Monitoring Process Variability Using EWMA

During the last decade, the use of the exponentially weighted moving average (EWMA) statistic as a process-monitoring tool has become more and more popular in the statistical process-control field. If the properties and design strategies of the EWMA control chart for the mean have been thoroughly investigated, the use of the EWMA as a tool for monitoring process variability has received little attention in the literature. The goal of this chapter is to present some recent innovative EWMA-type control charts for the monitoring of process variability (i. e. the sample variance, sample standard-deviation and the range). In the first section of this chapter, the definition of an EWMA sequence and its main properties will be presented together with the commonly used procedures for the numerical computation of the average run length (ARL). The second section will be dedicated to the use of the EWMA as a monitoring tool for the process position, i. e. sample mean and sample median. In the third section, the use of the EWMA for monitoring the sample variance, sample standard deviation and the range will be presented, assuming a fixed sampling interval (FSI) strategy. Finally, in the fourth section of this chapter, the variable sampling interval adaptive version of the EWMA-S2 and EWMA-R control charts will be presented.