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Optimization Design of 2-EWMA Control Chart Based on Random Process Shift

The exponentially weighted moving average (EWMA) control charts are widely used for detecting process shifts of small and moderate sizes in Statistical Process Control (SPC).This article presents an algorithm for the optimization design of a multi-EWMA scheme comprising two EWMA control charts (known as 2-EWMA chart) considering random process shifts in mean. The random process shifts in mean is characterized by a Rayleigh distribution. The design algorithm optimizes the charting parameters of the 2-EWMA chart based on loss function. Comparative study shows that the optimal 2-EWMA chart outperforms the original 2-EWMA chart, as well as the original EWMA chart. In general, this article will help to enhance the detection effectiveness of the 2-EWMA chart, and facilitate its applications in SPC.