L16 - Lecture 16 EWMA Control Charts Foundations And Time...

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Lecture 16 EWMA Control Charts: Foundations And Time Series Models for SPC
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EWMA Charts The exponentially weighted moving average (or EWMA) control chart is also a good alternative to the Shewhart control chart when we are interested in detecting small shifts. The performance of the EWMA control chart is approximately equivalent to that of the Cusum charts In some ways it is easier to set up and operate. EWMA is typically used with individual observations
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EWMA Charts 1 0 λ If we know the true mean Otherwise
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As i goes to infinity
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Control Limits for i=1
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Control Limits for i=2
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Design of an EWMA Control Chart The EWMA control chart is very effective against small process shifts. The design parameters of the chart are the multiple of sigma used in the control limits (L) and the value of It is possible to choose these parameters to give ARL performance for the EWMA control chart that closely approximates cusum ARL performance for detecting small shifts.
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