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Special Control Chart - EWMA / EWMA Dynamic Print E-mail
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The Exponentially Weighted Moving Averages (EWMA) chart is based on the values Xi = W.xi + (1 - W).Xi-1. W (0 < W < 1) is a weight specifying how fast is the EWMA response to change in the process mean. When W=1, the chart is equivalent to the X-bar or X-individual chart. Higher W values produce smoother chart which is less sensitive to sudden changes. This module can also produce a dynamical EWMA modification, useful when the controlled process shows long term oscillations or trend so that other chart types cannot be used. Such a situation can be indicated e.g. by significant autocorrelation or time trend , found in the Basic data analysis module. The dynamical EWMA chart tolerates long term process mean or variance changes, but identifies short term, sudden changes. The dynamical EWMA chart is controlled by the A parameter inputted in the dialog panel. The EWMA residual chart is used for the same purpose as the dynamical EWMA chart.

PDF Extended control charts - Pdf manual

Example
Data:
Emission NOx [mg] Output [kW] Temperature [C]
64.2 13.58 214.3 482.8
54.9 10.03 230.7 488.4
77.1 7.58 230.6 490.4
69.5 6.55 243.6 500.2
75.3 7.88 233.1 498.2
... ... ... ...

EWMA

Output:
EWMA Control Chart  
   
Task name : Sheet3
Selected columns :  
Y  
   
Number of data : 127
Central line : 5.804545001
Std. deviation : 0.895627611
Weight W for EWMA : 0.5
Weight Alpha for dynamic limits : 0.25
No of data outside classical limits : 4
No. of data outside dynamic limits : 2
No of residuals outside +-3s : 2
Mean quadratic residual : 0.138963062

Dynamic EWMA Chart is designed for "wandering mean" or autocorrelated processes.

EWMA
 
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