Design of Exponentially Weighted Moving Average Scheme for Standardized Means

Exponentially Weighted Moving Average (EWMA) scheme in monitoring process mean is favored because it remembers the past information and detects the small shifts in the mean of a sequence of independent normal variates. However the design procedure of the EWMA scheme was complex till Crowder (1989) presents a simplified scheme for monitoring process mean. Currently standardizing the variables and monitoring them jointly is widely practiced and many schemes are presented under joint quality monitoring. Therefore a need arises to design EWMA schemes for monitoring standardized process means which will easier the work of monitoring more than one process variable at a time. In this paper an alternative design of such a scheme is presented. The new scheme is easy to apply and is independent of sample size. The scheme parameters are the same for any process if the in-control average run length (ARL) and the shifts in means to be detected are the same. In industrial application this property is more beneficial for monitoring few variables in one display.

DOI: http://dx.doi.org/10.4038/sljastats.v14i2.6221