bi-square characteristics into one hybrid formulation and then utilize it to design a new AEWMA control chart to monitor different sizes of the shift in the process location parameter. To evaluate the proposed control chart performance against other control charts, Monte Carlo simulation is applied to obtain the run length properties under zero-state and steady-state environments. Performance measures, such as average run length, standard deviation of run length, and median of run length, are considered to evaluate the performance at a single shift. In contrast, extra quadratic loss, relative average run length, and performance comparison index are utilized to evaluate effectiveness for a specific range of shifts. The comparison based on performance measures and visual presentation reveals the superiority of the proposed control chart. Besides, the proposed control chart is employed in the real-world chemical engineering process industry problem, demonstrating excellent detection ability of anomalies in air pollutant data. The comparison based on performance measures and visual presentation reveals the good performance of the proposed control chart.