A comparative study of the EWMA and double EWMA control schemes

A control scheme is the most excellent and irreplaceable tool in Statistical Process Control because of its effectiveness in controlling and monitoring the process, which indirectly helps ensure that the quality of a product is controlled. The EWMA scheme is one of the popular memory-type schemes used to control a normally distributed process. Therefore, various studies and improvements are performed on this scheme and are available in the literature. One of the significant improvements of the EWMA scheme is its extension to the double EWMA scheme, which has a better performance in detecting a small to moderate shift in the process than the traditional EWMA scheme. In order to study and compare the performance of the EWMA and double EWMA schemes in a comprehensive way, other run-length properties, such as the standard deviation and percentiles of the run-length, are also evaluated, rather than solely evaluating the average run-length results. Furthermore, the exact shift size in the process is usually not known in real life. Thus, the expected average run-length and expected median run-length metrics are used to evaluate the overall performances of these two schemes in a range of shift sizes. Then, the implementation of these two schemes is illustrated with a dataset. Last, some concluding remarks are made.