Sensitivity of the Modified Exponentially Weighted Moving Average
Sign-Rank Control Chart to Process Changes in Counted Data
SUGANYA PHANTU1, YUPAPORN AREEPONG2, SAOWANIT SUKPARUNGSEE2,*
1Faulty of Science, Energy, and Environment,
King Mongkut’s University of Technology North Bangkok,
Rayong 21120,
THAILAND
2Department of Applied Statistics, Faculty of Applied Science,
King Mongkut’s University of Technology, North Bangkok,
Bangkok, 10800,
THAILAND
*Corresponding Author
Abstract: - Control charts are generally used to detect mean process changes in continuous processes. However,
counting procedures that characterize product quality are popular in production processes, such as the number
of defects or the proportion of defective products. This research aims to investigate using the Modified
Exponentially Weighted Moving Average combined with a nonparametric Sign Rank control chart, namely
MEWMA-SR chart is a novel tool. Comparative analyses involving different run length measures are
conducted to evaluate the proposed scheme against MEWMA, MEWMA-SR, and classical EWMA charts. The
performance of the MEWMA-SR chart is assessed using Monte Carlo simulations based on its run-length
profiles. It was found that the proposed combination control chart was effective in detecting changes better than
other control charts along with presenting applications with real data. A study further validates the proposed
chart's practical utility through a case study analyzing COVID-19 mortality data.
Key-Words: - average run length, control chart, discrete distributions, nonparametric statistics, Monte Carlo
simulation, number of defective products, nonconformities.
Received: March 18, 2024. Revised: April 16, 2024. Accepted: April 23, 2024. Published: May 15, 2024.
1 Introduction
Good quality products that meet standards are the
main factors that make the industry successful.
Therefore, to make the products that meet the needs
of consumers, it is necessary to use process control
to control production and detect abnormalities or the
amount of waste in the production process which in
the industrial production process. Without loss of
generality, deviations or variations in the production
process occur at any time. Individual products
produced from the same process may vary. This is
what we call variation, such as different weights,
different thicknesses, number of defective products,
number of nonconformities, etc. There are two types
of variations; natural variation which is a normal
variation that is hidden in the production process.
Another type of variation is variation due to
assignable causes, such as human, machine,
material, and method causes. Statistical process
control (SPC) is crucial and frequently employed
across sectors, scientific natural sciences,
environmental sciences, medication, and services
for process observation. The indispensable tool in
SPC is the control chart, which is widely utilized
during the process tracking to determine any
deviations from the procedure parameters. While
variability is an inherent aspect of every resultant
process and can compromise quality, typical reasons
for variance have no bearing on process
conformance, whereas special causes significantly
impact process outputs, [1]. Control charts serve
three main purposes: to set standards in the
production process; to achieve the goal and for use
in improving the production process. Initially
introduced by [2], control charts have proven highly
effective in identifying significant shifts in process
outputs. However, these charts lack the sensitivity to
detect subtle and sustained deviations in the process
location. In contemporary times, sophisticated
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process monitoring systems encompass
exponentially weighted moving averages (EWMA),
[3] and cumulative sum (CUSUM) control charts,
[4]. Those two control charts, known as memory-
type charts, incorporate current and past sample
information into their charting structures. While
their performance detecting small to moderate shifts
is nearly identical, quality practitioners often favor
the EWMA chart's simplicity. The increasing
adoption of these flowcharts is attributed to their
heightened sensitivity to persistent modifications to
the process variables. Consequently, they are
regularly employed to identify subtle alterations in
the location and scale parameter, where even minor
changes can lead to significant quality issues. Later,
the modified exponentially weighted moving
average (MEWMA) control chart, [5], an enhanced
version of the EWMA chart, was created to exhibit
superior efficacy in detecting subtle changes
compared to standard EWMA charts.
Parametric control charts typically function on
the presumption that the data come from a normal
distribution. However, if the finding stems from an
irregular distribution, utilizing the equivalents of
such control diagrams for tracking change in the
process becomes unsuitable. Consequently,
developing an adequate substitute is a
nonparametric control (NP) chart. Nonparametric
control charts offer several advantages, including
ease of use, the absence of a necessity to let the
underlying process have a particular parametric
distribution, increased durability and resilience to
outliers, and removing the necessity of estimating
variance while creating location parameter charts.
Studies featuring parametric control charts
encompass: In 1991, this research significantly
advanced the statistical process control domain by
demonstrating the effectiveness of the
nonparametric EWMA method for monitoring
processes with non-normal or heavy-tailed
distributions, [6]. Compared to conventional
EWMA schemes, the nonparametric approach
performed better in detecting shifts and identifying
out-of-control situations, particularly in scenarios
with heavy-tailed distributions where traditional
methods tend to be less sensitive. The NP structure
proposed by [7], recommends the widely recognized
EWMA chart to keep track of changes in the
