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On increasing the sensitivity of mixed EWMA–CUSUM control charts for location parameter

  • Jimoh Olawale Ajadi
  • , Muhammad Riaz*
  • , Khalid Al-Ghamdi
  • *Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

29 Scopus citations

Abstract

Control chart is an important statistical technique that is used to monitor the quality of a process. Shewhart control charts are used to detect larger disturbances in the process parameters, whereas cumulative sum (CUSUM) and exponential weighted moving average (EWMA) are meant for smaller and moderate changes. In this study, we enhanced mixed EWMA–CUSUM control charts with varying fast initial response (FIR) features and also with a runs rule of two out of three successive points that fall above the upper control limit. We investigate their run-length properties. The proposed control charting schemes are compared with the existing counterparts including classical CUSUM, classical EWMA, FIR CUSUM, FIR EWMA, mixed EWMA–CUSUM, 2/3 modified EWMA, and 2/3 CUSUM control charting schemes. A case study is presented for practical considerations using a real data set.

Original languageEnglish
Pages (from-to)1262-1278
Number of pages17
JournalJournal of Applied Statistics
Volume43
Issue number7
DOIs
StatePublished - 18 May 2016

Bibliographical note

Publisher Copyright:
© 2015 Taylor & Francis.

Keywords

  • average run length
  • control charts
  • fast initial response
  • headstart
  • location parameter
  • mixed EWMA–CUSUM
  • normality

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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