An adaptive exponentially weighted moving average chart for the mean with variable sampling intervals.

The AEWMA control chart is an adaptive EWMA (exponentially weighted moving average) type chart that combines the Shewhart and the classical EWMA schemes in a smooth way. To improve the detection performance of the FSI (fixed sampling interval) AEWMA control chart in terms of the A T S(average time to signal), this paper proposes a new VSI (variable sampling interval) AEWMA control chart. A Markov chain approach is used to calculate the A T S values of the new VSI AEWMA control chart, and comparative results show that the proposed control chart performs better than the standard FSI AEWMA control chart and than other VSI control charts over a wide range of shifts. [ABSTRACT FROM AUTHOR]