Measuring the performance improvement of a double generally weighted moving average control chart

This study extends the sum of squares generally weighted moving average (SS-GWMA) control chart by using the double generally weighted moving average (DGWMA) technique. The proposed expanded chart is called the sum of squares double generally weighted moving average (SS-DGWMA) control chart. Simulations are performed to evaluate the average run length (ARL) and standard deviation of run length (SDRL) of the SS-DGWMA, SS-DEWMA, and SS-GWMA charts. An extensive comparison shows that the optimal SS-DGWMA chart is superior to the optimal SS-GWMA and SS-DEWMA charts in all studied scenarios. The SS-DGWMA chart is also easy to implement and to interpret the abnormal signals.