Design and optimization of EWMA control charts for in-control, indifference, and out-of-control regions

Authors:
Francisco Aparisi;J. Carlos García-Díaz
Affiliations:
Departamento de Estadística e Investigación Operativa Aplicadas y Calidad, Universidad Politécnica de Valencia, Camino de Vera s/n, 46071 Valencia, Spain;Departamento de Estadística e Investigación Operativa Aplicadas y Calidad, Universidad Politécnica de Valencia, Camino de Vera s/n, 46071 Valencia, Spain
Venue:
Computers and Operations Research
Year:
2007

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Abstract

The design of quality control charts is normally carried out considering a process shift size that is considered important to be detected. The EWMA control chart is one of the best available options to use when good performance is needed to detect small process shifts. This paper presents a method for design of EWMA charts for control processes, in which the detection of small shifts is not necessary, and at the same time is effective in detecting important shifts. In such cases the EWMA control chart can also be designed successfully to deal with these requirements. A Markov chain approach is also applied to determine the ARL of the modified EWMA control chart. The implementation and interpretations are provided and numerical examples are used to illustrate the application procedure. We also investigate some basic properties of the proposed scheme. Genetic algorithms have been used to carry out this design.