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Abstract
This study investigates control charts for simultaneous monitoring of process mean and process variability when an individual observation is taken at each sampling point. A combined scheme consisting of a two-side generally weighted moving average (GWMA) mean chart and a two-side GWMA variance chart is developed. This new combined scheme will compare with the exponentially weighted moving average (EWMA) single charts and a combined EWMA chart. It is shown that the combination of the GWMA charts is more sensitive than the combination of the EWMA charts for detecting small shifts in the process mean and variance. An example and a simple procedure for the design of a combined GWMA chart are also given to illustrate this study.
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