Combined EWMA-mixed EWMA CUSUM schemes for monitoring the process mean

Dushyant Tyagi, Himani Shonik and Vikas Saxena

International Journal of Productivity and Quality Management, 2025, vol. 46, issue 2, 191-210

Abstract: Control charts are the most popular tools of statistical quality control to detect shifts in any operational process. Cumulative sum (CUSUM) and exponentially weighted moving average (EWMA) charts are used to detect small to moderate shifts, but both have their own limitations. Abbas et al. (2012) presented the mixed EWMA CUSUM (MEC) scheme, wherein he applied CUSUM chart on EWMA statistic. In this paper, we have proposed a combination of EWMA and MEC charts. The performance of the proposed chart is evaluated in terms of the average run length (ARL) and standard deviation of run length (SDRL) values. After comparing the proposed scheme with some existing schemes by ARL ratio, the results show that the performance of the proposed scheme is superior to other schemes.

Keywords: average runs length; standard deviation of runs length; Monte Carlo simulation; statistical process control; cumulative sum scheme; exponentially weighted moving average scheme; ARL ratio; small shifts. (search for similar items in EconPapers)
Date: 2025
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