A fast initial response scheme for the exponentially weighted moving average control chart

The exponentially weighted moving average (EWMA) control scheme is a widely used process monitoring technique. Lucas and Saccucci (1990) recommend incorporating a head start value to increase the EWMA's early detection capabilities. Lucas and Saccucci use fixed-width control limits in their description of the process. Computer simulation was used to confirm that, indeed, the head start or fast initial response (FIR) EWMA does improve the performance of the control scheme when the process starts up off target. However, the head start procedure was found to be further improved with the use of correct parabolic control limits, which we refer to as an FIR EWMA with transient limits. Specifically, the average run length is significantly reduced by utilizing the theoretically correct parabolic limits. Based on these results, it is recommended that the FIR EWMA be implemented with the parabolic or transient limits in order to provide the best performance. A polymerization process example is used to illustrate the recommendation further.