The Exponentially Weighted Moving Variance
- 1 April 1993
- journal article
- research article
- Published by Taylor & Francis in Journal of Quality Technology
- Vol. 25 (2), 106-118
- https://doi.org/10.1080/00224065.1993.11979433
Abstract
Exponentially weighted moving variance (EWMV) and exponentially weighted mean squared deviation (EWMS) charts are proposed as ways of monitoring various types of continuous process variation. They are particularly useful for augmenting control charts on individual observations where no estimate of variability is available from replicates and for providing measures of process variance when the observations are autocorrelated.Keywords
This publication has 22 references indexed in Scilit:
- Some Omnibus Exponentially Weighted Moving Average Statistical Process Monitoring SchemesTechnometrics, 1991
- Time-Series Modeling for Statistical Process ControlJournal of Business & Economic Statistics, 1988
- Outliers, level shifts, and variance changes in time seriesJournal of Forecasting, 1988
- Control Charts Using Coupled Exponentially Weighted Moving AveragesIIE Transactions, 1986
- The Use of MOSUMS for Quality ControlTechnometrics, 1978
- Tests for Variance Shift at an Unknown Time PointJournal of the Royal Statistical Society Series C: Applied Statistics, 1977
- Algorithm AS 99: Fitting Johnson Curves by MomentsJournal of the Royal Statistical Society Series C: Applied Statistics, 1976
- Adaptive Response for Exponential Smoothing: Comparative System AnalysisJournal of the Operational Research Society, 1974
- Some Theorems on Quadratic Forms Applied in the Study of Analysis of Variance Problems, I. Effect of Inequality of Variance in the One-Way ClassificationThe Annals of Mathematical Statistics, 1954
- SYSTEMS OF FREQUENCY CURVES GENERATED BY METHODS OF TRANSLATIONBiometrika, 1949