Exponentially Weighted Moving Average Chart
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Statistical Methods for Quality and Productivity Improvement / Statistical Process Control
Exponentially Weighted Moving Average Chart
Given a sequence of observations x
x
x , the exponentially
1
2
weighted moving average (EWMA) is defined recursively by
z = x + (1
)z
i = 1 2
n
1
where 0
1 is a constant, and the starting value is the process
target: z
=
.
0
0
Successive substitution shows that
1
z =
(1
) x
+ (1
) z
0
=0
a weighted average of x x
x
z
.
1
1
0
1 / 8
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EWMA Control Chart
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