Exponentially Weighted Moving Average Chart Page 5

ST 435/535

Statistical Methods for Quality and Productivity Improvement / Statistical Process Control

Optimal design

o <- optimize(function(lambda)

xewma.arl(l = lambda,

c = xewma.crit(lambda, 370, sided = "two"),

mu = 1, sided = "two"),

interval = c(0, 1))

print(o)

xewma.crit(o$minimum, 370, sided = "two")

The optimal

= 0 14 and control limits L = 2 79, with ARL

= 9 58.

The performance is very similar to, but slightly better than, the

optimal cusum chart (with no head start), for which the ARL

was 9.92.

5 / 8

Cusum and Moving Average Control Charts

EWMA Control Chart

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Parent category: Business