Maximum Chi-Square Generally Weighted Moving Average Control Chart for Monitoring Process Mean and Variability

In this article, we propose a new control chart called the maximum chi-square generally weighted moving average (MCSGWMA) control chart. This control chart can effectively combine two generally weighted moving average (GWMA) control charts into a single one and can detect both increases as well as decreases in the process mean and/or variability simultaneously. The average run length (ARL) characteristics of the MCSGWMA and maximum exponentially weighted moving average (MaxEWMA) charts are evaluated by performing computer simulations. The comparison of the ARLs shows that the MCSGWMA control chart performs better than the MaxEWMA control chart.

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