A NUMERICAL METHOD FOR MODELLING THE PARAMETERS Λ AND Δ OF AN EWMA CHART

Mike Cox

Abstract: The exponentially weighted moving average chart (EWMA) is widely employed in quality control to monitor a process or to evaluate historic data. EWMA charts are designed to exhibit acceptable average run lengths both when the process is in and out of control. This paper introduces a functional technique for generating the parameters λ and Δ for such a chart that will have specified average run lengths. The parameters are estimated using regression plus an artificial neural network.

Keywords: ARL, average run length, EWMA chart, Exponentially Weighted Moving Average chart, neural network, parameter estimation, SPC, statistical process control

DOI:

Recieved: 20.01.2010  Accepted: 15.06.2010  UDC: 005.642.2

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