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

Teri Reed Rhoads, Douglas Montgomery, Christina M. Mastrangelo

Research output: Contribution to journalArticle

26 Scopus citations

Abstract

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.

Original languageEnglish (US)
Pages (from-to)317-327
Number of pages11
JournalQuality Engineering
Volume9
Issue number2
DOIs
StatePublished - Jan 1 1996

    Fingerprint

Keywords

  • Average run length
  • EWMA
  • FIR EWMA
  • Fast initial response EWMA

ASJC Scopus subject areas

  • Safety, Risk, Reliability and Quality
  • Industrial and Manufacturing Engineering

Cite this