Design and Implementation of the Extended Exponentially Weighted Moving Average Control Charts

In this paper, we extend the exponentially weighted moving average (EWMA) control chart. This generalized chart, is called herein the generally weighted moving average (GWMA) control chart. A simulation is conducted to evaluate the average run length (ARL) to false alarm and to monitor the shift in the process mean or the changes in the process variability of the composite X-EWMA chart and a group of composite X-GWMA statistical control schemes. This study recommend the use of the X-GWMA chart, which is an extensive comparison shows that the X-GWMA control chart is more sensitive than the X-EWMA control chart on monitoring the small shifts in the process mean or changes in the process variability.