EWMA & CUSUM
Charts
Prof. Sayak Roychowdhury
Limitations of Shewhart Charts
• In Shewhart chart, the plotted point represents
information corresponding to last observation only.
• It does not use information from previous observations.
• This makes Shewhart charts insensitive to small shifts.
• They are less useful in phase II.
• Warning limits and patterns can be useful, but they
reduce the simplicity of the control charts
CUSUM Chart and EWMA Chart
• To detect small process shifts, CUSUM (Cumulative sum)
and EWMA (Exponentially weighted moving average)
charts are used as alternatives to Shewhart Control Chart
• These are good alternatives for phase II process
monitoring
• Sometimes process needs to be monitored when sample
size n =1, both CUSUM and EWMA charts work well in this
situation.
• EWMA charts are particularly robust against non-
normality (read section Montgomery 9.2.3).
CUSUM Chart
• First proposed by Page (1954)
• The CUSUM chart plots the quantity
Where is the average of the sample
is the target for process mean
Also applicable for
• So CUSUM charts are particularly useful in chemical and
process industries and discrete part manufacturing,
where frequently subgroup size is 1.
CUSUM Chart (Ch 9.1 Montgomery)
• There are 2 ways to represent CUSUM charts, tabular method
and V-mask method. We will discuss tabular method.
• The tabular cusum works by accumulating derivations from
that are above target with one statistic and accumulating
derivations from that are below target with another
statistic
• (Upper CUSUM)
• (Lower CUSUM)
•
• or indicate the process mean has shifted
• is called reference value, allowance or slack value, is
called decision interval
CUSUM Chart
• , typically halfway between and out of control
mean that we want to detect
•
• Note that and accumulate deviations from the target
value that are greater than K, with both quantities reset to
zero on becoming negative.
• If either or exceed the decision interval H, the process
is considered to be out of control
•
• and are chosen to provide good ARL performance
• Generally and are chosen. Read (9.1.3)
CUSUM Chart
CUSUM Chart Parameter Values and ARL
Exercise
EWMA chart (ch 9.2 Montgomery)
• Control chart to detect small shift in the process, ideally used with individual observations.
• The exponentially weighted moving average is defined as
( )
• should be between 0.05 , 0.25 (use smaller for smaller shifts)
• Limits
•
•
•
• Use (target mean) in place of if given
• Usually is taken to be 3. For a steady state process
becomes
• can be estimated by process standard deviation, or if can be obtained. Sometimes
process history is used for estimation.
• EWMA is often used with Shewhart Chart, so that the combined chart can detect small shifts
and large shifts quickly enough.
• Minitab > Stat> Control charts > Time weighted charts> EWMA
EWMA chart
EWMA Parameters and ARL
• EWMA chart is fairly robust against non-normal distribution,
compared to Shewhart charts for individual measurement
(sec 9.2.3 Montgomery)
