The Exponentially Weighted Moving Average

Abstract

The Shewhart and CUSUM control chart techniques have found wide application in the manufacturing industries. However, workpiece quality has also been greatly enhanced by rapid and precise individual item measurements and by improvements in automatic dynamic machine control. One consequence is a growing similarity in the control problems faced by the workpiece quality control engineer and his compatriot in the continuous process industries. The purpose of this paper is to exposit a control chart technique that may be of value to both manufacturing and continuous process quality control engineers: the exponentially weighted moving average (EWMA) control chart. The EWMA has its origins in the early work of econometricians, and although its use in quality control has been recognized, it remains a largely neglected tool. The EWMA chart is easy to plot, easy to interpret, and its control limits are easy to obtain. Further, the EWMA leads naturally to an empirical dynamic control equation.