An Extension for the Univariate Exponentially Weighted Moving Average Control Chart

The univariate Exponentially Weighted Moving Average (EWMA) control chart, which will be called the EWMA chart hereafter is a good alternative to the Shewhart control chart when one is interested in detecting small shifts quickly. The performance of the EWMA control chart is comparable to that of the cumulative sum (CUSUM) control chart but the former is easier to set up and operate. In this paper, an approach by means of transformation of using the EWMA chart in a multivariate process monitoring will be discussed.