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An Extended EWMA Mean Chart

Quality Technology & Quantitative Management, 2005
AbstractIn this paper, we extend the exponentially weighted moving average (EWMA) technique to double exponentially weighted moving average (DEWMA) technique. We show that DEWMA mean charts perform better than EWMA mean charts in detecting small mean shifts ranging from 0.1 to 0.5 of the process standard deviation, and that the two types of charts ...
Lingyun Zhang, Gemai Chen
openaire   +1 more source

Improved variable EWMA controller design

Proceeding of the 11th World Congress on Intelligent Control and Automation, 2014
The exponentially weighted moving average (EWMA) controller is a popular run-to-run (RtR) control scheme in semiconductor manufacturing because of its effectiveness and simplicity. In this paper we propose an improved variable EWMA controller design method.
Ming-Da Ma, Jia-Yi Li, Kai Zhang
openaire   +1 more source

Estimating Value at Risk: From JP Morgan's Standard-EWMA to Skewed-EWMA Forecasting

SSRN Electronic Journal, 2007
Driven significantly by JP Morgan's RiskMetrics system with exponentially weighted moving average (EWMA) forecasting, value-at-risk (VaR) has become a popularly used measurement of the extent to which a financial asset is subject to the risks present in financial markets.
Zudi LU, Hai Huang
openaire   +1 more source

The MaxMin EWMA tolerance limits

International Journal of Quality & Reliability Management, 2000
When there is a change in a process, the MaxMin exponentially weighted moving average (EWMA) control chart shows which parameters have increased or decreased. The MaxMin EWMA may also be viewed as smoothed tolerance limits. Tolerance limits are limits that include a specific proportion of the population at a given confidence level.
Raid W. Amin, Kuiyuan Li
openaire   +1 more source

CUSUM and EWMA Procedures

2002
A problem with the conventional Shewhart charts is that the decisions are usually based on single observations. Such decision implies a high probability of false alarms. Also, small shifts in the process characteristics, which are of increasing importance from the point of view of efforts for continuous quality improvement, cannot be detected easily ...
M. Xie, T. N. Goh, V. Kuralmani
openaire   +1 more source

The EWMA median chart with estimated parameters

IIE Transactions, 2015
ABSTRACTThe usual practice in control charts is to assume that the chart parameters are known or can be accurately estimated from in-control historical samples and the data are free from outliers. Both of these assumptions are not realistic in practice: a control chart may involve the estimation of process parameters from a very limited number of ...
Castagliola, Philippe   +2 more
openaire   +2 more sources

Combined EWMA-mixed EWMA CUSUM schemes for monitoring the process mean

International Journal of Productivity and Quality Management, 2023
Himani Shonik   +2 more
openaire   +1 more source

CS‐EWMA Chart for Monitoring Process Dispersion

Quality and Reliability Engineering International, 2012
Control charts are the most extensively used technique to detect the presence of special cause variations in processes. They can be classified into memory and memoryless control charts. Cumulative sum and exponentially weighted moving average control charts are memory‐type control charts as their control structures are developed in such a way that the ...
Abbas, N., Riaz, M., Does, R.J.M.M.
openaire   +2 more sources

The efficiency of the EWMA capability chart

2007 IEEE International Conference on Industrial Engineering and Engineering Management, 2007
In order to monitor unstable but capable processes Castagliola & Vannman have recently suggested a procedure based on an EWMA approach, called EWMA capability chart, for monitoring Vannman's Cp(u,v)-family of capability indices and showed how their proposed approach efficiently monitors capable processes by detecting a decrease or increase of the ...
Castagliola, Philippe, Vännman, Kerstin
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Automated EWMA Anomaly Detection Pipeline

2022 American Control Conference (ACC), 2022
Samuel D. Gilletly   +3 more
openaire   +1 more source

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