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Weighted moving averages: an efficient plan for monitoring specific location shifts. (English) Zbl 1059.90046

Summary: Exponentially Weighted Moving Averages (EWMA) or Cumulative SUM (CUSUM) monitoring plans are used in industry for early detection of deviations from target for process measurements. This paper illustrates the advantage of using weighted moving averages (WMA) in this regard, particular when the size of the shift is known in advance. WMA plans are compared to the conventional CUSUM and the EWMA procedures using a simulation study.

MSC:

90B25 Reliability, availability, maintenance, inspection in operations research
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[1] DOI: 10.1111/1467-9892.00283 · Zbl 1115.62083
[2] DOI: 10.2307/1269835
[3] DOI: 10.1214/aos/1176350164 · Zbl 0612.62116
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[6] DOI: 10.1081/QEN-120018385
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