The generally weighted moving average control chart for detecting small shifts in the process mean

摘要

The generalized control chart proposed is called the generally weighted moving average (GWMA) control chart. The GWMA control chart, with time-varying control limits to detect start-up shifts more sensitively, performs better in detecting small shifts of the process means. Simulation is used to evaluate the average run length (ARL) properties of the EWMA and the GWMA charts, showing the latter to be more sensitive in detecting small mean shifts. To enhance the detection ability of the GWMA control chart, the composite Shewhart-GWMA scheme is proposed. This scheme with/without runs rules is more sensitive than the GWMA chart in detecting small shifts. The ARLs of the GWMA control chart when normality assumptions are violated is considered.