On updating the results of the control chart using a modified EWMA statistic

Khan, Nasrullah; Aslam, Muhammad

doi:10.1002/qre.3321

Quality & Reliability Eng

2023

DOI: 10.1002/qre.3321

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On updating the results of the control chart using a modified EWMA statistic

Nasrullah Khan

Muhammad Aslam

Abstract: Khan et al. presented the results using the approximation for the control chart using a modified exponentially weighted moving average (EWMA) statistic. In this paper, we will correct the results using Monte Carlosimulation. We will show that modified EWMA is more efficient than traditional EWMA in terms of average run length.

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Cited by 2 publications

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A nonparametric mixed exponentially weighted moving average-moving average control chart with an application to gas turbines

Raza,

Tariq,

Zaagan

et al. 2024

PLoS ONE

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This study aims to develop a nonparametric mixed exponentially weighted moving average-moving average (NPEWMA-MA) sign control chart for monitoring shifts in process location, particularly when the distribution of a critical quality characteristic is either unknown or non-normal. In literature, the variance expression of the mixed exponentially weighted moving average-moving average (EWMA-MA) statistic is calculated by allowing sequential moving averages to be independent, and thus the exclusion of covariance terms results in an inaccurate variance expression. Furthermore, the effectiveness of the EWMA-MA control chart deteriorates when the distribution of a critical quality characteristic deviates from normality. The proposed NPEWMA-MA sign control chart addresses these by utilizing the corrected variance of the EWMA-MA statistic and incorporating the nonparametric sign test into the EWMA-MA charting structure. The chart integrates the moving average (MA) statistic into the exponentially weighted moving average (EWMA) statistic. The EWMA-MA charting statistic assigns more weight to recent w samples, with weights for previous observations decling exponentially. Monte Carlo simulations assess the chart’s performance using various run length (RL) characteristics such as average run length (ARL), standard deviation of run length (SDRL), and median run length (MRL). Additional measures for overall performance include the average extra quadratic loss (AEQL) and relative mean index (RMI). The proposed NPEWMA-MA sign control chart demonstrates superior performance compared to existing nonparametric control charts across different symmetrical and asymmetric distributions. It efficiently detects process shifts, as validated through both a simulated study and a real-life example from a combined cycle power plant.

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A nonparametric mixed exponentially weighted moving average-moving average control chart with an application to gas turbines

Raza,

Tariq,

Zaagan

et al. 2024

PLoS ONE

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Efficiency enhancement of the modified EWMA control method with conditional expected delay for change detection in processes

Khan,

Aslam,

Albassam

2023

Front. Appl. Math. Stat.

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This study investigates the efficiency of a modified exponentially weighted moving average (EWMA) control method using conditional expected delay to improve its efficiency in detecting changes in a process over time. While the modified EWMA control method is commonly used for this purpose, it can sometimes experience delays in detecting changes. The proposed method aims to address this limitation by incorporating conditional expected delay. The study utilizes simulations to conduct a performance comparison between the modified EWMA control method and the conventional EWMA control, employing the metric of conditional expected delay. Simulation results demonstrate the modified EWMA control method with conditional expected delay in terms of accurately and rapidly detecting changes. Overall, this study concludes that the integration of conditional expected delay into the modified EWMA control method can increase its effectiveness in detecting changes in a process. This has significant practical implications for a variety of industries that require timely and accurate detection of changes to maintain product quality and optimize processes.

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On updating the results of the control chart using a modified EWMA statistic

Cited by 2 publications

References 3 publications

A nonparametric mixed exponentially weighted moving average-moving average control chart with an application to gas turbines

A nonparametric mixed exponentially weighted moving average-moving average control chart with an application to gas turbines

Efficiency enhancement of the modified EWMA control method with conditional expected delay for change detection in processes

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