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

Sin Yin Teh, Michael Boon Chong Khoo, Ker Hsin Ong, Keng Lin Soh, Wei Lin Teoh

Research output: Contribution to journalArticle

3 Citations (Scopus)
36 Downloads (Pure)

Abstract

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.
Original languageEnglish
Pages (from-to)1067-1075
Number of pages9
JournalSains Malaysiana
Volume44
Issue number7
Publication statusPublished - 1 Jul 2015

Keywords

  • Exponentially weighted moving average (EWMA)
  • Markov chain
  • Median run length (MRL)
  • Sample variance

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