On increasing the sensitivity of mixed EWMA--CUSUM control charts for location parameter

Jimoh Olawale Ajadi, Muhammad Riaz and Khalid Al-Ghamdi

Journal of Applied Statistics, 2016, vol. 43, issue 7, 1262-1278

Abstract: Control chart is an important statistical technique that is used to monitor the quality of a process. Shewhart control charts are used to detect larger disturbances in the process parameters, whereas cumulative sum (CUSUM) and exponential weighted moving average (EWMA) are meant for smaller and moderate changes. In this study, we enhanced mixed EWMA--CUSUM control charts with varying fast initial response (FIR) features and also with a runs rule of two out of three successive points that fall above the upper control limit. We investigate their run-length properties. The proposed control charting schemes are compared with the existing counterparts including classical CUSUM, classical EWMA, FIR CUSUM, FIR EWMA, mixed EWMA--CUSUM, 2/3 modified EWMA, and 2/3 CUSUM control charting schemes. A case study is presented for practical considerations using a real data set.

Date: 2016
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DOI: 10.1080/02664763.2015.1094453

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