DEVELOPMENT AND EVALUATION OF CONTROL CHARTS USING DOUBLE EXPONENTIALLY WEIGHTED MOVING AVERAGES

摘要

The double exponentially weighted moving average (DEWMA), which is known in the literature (Brown 1962) as Brown's one-parameter linear method for forecasting is proposed as a control tool for process monitoring and detecting shifts in the process mean. In this paper, we obtain a closed form expression for the asymptotic standard deviation of the proposed DEWMA control statistic and discuss the determination of its average run length. An example and comparisons between the proposed DEWMA and the standard EWMA are given. The results reveal that the proposed DEWMA control scheme has average run length properties similar to those for EWMA control schemes but it has smaller variability and it allows more smoothing of the data with no compromise in the sensitivity of detecting shifts in the process mean, It also shifts the range of the design parameters for optimal ARL to larger values as compared with EWMA schemes. Such properties are more desirable for some industrial processes.