Exponentially Weighted Moving Average Control


Lucas, James M.; Saccucci, Micahel S.   (1988, ASQC)   E.I. du Pont de Nemours and Company, Newark, DE; Drexel University, Philadelphia, PA

Annual Quality Congress, Dallas TX    Vol. 42    No. 0
QICID: 3456    May 1988    pp. 414-422
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Article Abstract

An Exponentially Weighted Moving Average (EWMA) control scheme can give better performance than a Shewhart chart. The properties and uses of EWMA control schemes are shown in this article. A design procedure for EWMA control schemes giving the best properties is described. Parameter values not commonly used in the literature are shown to be useful for detecting small shifts in the process. In addition, several enhancements to EWMA control schemes are considered. These include a fast initial response (FIR) feature which makes the EWMA control scheme more sensitive to start-up problems, a combined Shewhart-EWMA which provides protection against both large and small shifts in a process, and a robust EWMA which provides protection against both occasional outliers in the data that might otherwise cause an out-of-control signal. A study of the properties reveals that EWMA control schemes have average run length (ARL) properties similar to those for CUSUM control schemes.


Chemical and process industries

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