OPTIMAL DESIGNS OF ONE-SIDED EWMA CHARTS FOR MONITORING A PROCESS VARIANCE

The purpose of including a reflecting boundary in a one-sided exponentially weighted moving average (EWMA) control chart is to prevent the EWMA from drifting too far away from the target value in respond to a few large sample values. In such a case, an EWMA chart would be slow to react to a sudden out-of-control situation. Effect of the reflecting boundaries of one-sided EWMA charts is investigated and reasonable choices of reflecting boundaries are determined. The EWMA chart has been proposed for detecting increases in the process variance, however, detecting decreases in the process variance is at least as important as detecting increases. Optimal design procedures are developed for designing upper-sided and lower-sided EWMA charts. Plots of the optimal chart parameters are provided and can be used easily to design an optimal EWMA chart. The EWMA charts recommended here are found to be more sensitive than the cumulative sum chart in detecting small changes in the process variance and only slightly less sensitive for large changes.