process goal or median, utilizing a straightforward
sign test statistic. Given the EWMA chart's
sensitivity to subtle and enduring shifts, numerous
changes have been proposed and examined within
the nonparametric exponentially weighted moving
average (EWMA) charting structure. In 2011, [8],
introduced an EWMA chart based on an SR test
(EWMA-SR) designed to monitor small, persistent
shifts in the process target or process mean. In 2014,
the MEWMA-sign control chart demonstrated
superior performance in detecting process shifts,
exceeding the benchmarks established by both the
EWMA-sign and standard EWMA charts. However,
its efficacy in identifying more minor changes and
for right-skewed distributions was limited (see
detailed in [9]). [10], examined the effectiveness of
the EWMA sign chart as a non-parameterized chart
for individual measurement. Further research, [11],
enhanced the arcsine EWMA for focused on
parameter-free determining the average run length
(ARL) for detection a change in process mean,
especially small change. The EWMA sign and
standard EWMA charts can be effectively employed
for process monitoring, regardless of whether the
quality feature has a normal distribution. However,
sign statistics control schemes require transforming
process observations into a binomial distribution for
optimal performance. Subsequently, in a study by
[12], the EWMA-sign chart was recommended as a
valuable instrument for finding little and persistent
shifts in location parameters. The conclusions
indicate that the suggested diagram features a well-
designed structure, offering heightened sensitivity
for efficient process monitoring. The modified
exponentially weighted moving average - -sign
control chart (MEWMA-sign) was developed by
[13], a novel control chart employing the sign
statistic for enhanced change detection. Measured
using average run length (ARL) as a performance
measure, the MEWMA-Sign chart exhibited
superior detection capabilities regarding the
EWMA-sign and standard EWMA charts.
Nevertheless, its efficacy was diminished in auto
corrected data, as documented by [14]. Addressing
the limitations of existing nonparametric control
charts was developed, employing the Wilcoxon
signed-rank statistic for enhanced sensitivity and
robustness. Performance evaluations, usually
measured using average run length (ARL) as the
standard, demonstrate the nonparametric sign rank's
superior efficiency compared to the EWMA sign
and EWMA-SR control charts, particularly in non-
normal data distributions, [15]. Moreover,
examining the Extend Exponentially Weighted
Moving Average - Sign Rank (EEWMA-SR)
control chart to monitor the process mean and
continuous distribution revealed superior
performance. Recently, a novel MEWMA Wilcoxon
sign-rank chart has been devised to identify
alterations within the average parameter of a
continuous distribution. The evaluation and
numerical findings confirm that the MEWMA-SR
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chart excels, mainly when the magnitude of change
and the size of the rational subgroup are small (for
further details, refer to [16]).
However, most production processes have a
normal distribution and are independent, such as the
average amount of mineral water packed, the width
of the diameter of the piston ring, etc. But in
practice, the quality characteristics of interest may
have a non-normal distribution or a discrete
distribution, such as proportion. the proportion of
defective products or the number of defects, which
corresponds to a binomial distribution. Production
quality is sometimes measured by the number of
nonconformities, which corresponds to a binomial
distribution and the Poisson distribution is suitable
for counting processes. Consequently, in this
research, a new control chart named MEWMA-Sign
Rank chart is proposed to be used to detect
enumerated data or observed values that have a
discrete distribution such as the binomial (10, 0.1)
and Poisson(4) distributions. Combining the benefits
of both charts, it is a hybrid of the Sign-Rank
statistic and the MEWMA chart. The proposed
nonparametric control chart can solve problems with
processes where the distribution of observed values
is unknown or parameters cannot be estimated.
Conventional control charts currently in use cannot
overcome these limitations. Compared to other
control charts and EWMA-Sign control charts, the
suggested control chart performs better at
identifying small to medium-sized changes. Its
effectiveness is rigorously assessed and compared to
established control charts through Monte Carlo
simulations, employing the out-of-control average
run length (ARL1) metric as the evaluation
benchmarking. Additionally, practical applications
of the MEWMA-SR chart are demonstrated using
real-world data examples.
2 Method
This segment introduces pertinent theory, organized
into three parts. Section 2.1 delves into the
nonparametric properties of the control chart.
Section 2.2 elucidates the conventional control
chart’s conceptual design as an exponentially
weighted moving average (EWMA) control chart
and its modification into an exponentially weighted
moving average (MEWMA) control chart.
Additionally, it discusses the existing nonparametric
control chart, transformed into an exponentially
weighted moving average sign rank (EWMA-SR)
control chart, and proposes the modified
exponentially weighted moving average sign rank
(MEWMA-SR) control chart. Finally, Section 2.3
outlines the method for evaluating accomplishment.
2.1 Sign Rank
Consider
12
, ,...,
t t t tk
A A A A
a size-n sample from a
procedure characterized by a continuous distribution
with process means
()
. The distribution between
the observation and the desired amount, denoted as
tk
A
within groups, can be expressed as Equation
(1),
(1)
The sign statistic
t
S
can be formulated as:
1
n
t tk
k
SI
where
1, 0
0,
tk
tk
Iotherwise
The sign statistic is the aggregate count based
on observations that adhere to a binomial
distribution with the parameter
( , 0.5)np
in the
control scenario. The
( 0)pP

