The Combined Double Generally Weighted Moving Average Control Chart for Individual Observations

This study investigates control charts for simultaneous monitoring of process mean and process variability when an individual observation is taken at each sampling point. A combined scheme consisting of a two-side double generally weighted moving average (DGWMA) mean chart and a two-side DGWMA variance chart is developed. This new combined scheme will compare with the combined generally weighted moving average (GWMA) charts. It is shown that the combination of the DGWMA charts is more sensitive than the combination of the GWMA charts for detecting small shifts in the process mean and variance. A simple procedure for the design of a combined DGWMA chart are also given to illustrate this study.