A Mixed Double Exponentially Weighted Moving Average - Tukey’s Control Chart for Monitoring of Parameter Change

Abstract

This research aims to propose a new mixed control chart, namely, Mixed Double Exponentially Weighted Moving Average-Tukey’s control chart (MDEWMA-TCC) for monitoring in parameter of process changes when observations are skew and non-skew distributions. This proposed control chart is combined the parametric and nonparametric control charts by using strengths of each charts. Typically, the Average Run Length (ARL) is commonly measured the performance of control chart and compared the performance of control chart. The ARL₀ is usually measured when the process is in-control and should be sufficient large and the ARL₁ is correctly signaled to be out of control and should be minimum. In addition, the performance of MDEWMA-TCC chart is compared with Tukey’s control chart (TCC), Double Exponentially Weighted Moving Average (DEWMA) and Exponentially Weighted Moving Average-Tukey’s control chart (EWMA-TCC) in monitoring of a change in mean process measured by ARL. The numerical results show that the MDEWMA-TCC is superior to TCC, DEWMA and EWMA-TCC for small magnitudes of change for both symmetric and asymmetric distributions.