is the fraction of
the procedure, which is
( 0) ( 0) 0.5p P P

a control process. Conversely, in situations where
the process is unmanageable,
0.5.q
Determine
tk
J
indicate the absolute difference in
rank
||
tk
A
inside the
th
t
subset. The definition of
the sign rank statistic is as follows:
1
n
t tk tk
k
SR I J
where
1, ; ( ) 0
0 ; ( ) 0
1 ; ( ) 0
tk
tk tk
tk
A
IA
A

2.2 The Features of Control Charts
The examined control chart can be represented as
follows:
2.2.1 Exponentially Weighted Moving Average
(EWMA) Control Chart
This control chart, introduced in 1959 by [3], is a
time-weighted method incorporating historical data.
It demonstrates exceptional sensitivity to detecting
variation in the procedure, especially when dealing
with minor alterations. The EWMA statistic,
represented by Equation (2), can be described as:
1
(1 ) , 1,2,...
t t t
EWMA Y EWMA t

(2)
Here,
represents the weighting parameter
assigned to historical data, ranging between 0 and 1,
while
t
Y
it signifies the process mean at time t. The
starting value
0
Z
is typically set to match the
0
parameter, with
t
Y
separate and regularly spaced
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observations. Subsequently, both the mean and
variance
t
Z
can be described as follows:
0
()E EWMA
and
2
2
( ) 1 1 , 1, 2,...
2
t
t
V EWMA t




(3)
where
0
is the process's mean, and
2
is the
process’s variance. Referring to Equation (3), as t
approaches infinity, the variance asymptotically is
2
( ) .
2
V EWMA



(4)
Consequently, Equation(4) is followed by the
control limit of the EWMA chart.
2
01
/.
2
EWMA EWMA
UCL LCL L


