The case against generally weighted moving average (GWMA) control charts

Knoth, Sven; Woodall, William H.; Tercero-Gómez, Víctor G.

doi:10.1080/08982112.2021.2002359

The case against generally weighted moving average (GWMA) control charts

Publication date

2021-11-10

Document type

Forschungsartikel

Author

Knoth, Sven

Woodall, William H.

Tercero-Gómez, Víctor G.

Organisational unit

Rechnergestützte Statistik

DOI

10.1080/08982112.2021.2002359

URI

https://openhsu.ub.hsu-hh.de/handle/10.24405/21895

Scopus ID

2-s2.0-85118949236

Publisher

Taylor & Francis

Series or journal

Quality Engineering

ISSN

0898-2112

Periodical volume

34

Periodical issue

1

First page

75

Last page

81

Part of the university bibliography

✅

Language

English

Keyword

Average run length

Exponentially weighted moving average (EWMA) control chart

Memory-type scheme

Statistical process monitoring

Steady-state ARL

Abstract

We argue against the use of generally weighted moving average (GWMA) control charts. Our primary reasons are the following: (1) There is no recursive formula for the GWMA control chart statistic, so all previous data must be stored and used in the calculation of each chart statistic. (2) The Markovian property does not apply to the GWMA statistics, so computer simulation must be used to determine control limits and the statistical performance. (3) An appropriately designed, and much simpler, exponentially weighted moving average (EWMA) chart provides as good or better statistical performance. (4) In some cases the GWMA chart gives more weight to past data values than to current values.

Version

Published version

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Metadata only access