Comparative study of the performance of the CuSum and EWMA control charts

This work presents a comparative study of the performance of the cumulative sum (CuSum), as well as the exponentially weighted moving average (EWMA) control charts. The objective of this research is to verify when CuSum and EWMA control charts do the best control region, in order to detect small changes in the process average. Starting from the data of a productive process, several series were simulated. CuSum and EWMA control charts were used to determine the average run length (ARL) to detect a condition out of control. ARL found by each chart which was then, compared. It was observed that the CuSum control chart practically did not sign points out of control for the levels of variation between ±1.0 standard deviation. For these variation levels the EWMA control chart was more efficient than CuSum. Among the parameters EWMA control chart the ones with constant λ=0.10 and 0.05, with the respective control limits L=2.814 and 2.625, were the ones that detected larger number of altered positions.