(5)
The coefficient of the control limit for the
EWMA chart is represented by L1, which
corresponds to the desired ARL0. This value can be
found to reach the desired ARL0 using the Monte
Carlo simulation method.
2.2.2 Modified Exponentially Weighted
Moving Average (MEWMA) Control
Chart
The commencement of the MEWMA control chart
aimed to improve detection performance by
incorporating the additional term
1
()
it
k S S
into the
EWMA statistic. This modification resulted in
MEWMA statistics surpassing the EWMA chart for
the identical dataset, [5]. The statistics of the
MEWMA chart are as follows:
11
(1 ) ( ), 1,2,...
t t t t t
MEWMA Y MEWMA k S S t


(6)
In the Equation, k represents a constant. When k
is set to 1, the MEWMA chart statistic takes a
similar form with k=1 (see details [5]). The mean
and deviation of MEWMAt for an in-control process
are as follows:
0
()E MEWMA
(7)
and
2
222
( ) .
2
kk
V MEWMA





(8)
The upper and lower control limits of the
MEWMA chart are explained as follows:
2
2
02
22
/.
2
MEWMA MEWMA kk
UCL LCL L




(9)
The MEWMA chart’s control limit width is
determined by the control limit coefficient L2, and
its value is chosen to achieve a specific average run
length to a false alarm (ARL0).
2.2.3 Exponentially Weighted Moving Average-
Sign Rank (EWMA-SR) Control Chart
According to [7], this widely adopted control chart
for production processes assumes a normal
distribution. Nonetheless, it becomes evident that
production processes may exhibit non-normal
distributions. A nonparametric approach, known as
the EWMA-SR control chart, is introduced to
address this, intended to monitor changes in the
process mean. The statistic known as EWMA-SR is
mathematically defined as Equation (10).
1
(1 ) , 1,2,...
t t t
EWMA SR SR EWMA SR t

(10)
where
is the constant with a range of
0 1.

The mean and asymptotic variance of EWMA-SRt
for the controlled process are as outlined below:
( ) 0E EWMA SR
(11)
and
( 1)(2 1)
( ) .
26
n n n
V EWMA SR


 

(12)
As a result, the upper and lower control limits
for the EWMA-SR chart correspond to the
following definitions:
3
( 1)(2 1)
/26
EWMA SR EWMA SR n n n
UCL LCL L



 

(13)
where L3 is a coefficient used to calculate the
EWMA-SR chart’s upper and lower control limits,
and the desired ARL0 chooses it, the mean quantity
of samples is expected before a false alarm occurs.
2.2.4 Modified Exponentially Weighted
Moving Average-Sign Rank (MEWMA-
SR) Control Chart
The MEWMA sign gave rise to the MEWMA-SR
chart by incorporating a supplementary rank phase,
which is particularly effective whenever the
procedure undergoes slight changes. SR statistics
are beneficial for monitoring the process median.
The MEWMA-SR chart has the following statistical
value:
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1
1
(1 )
( ), 1, 2,...
t t t
tt
MEWMA SR SR MEWMA SR
k SR SR t

(14)
The control process’s MEWMA-SR mean and
asymptotic variance are as follows:
( ) 0E MEWMA SR
(15)
and
2
2 2 ( 1)(2 1)
( ) .
26
k k n n n
V EWMA SR


 

(16)
Consequently, the MEWMA-SR control chart’s
asymptotic control limit is as follows:
2
4
/
2 2 ( 1)(2 1)
26
MEWMA SR MEWMA SR
UCL LCL
k k n n n
L



 

