On Designing of a New EWMA-DMA Control Chart for Detecting Mean Shifts and Its Application

Rattikarn  Taboran; Saowanit  Sukparungsee

Authors

Rattikarn Taboran Department of Mathematics, Faculty of Science and Technology, Muban Chombueng Rajabhat University, Ratchaburi, Thailand
Saowanit Sukparungsee Department of Applied Statistics, Faculty of Applied Science, King Mongkut’s University of Technology North Bangkok, Bangkok, Thailand

Keywords:

Monte Carlo simulation (MC), double moving average control chart, median run length (MRL), EWMA-DMA control chart, parametric control chart

Abstract

The control chart based on the statistical principle is used as a tool to detect and control the production process to meet the required quality. This research aimed to present the exponentially weighted moving average-double moving average chart (EWMA-DMA chart) for detecting the change of mean of the process with normal, Laplace, exponential, and gamma distribution, and compare the efficiency of the change detection of the EWMA-DMA control chart and EWMA, MA, DMA, and DMA-EWMA control chart at different levels of the parameter change. The criteria used for measuring the efficiency included the average run length for out of control process (ARL₁) and median run length (MRL) using the Monte Carlo simulation (MC). Research results showed that the results of the processes under all distribution conditions were consistent. The proposed control chart had the best detection efficiency when the change level was $gif.latex?-0.75\leqslant&space;\delta&space;\leqslant&space;0.75.$ However, DMA had better detection efficiency at other change levels. The adaptation results of the proposed control chart to two sets of actual data corresponded to the research results.