A mixed GWMA-CUSUM control chart for monitoring the process mean

The memory-type control charts are widely used in the process and service industries for monitoring the production processes. The reason is their sensitivity to quickly react against the small process disturbances. Recently, a new cumulative sum (CUSUM) chart has been proposed that uses the exponentially weighted moving average (EWMA) statistic, called the EWMA-CUSUM chart. Similarly, in order to further enhance the sensitivity of the EWMA-CUSUM chart, we propose a new CUSUM chart using the generally weighted moving average (GWMA) statistic, called the GWMA-CUSUM chart, for efficiently monitoring the process mean. The GWMA-CUSUM chart encompasses the existing CUSUM and EWMA-CUSUM charts. Extensive Monte Carlo simulations are used to explore the run length profiles of the GWMA-CUSUM chart. Based on comprehensive run length comparisons, it turns out that the GWMA-CUSUM chart performs substantially better than the CUSUM, EWMA, GWMA, and EWMA-CUSUM charts when detecting small shifts in the process mean. An illustrative example is also presented to explain the implementation and working of the EWMA-CUSUM and GWMA-CUSUM charts.