(17)
where L4 represents the coefficient of control limit
for the MEWMA-SR chart, aligned with the
specified ARL0, the MEWMA-SR will detect if
samples are out of control for MEWMA-SRt >
UCLMEWMA-SR or MEWMA-SRt < LCLMEWMA-SR.
2.3 Average Run Length and Calculation
Step
The statistical process control literature's run length
properties provide a way to assess a control chart's
effectiveness. When evaluating the control chart's
performance and change detection capabilities, the
average run length (ARL) is an essential
measurement. ARL0 should be big enough to reduce
false alarms. On the other hand, the out-of-control
ARL (ARL1) needs to be small enough to quickly
identify changes when the process goes out of
control. The ARL is mathematically expressed in
Equation (18), where RL represents the number of
samples required before the system becomes
uncomfortable for the initial instance.
1.
t
i
iRL
ARL N
(18)
By using 370 and 500 as the in-control case
parameters, a 100,000 iteration (N) Monte Carlo
simulation can be used to investigate the properties
of the control chart's run length. Consequently,
choosing the control limit coefficient is critical to
align the resulting value with approximately the
ARL0 equivalent.
The steps detailing the process to identify a
solution are outlined as follows:
Step 1: Generate N random samples from a
specific distribution, including the
binomial and Poisson distributions.
Step 2: Compute the proposed tracking numerical
data and assess L at ARL0 values of 370
and 500.
Step 3: Identify the control chart's weighting
values (
) and the data variation level (
)
when the process is out of control.
Step 4: Compute the statistics and control limits
for the control chart using a subsample size
of 5.
Step 5: Until the data exceeds the control limit,
record the control chart's run length (RL).
Step 6: Count the ARL1 and assess the control
chart's efficacy by repeating the process
100,000 times (N).
Ultimately, the average run length value was
computed for each control chart. The suggested
chart’s performance was then contrasted with the
EWMA chart, MEWMA chart, EWMA-SR chart,
and MEWMA-SR chart. A control chart with a
lower average run length to signal (ARL1) under a
specific shift is considered more effective because it
detects the change more quickly.
3 Results
The MEWMA-SR chart's performance is examined
in this study. The findings of a simulation study
contrasting the suggested chart with the third chart
currently in use are shown in Section 3.1. A section
based on the findings is presented in Section 3.2.
3.1 Comparison Performance of the Control
Chart
For discrete distributions such as the Poisson (5) and
binomial (10,0.1) distributions, a simulation study is
conducted to assess the accuracy of the MEWMA
based on sign rank. The numerical outcomes for
ARL0 and ARL1 were computed using Equation
(18) through Monte Carlo simulation. The
simulation was implemented using R programming
under ARL0 = 370 and 500. The parameters under
in-control conditions are specified: a sample size (n)
of 5 and weighting (
) parameters for a control
chart set at 0.05. The out-of-control parameters for
the process distribution are delineated, with
variations in the magnitude (
) of change ranging
from 0.01, 0.05, 0.10, 0.15, 0.20, 0.25, 0.30, 0.35,
0.40, 0.50, to 1.00. Furthermore, we assessed the
efficacy of the proposed chart (MEWMA-SR) by
contrasting it with the results obtained from existing
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charts. Our analysis revealed that the chart
exhibiting the lowest Average Run Length for
detecting out-of-control conditions (ARL1) is
considered the most potent.
