A Double Moving Average Control Chart

Authors: Khoo, Michael; Wong, V. H.

Source: Communications in Statistics: Simulation and Computation, Volume 37, Number 8, September 2008 , pp. 1696-1708(13)

Publisher: Taylor and Francis Ltd

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Abstract:

The double exponentially weighted moving average (DEWMA) technique has been investigated in recent years for detecting shifts in the process mean and has been shown to be more efficient than the corresponding exponentially weighted moving average (EWMA) technique. In this article, we extend the DEWMA technique of performing exponential smoothing twice to the double moving average (DMA) technique by computing the moving average twice. Using simulation, we show that our proposed DMA chart improves upon the ARL performance of the moving average (MA) chart in detecting mean shifts of small to moderate magnitudes. It is also shown through simulation that, generally, the DMA charts with spans, w = 10 and 15 provide comparable average run length (ARL) performances to the EWMA and cumulative sum (CUSUM) charts, designed for detecting small shifts.

Keywords: Average run length (ARL); CUSUM chart; DEWMA chart; DMA chart; EWMA chart; MA chart; Shewhart chart

Document Type: Research article

DOI: http://dx.doi.org/10.1080/03610910701832459

Affiliations: 1: School of Mathematical Sciences, Universiti Sains Malaysia, Penang, Malaysia

Publication date: 2008-09-01