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Adaptive EWMA control charts with time-varying smoothing parameter

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Abstract

Time-weighted charts like EWMA or CUSUM are designed to be optimal to detect a specific shift. This feature, however, can make the chart suboptimal for some other shifts.If, for instance, the charts are designed to detect a small shift, then, they can be inefficient to detect moderate or large shifts. In the literature, several alternatives have been proposed to circumvent this limitation, like the use of control charts with variable parameters or adaptive control charts. This paper aims to propose new adaptive EWMA control charts (AEWMA) based on the assessment of a potential misadjustment, which is translated into a time-varying smoothing parameter. The resulting control charts can be seen as a smooth combination between Shewhart and EWMA control charts, which could be efficient for a wide range of shifts. Markov chain procedures are established to analyse and design the proposed charts. Comparisons with other adaptive and traditional control charts show the advantages of our proposals.

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Acknowledgements

Authors gratefully acknowledge the financial support received from the Spanish MEC, under grant ECO2012-38442 and ECO2015-66593, and the Peruvian Programa Nacional de Innovación para la Competitividad y Productividad (Innóvate Perú) under the contract 377-PNICP-PIAP-2014.

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Authors and Affiliations

  1. Department of Statistics, Universidad Carlos III de Madrid, Avd. de la Universidad 30, 28911, Leganés, Madrid, Spain

    Willy Ugaz, Ismael Sánchez & Andrés M. Alonso

  2. Department of Industrial Engineering and Systems, Universidad de Piura, Calle Ramón Mugica 131, Piura, Perú

    Ismael Sánchez

  3. Department of Statistics and Instituto Flores de Lemus, Universidad Carlos III de Madrid, Calle Madrid 126, 28903, Getafe, Madrid, Spain

    Ismael Sánchez & Andrés M. Alonso

  4. Department of Industrial Engineering and Systems, Universidad de Piura, Calle Mártir José Olaya 162, Miraflores, Lima, Perú

    Willy Ugaz

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  1. Willy Ugaz
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  2. Ismael Sánchez
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  3. Andrés M. Alonso
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Correspondence to Willy Ugaz.

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Ugaz, W., Sánchez, I. & Alonso, A.M. Adaptive EWMA control charts with time-varying smoothing parameter. Int J Adv Manuf Technol 93, 3847–3858 (2017). https://doi.org/10.1007/s00170-017-0792-1

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  • DOI: https://doi.org/10.1007/s00170-017-0792-1

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