In this experiment, Table 1 presents the
numerical outcomes for a binomial (10, 0.1)
distribution with a subgroup size of 5, resulting in
an average run length under in-control conditions
(ARL0) equal to 370. When the process is changed
from 0.01 to 0.20, the EWMA chart outperforms all
other charts, according to the Monte Carlo method
analysis. Beyond that, when the process changes
more than 0.2, the MEWMA chart works well
regarding change detection.
Next, Table 2 displays the numerical results for a
Poisson (4) distribution with a subgroup size of 5,
yielding an ARL0 equal to 370. The calculation
found that when the magnitude size (
) was 0.01,
the MEWMA-SR chart performed better than the
others. Conversely, the MEWMA chart
outperformed when the magnitude size (
)
exceeded 0.05 because the MEWMA chart can
provide the lowest ARL1 value.
Furthermore, the performance study of the
MEWMA-SR chart analyzed the ARL value under
in-control conditions set at 500 for binomial and
Poisson arithmetic distributions. Table 3 and Table
4 display the numerical results for binomial (10,0.1)
and Poisson (4) distributions, respectively. Establish
the subsample size as 5. The study outcomes
revealed that an investigation assessing the
efficiency of the current charts and the suggested
control chart under an ARL0 of 500 produced
analogous analytical outcomes to those observed
under an ARL0 of 370.
Table 1. ARL1 of EWMA, MEWMA, EWMA-SR, and MEWMA-SR chart for binomial distribution when
n
= 5 and
0
ARL
= 370
Shift
(
)
EWMA
MEWMA
EWMA-SR
MEWMA-SR
L1 = 6.246
L2 = 6.540
L3 = 8.401
L4 = 8.142
ARL1
SD
ARL1
SD
ARL1
SD
ARL1
SD
0.01
189.142
0.806
190.510
0.857
192.790
0.830
195.714
0.819
0.05
155.752
0.572
156.258
0.528
165.290
0.537
171.266
0.519
0.10
95.277
0.207
95.314
0.296
103.529
0.278
105.631
0.295
0.15
65.029
0.081
70.401
0.079
75.162
0.083
79.689
0.085
0.20
57.286
0.056
59.428
0.057
65.116
0.063
67.241
0.058
0.25
48.599
0.041
45.928
0.043
52.678
0.040
54.962
0.042
0.30
45.284
0.025
43.627
0.028
48.675
0.026
50.636
0.29
0.35
39.488
0.018
37.553
0.019
45.179
0.020
45.682
0.022
0.40
34.989
0.015
34.643
0.016
36.329
0.017
36.337
0.017
0.50
29.682
0.014
28.575
0.015
28.627
0.013
30.174
0.013
1.00
26.365
0.014
26.203
0.016
26.980
0.005
26.749
0.005
Bold is the minimum of ARL1, and SD is the standard deviation of RL.
Table 2. ARL1 of EWMA, MEWMA, EWMA-SR, and MEWMA-SR chart for Poisson distribution when
n
= 5 and
0
ARL
= 370
Shift
(
)
EWMA
MEWMA
EWMA-SR
MEWMA-SR
L1=2.357
L2=2.419
L3=5.924
L4=6.122
ARL1
SD
ARL1
SD
ARL1
SD
ARL1
SD
0.01
246.156
0.824
245.617
0.833
242.629
0.864
239.349
0.843
0.05
180.623
0.762
178.208
0.735
179.915
0.702
180.337
0.741
0.10
96.312
0.402
95.718
0.412
97.524
0.436
101.647
0.537
0.15
50.371
0.286
48.104
0.281
50.323
0.308
52.162
0.255
0.20
32.572
0.149
29.753
0.152
31.552
0.158
32.584
0.137
0.25
19.962
0.085
17.312
0.081
23.749
0.093
24.520
0.082
0.30
17.203
0.052
15.955
0.055
16.527
0.059
16.249
0.063
0.35
16.495
0.035
14.188
0.032
15.679
0.037
15.973
0.038
0.40
11.433
0.075
10.410
0.079
12.910
0.076
11.993
0.070
0.50
6.857
0.023
5.820
0.027
7.503
0.024
6.012
0.026
1.00
4.431
0.008
4.318
0.005
5.571
0.006
4.504
0.001
Bold is the minimum of ARL1, and SD is the standard deviation of RL.
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E-ISSN: 2224-2880
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Volume 23, 2024
Table 3. ARL1 of EWMA, MEWMA, EWMA-SR, and MEWMA-SR chart for binomial distribution when
n
= 5 and
0
ARL
= 500
Shift
(
)
EWMA
MEWMA
EWMA-SR
MEWMA-SR
L1 = 7.256
L2 = 7.895
L3 = 9.267
L4 = 9.531
ARL1
SD
ARL1
SD
ARL1
SD
ARL1
SD
0.01
284.390
0.824
287.643
0.855
294.620
0.873
298.679
0.837
