A One-Sided EWMA Control Chart for Monitoring Process Means

Great efforts have been devoted to two-sided exponentially weighted moving average (EWMA) control charts, while less attention has been paid to one-sided EWMA charts. This article proposes an improved one-sided EWMA chart (IEWMA) for rapid detection of upward or downward changes in the process mean. The basic idea is to accumulate positive (or negative) observations only and reset negative (or positive) observations to zero in the iterative computation of the EWMA estimate for the purpose of quickly catching the upward (or downward) change in the process mean. The comparison result of the IEWMA chart with other control charts favors the former.

[1]  Ronald B. Crosier,et al.  A new two-sided cumulative sum quality control scheme , 1986 .

[2]  J. Stuart Hunter,et al.  The exponentially weighted moving average , 1986 .

[3]  Ronald B. Crosier,et al.  Fast Initial Response for CUSUM Quality-Control Schemes: Give Your CUSUM A Head Start.: Give Your CUSUM A Head Start. , 2000 .

[4]  Giovanna Capizzi,et al.  An Adaptive Exponentially Weighted Moving Average Control Chart , 2003, Technometrics.

[5]  Emmanuel Yashchin,et al.  Weighted Cumulative Sum Technique , 1989 .

[6]  E. S. Page.  CONTINUOUS INSPECTION SCHEMES , 1954 .

[7]  D. A. Evans,et al.  An approach to the probability distribution of cusum run length , 1972 .

[8]  T. Harris.  Optimal controllers for nonsymmetric and nonquadratic loss functions , 1992 .

[9]  Connie M. Borror,et al.  Robustness of the EWMA Control Chart to Non-Normality , 1999 .

[10]  Marion R. Reynolds,et al.  Evaluating properties of variable sampling interval control charts , 1995 .

[11]  Saeed Maghsoodloo,et al.  Optimal asymmetric tolerance design , 2000 .

[12]  G. Moustakides.  Optimal stopping times for detecting changes in distributions , 1986 .

[13]  Zachary G. Stoumbos,et al.  Should Exponentially Weighted Moving Average and Cumulative Sum Charts Be Used With Shewhart Limits? , 2005, Technometrics.

[14]  A. Huitson,et al.  Cumulative Sum Tests: Theory and Practice , 1968 .

[15]  Van Dobben de Bruyn.  Cumulative sum test : theory and practice , 1968 .

[16]  S. W. Roberts.  Control chart tests based on geometric moving averages , 2000 .

[17]  Stephen V. Crowder,et al.  Design of Exponentially Weighted Moving Average Schemes , 1989 .

[18]  S. Crowder.  Average Run Lengths of Exponentially Weighted Moving Average Control Charts , 1987 .

[19]  M. Pollak.  Optimal Detection of a Change in Distribution , 1985 .

[20]  K. W. Kemp,et al.  The Average Run Length of the Cumulative Sum Chart When a V‐Mask is Used , 1961 .

[21]  Ross Sparks,et al.  CUSUM Charts for Signalling Varying Location Shifts , 2000 .

[22]  Stephen V. Crowder,et al.  An EWMA for Monitoring a Process Standard Deviation , 1992 .

[23]  G. Box,et al.  Cumulative Sum Tests: Theory and Practice , 1968 .

[24]  Mahmoud A. Mahmoud,et al.  The Inertial Properties of Quality Control Charts , 2005, Technometrics.

[25]  James M. Lucas,et al.  Exponentially weighted moving average control schemes: Properties and enhancements , 1990 .

[26]  D. Siegmund.  Sequential Analysis: Tests and Confidence Intervals , 1985 .

[27]  S. Crowder.  A simple method for studying run-length distribution of exponentially weighted moving average charts , 1987 .

[28]  P. Robinson,et al.  Average Run Lengths of Geometric Moving Average Charts by Numerical Methods , 1978 .

[29]  Stephen V. Crowder,et al.  Average run lengths of EWMA control charts for monitoring a process standard deviation , 1992 .

[30]  E. S. Page.  CONTROL CHARTS WITH WARNING LINES , 1955 .

[31]  G. R. Tang,et al.  Tolerance design for products with asymmetric quality losses , 1998 .

[32]  K. E. Case,et al.  Development and Evaluation of Control Charts Using Exponentially Weighted Moving Averages , 1989 .

[33]  James M. Lucas,et al.  Fast Initial Response for CUSUM Quality-Control Schemes: Give Your CUSUM A Head Start , 2000, Technometrics.

[34]  Lianjie Shu,et al.  An adaptive exponentially weighted moving average control chart for monitoring process variances , 2008 .

[35]  Charles W. Champ,et al.  A generalized quality control procedure , 1991 .

[36]  G. Lorden.  PROCEDURES FOR REACTING TO A CHANGE IN DISTRIBUTION , 1971 .