IDEAS home Printed from https://ideas.repec.org/a/spr/stpapr/v56y2015i3p863-885.html
   My bibliography  Save this article

Quality surveillance with EWMA control charts based on exact control limits

Author

Listed:
  • Manuel Morais
  • Yarema Okhrin
  • Wolfgang Schmid

Abstract

The control charts are main tools of statistical surveillance of quality in production processes. Exponentially weighted moving average charts that make use of exact control limits are discussed in detail in this paper. We start by assessing the impact of the smoothing constant $$\lambda $$ λ not only in the in-control average run length (ARL) of upper one-sided EWMA charts with exact control limits, but also in the range of the exact control limits of such charts with a common in-control ARL value (i.e. matched in-control). Based on the analytical results and on an extensive simulation study we conclude that the out-of-control ARL of matched in-control upper one-sided EWMA charts with exact control limits increases with $$\lambda $$ λ . This in turn suggests the use of $$\lambda $$ λ values as close to the zero as possible and motivates what we called the (upper one-sided) limit chart. Its performance is extensively studied with regard to the ARL. Finally, we investigate the impact of $$\lambda $$ λ on the ARL of EWMA charts with asymptotic control limits; the (maximum) conditional average delay is also addressed as an additional performance measure. Copyright Springer-Verlag Berlin Heidelberg 2015

Suggested Citation

  • Manuel Morais & Yarema Okhrin & Wolfgang Schmid, 2015. "Quality surveillance with EWMA control charts based on exact control limits," Statistical Papers, Springer, vol. 56(3), pages 863-885, August.
    • Handle: RePEc:spr:stpapr:v:56:y:2015:i:3:p:863-885
    DOI: 10.1007/s00362-014-0612-8
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s00362-014-0612-8
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1007/s00362-014-0612-8?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Seven Knoth, 2005. "Fast initial response features for EWMA control charts," Statistical Papers, Springer, vol. 46(1), pages 47-64, January.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Kim Phuc Tran & Philippe Castagliola & Giovanni Celano, 2018. "Monitoring the ratio of population means of a bivariate normal distribution using CUSUM type control charts," Statistical Papers, Springer, vol. 59(1), pages 387-413, March.
    2. Vasyl Golosnoy, 2018. "Sequential monitoring of portfolio betas," Statistical Papers, Springer, vol. 59(2), pages 663-684, June.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Vasileios Alevizakos & Arpita Chatterjee & Kashinath Chatterjee & Christos Koukouvinos, 2024. "The exponentiated exponentially weighted moving average control chart," Statistical Papers, Springer, vol. 65(6), pages 3853-3891, August.
    2. Muhammad Riaz & Ronald Does, 2009. "A process variability control chart," Computational Statistics, Springer, vol. 24(2), pages 345-368, May.
    3. Abdul Haq & William H. Woodall, 2024. "A critical note on the exponentiated EWMA chart," Statistical Papers, Springer, vol. 65(8), pages 5379-5387, October.
    4. Kim Phuc Tran & Philippe Castagliola & Giovanni Celano, 2018. "Monitoring the ratio of population means of a bivariate normal distribution using CUSUM type control charts," Statistical Papers, Springer, vol. 59(1), pages 387-413, March.
    5. Lazariv, Taras & Okhrin, Yarema & Schmid, Wolfgang, 2015. "Behavior of EWMA type control charts for small smoothing parameters," Computational Statistics & Data Analysis, Elsevier, vol. 89(C), pages 115-125.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:stpapr:v:56:y:2015:i:3:p:863-885. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.