Exponentially Weighted Moving Average Chart Page 4

ST 435/535

Statistical Methods for Quality and Productivity Improvement / Statistical Process Control

Design

Like the cusum chart, the EWMA chart’s properties are diﬃcult to

calculate, so the focus is on the ARL. The performance of the chart

is determined by L and .

Suppose we want an EWMA chart with a speciﬁed ARL

, say 370,

and a low ARL

for a one-sigma shift.

For any choice of , the function

in the

xewma.crit(l, L0)

spc

package computes the L that gives the desired ARL

, for a

given ,

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Cusum and Moving Average Control Charts

EWMA Control Chart

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Parent category: Business