EWMA Control chart

*EWMA (Exponentially Weighted Moving Average) / 지수가중이동평균

 

: To exponentially forget the past data, we want to attach more weight to the most recent data

  과거의 데이터를 빨리 잊어버리기 위해 현재의 데이터에 더 많은 가중치를 부여한다.

 

 

 

 

Zi = monitoring statistics , Xi = observation, λ=current, (1-λ) = history weight

when λ=1 , => Shewhart chart

 

* UCL / LCL of EWMA

 

* In general : Var(Zt) = (σ^2/n)(λ/(2-λ))(1-(1-λ)^2t)

 

 

 

 

* Steady state control limits : Var(Zt) = (σ^2/n)(λ/(2-λ))

 

 

 

- EWMA Control Chart Example, with Lamda = 0.1 and L=2.7