Abstract

A double moving average (DMA) control chart has been proposed in the literature for monitoring the process mean. Several studies have also been done based on this scheme. Unfortunately, the variance of DMA statistic that has been used in these studies is not correct. In this article, we provide the correct variance of the DMA chart and through a simulation study, we evaluate its performance. It is shown that the DMA chart is more effective than the moving average (MA) chart in detecting small shifts in the process mean and vice versa for moderate to large shifts. Moreover, the DMA chart, even with a small value of span w, has similar, and in some cases better, detection ability than the EWMA and CUSUM charts, especially for moderate and large shifts.

摘要

文献中提出了双移动平均 (DMA) 控制图来监控过程均值。基于该方案也进行了多项研究。不幸的是，这些研究中使用的 DMA 统计量的方差是不正确的。在本文中，我们提供了 DMA 图表的正确方差，并通过模拟研究评估了它的性能。结果表明，DMA 图表在检测过程平均值的小变化方面比移动平均 (MA) 图表更有效，反之亦然，对于中等到大的变化。此外，DMA 图，即使跨度w的值很小，也具有与 EWMA 和 CUSUM 图相似的检测能力，在某些情况下甚至更好，尤其是对于中等和较大的偏移。