The Enhanced EWMA Control Chart with Autocorrelation

Abstract

Control charts are effective tool with regard to improving process quality and productivity, Shewhart control charts are efficiently good at detecting large shifts in a given process but very slow in detecting small and moderate shifts, such problem could be tackled through design of sensitizing rules. It has been observed that autocorrelation has an advert effect on the control charts developed under the independence assumption [1]. In this article a new EWMA control chart has been introduced with autocorrelation and some run rule schemes were introduced to enhanced the performance of the EWMA control chart when autocorrelated. The three-out-of three EWMA scheme and three-out-of- four EWMA schemes were introduced and the generated data with induced autocorrelation were used to construct the EWMA chart to sensitize the shifts presence.  Simulation of autocorrelated data were carried out for the proposed schemes which detects the shifts as soon as it occurs in the given process, the performance were evaluated using the ARL (average run length) and the results were compared with the published results of Steiner (1991) and the Saccucci (1990) which were designed for large, small and moderate shift. The results indicates that the proposed schemes are more sensitive to the shifts at ARL₀=500, 300 and 200 with autocorrelation of 0.2, 0.5 and 0.9 considered in the study.