Nonparametric Double EWMA Control Chart for Process Monitoring

In monitoring process parameters, we assume normality of the quality characteristic of interest, which is an ideal assumption. In many practical sit- uations, we may not know the distributional behavior of the data, and hence, the need arises use nonparametric techniques. In this study, a nonparametric double EWMA control chart, namely the NPDEWMA chart, is proposed to ensure efficient monitoring of the location parameter. The performance of the proposed chart is evaluated in terms of different run length properties, such as average, standard deviation and percentiles. The proposed scheme is compared with its recent existing counterparts, namely the nonparametric EWMA and the nonparametric CUSUM schemes. The performance mea- sures used are the average run length (ARL), standard deviation of the run length (SDRL) and extra quadratic loss (EQL). We observed that the pro- posed chart outperforms the said existing schemes to detect shifts in the process mean level. We also provide an illustrative example for practical considerations.