Modified EWMA and DEWMA control charts for process monitoring

Abstract

The modified exponentially weighted moving average (MEWMA) control chart has been proposed in the literature in an effort to improve the performance of the classical EWMA chart. In this article, we study in more detail the MEWMA chart using various values of its additional design parameter and we also propose the double MEWMA (DMEWMA) chart for monitoring shifts in the process mean, under the assumption that the underlying process follows a normal distribution. The statistical performance of the two charts has been evaluated on the basis of the average and standard deviation of run-length performing Monte Carlo simulations. A comparison study versus the EWMA and DEWMA charts indicate that the modified schemes have better detection ability for the range of shifts where a classical chart is not optimal designed. Finally, one real example is given to demonstrate the application of the proposed chart.