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A Sum of Squares Generally Weighted Moving Average Control Chart

Chi-Jui Huang

Communications in Statistics - Theory and Methods, 2014, vol. 43, issue 23, 5052-5071

Abstract: In this article, we propose a new control chart called the sum of squares generally weighted moving average (SS-GWMA) control chart to simultaneously detect both the increase and decrease in the mean and/or variability. This new scheme is compared with the sum of squares exponentially weighted moving average (SS-EWMA) control chart. A simulation study is conducted to show that SS-GWMA control charts outperform SS-EWMA charts, in terms of the average run length (ARL), standard deviation of run length (SDRL), and diagnostic abilities. The design of SS-GWMA control charts is also discussed.

Date: 2014
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DOI: 10.1080/03610926.2012.744049

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