A study on the S2-EWMA chart for monitoring the process variance based on the MRL performance

Teh, Sin Yin and Khoo, Michael Boon Chong and Ong, Ker Hsin and Soh, Keng Lin and Teoh, Wei Lin (2015) A study on the S2-EWMA chart for monitoring the process variance based on the MRL performance. Sains Malaysiana, 44 (7). pp. 1067-1075. ISSN 0126-6039


Official URL: http://www.ukm.my/jsm/malay_journals/jilid44bil7_2...


The existing optimal design of the fixed sampling interval S2-EWMA control chart to monitor the sample variance of a process is based on the average run length (ARL) criterion. Since the shape of the run length distribution changes with the magnitude of the shift in the variance, the median run length (MRL) gives a more meaningful explanation about the in-control and out-of-control performances of a control chart. This paper proposes the optimal design of the S2-EWMA chart, based on the MRL. The Markov chain technique is employed to compute the MRLs. The performances of the S2-EWMA chart, double sampling (DS) S2 chart and S chart are evaluated and compared. The MRL results indicated that the S2-EWMA chart gives better performance for detecting small and moderate variance shifts, while maintaining almost the same sensitivity as the DS S2 and S charts toward large variance shifts, especially when the sample size increases.

Item Type:Article
Keywords:Exponentially weighted moving average (EWMA); Markov chain; median run length (MRL); sample variance
Journal:Sains Malaysiana
ID Code:8993
Deposited By: ms aida -
Deposited On:08 Sep 2015 14:21
Last Modified:14 Dec 2016 06:48

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