A Proposed Double Moving Average (DMA) Control Chart

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Date
2007-03
Authors
Wong, Voon Hee
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Abstract
Control chart techniques have been widely used in industries to monitor the quality of manufacturing processes. Memory control charts are introduced as alternatives to the Shewhart charts for quick detections of small sustaining process shifts. Among the widely used memory control charts are the moving average (MA) chart, exponentially weighted moving average (EWMA) chart and cumulative sum (CUSUM) chart. The double exponentially weighted moving average (DEWMA) technique has been investigated in recent years and is found to be more efficient than the EWMA technique for detecting small shifts in the process mean. This thesis extends the technique of performing exponential smoothing twice on an EWMA chart, as in the case of the DEWMA chart to computing the moving average twice on an MA chart for the process mean. The new MA chart is known as the double moving average (DMA) chart. The simulation study conducted shows that the proposed DMA chart improves upon the average run length (ARL) performance of the MA chart. The DMA and DEWMA are memory control charts that are based on two different weighted average schemes. All of the simulation studies in this thesis are conducted using the "Statistical Analysis System (SAS)" version 8.0 program. Two examples are given to show how the proposed DMA chart is used in a real situation.
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Keywords
Mathematical Sciences, , Control Chart
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