EWMA Control Chart and CUSUM Control Chart: A Comparison of Performance Using ARL

EWMA (Exponentially Weighted Moving-Average) control charts and CUSUM (Cumulative Sum) control charts are widely used in industry for prosess and measurement control. This paper provides a computer implimentation of a fast and accurate algorithm in programming SAS (Statistical Analysis System) to compute average run length (ARL) for CUSUM and EWMA charts to monitor the process mean. The in-control ARL is set to be at 50, 100, 250, 500, 1000, 1500 dan 2000. The sensitive for optimal control EWMA and CUSUM in monitoring shift is then be analyze. The results from EWMA and CUSUM control charts for monitoring any small and large increases in process mean be discuss.