0.05
202.679
0.569
206.460
0.585
212.962
0.527
215.830
0.520
0.10
138.152
0.257
140.433
0.299
142.918
0.294
146.372
0.281
0.15
85.629
0.148
87.207
0.172
89.410
0.134
91.252
0.122
0.20
62.598
0.054
64.185
0.059
66.901
0.051
68.008
0.050
0.25
59.320
0.045
58.369
0.046
61.557
0.040
63.948
0.043
0.30
45.965
0.029
44.873
0.025
46.809
0.022
47.338
0.027
0.35
39.165
0.021
38.785
0.019
40.467
0.017
46.867
0.018
0.40
34.808
0.018
32.038
0.015
35.817
0.014
37.056
0 .014
0.50
31.229
0.012
30.258
0.012
30.456
0.011
31.191
0.011
1.00
26.347
0.010
25.213
0.011
26.648
0.009
26.153
0.008
Bold is the minimum of ARL1, and SD is the standard deviation of RL.
Table 4. ARL1 of EWMA, MEWMA, EWMA-SR, and MEWMA-SR chart for Poisson distribution when
n
= 5 and
0
ARL
= 500
Shift
(
)
EWMA
MEWMA
EWMA-SR
MEWMA-SR
L1=4.715
L2=4.285
L3=7.206
L4=7.965
ARL1
SD
ARL1
SD
ARL1
SD
ARL1
SD
0.01
325.827
0.841
323.548
0.827
322.516
0.855
320.410
0.867
0.05
239.218
0.628
237.824
0.675
243.172
0.612
245.283
0.698
0.10
178.319
0.375
175.257
0.381
181.691
0.407
182.341
0.341
0.15
86.257
0.119
84.597
0.194
86.519
0.217
89.716
0.521
0.20
23.457
0.061
21.964
0.059
25.464
0.053
25.725
0.056
0.25
15.084
0.048
13.821
0.047
18.631
0.049
20.611
0.050
0.30
8.286
0.026
7.213
0.025
12.081
0.027
15.328
0.027
0.35
7.374
0.014
6.528
0.014
10.856
0.016
11.529
0.016
0.40
5.105
0.009
4.898
0.008
6.248
0.006
6.855
0.006
0.50
4.258
0.003
3.689
0.003
5.998
0.003
6.283
0.003
1.00
2.599
0.001
1.382
0.001
4.859
0.001
5.806
0.001
Bold is the minimum of ARL1, and SD is the standard deviation of RL.
3.2 Real Applications
This section involves studying the comparative
efficiency of EWMA, MEWMA, EWMA-SR, and
MEWMA-SR in detecting changes in the average
values of the number of deaths from COVID-19.
The data is collected weekly from April 1, 2021, to
May 31, 2021, totalling 61 points. The data exhibits
a Poisson distribution.
The study results show that all four control
charts efficiently identify the data's mean variations.
Figure 1 demonstrates that the statistics of the
EWMA chart fall within the upper and lower
bounds, leading to the conclusion that the EWMA
chart is unable to detect changes in the data. The
MEWMA chart fails to detect changes in data like
the EWMA chart because its statistics do not exceed
the upper and lower limits, as illustrated in Figure 2.
Next, Figure 3 shows that the EWMA-SR chart
signals a change in the data as early as the 22nd
observation. Finally, Figure 4 demonstrates that the
MEWMA-SR chart can identify a shift in the data as
early as the 4th observation. Upon comparing the
performance of the charts as mentioned above, it
can be inferred that the MEWMA-SR chart is the
most responsive to mean shifts due to its reliance on
weighted moving averages that prioritize recent
observations.
Fig. 1: The performance of the EWMA chart
WSEAS TRANSACTIONS on MATHEMATICS
DOI: 10.37394/23206.2024.23.36
Suganya Phantu, Yupaporn Areepong,
Saowanit Sukparungsee
E-ISSN: 2224-2880
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Volume 23, 2024
Fig. 2: The performance of the MEWMA chart
Fig. 3: The performance of the EWMA-SR chart
Fig. 4: The performance of the MEWMA-SR chart
4 Conclusions
This research proposes a control chart that combines
the MEWMA chart with nonparametric sign rank
statistics to improve mean monitoring for discrete
distributions such as binomial and Poisson
distributions. The control chart utilizes the ARL
statistic to evaluate its effectiveness. The results
demonstrate that the suggested chart is the best
choice for identifying small changes in all
distributions, achieving the least ARL1 compared to
the EWMA, MEWMA, EWMA-SR, and MEWMA-
SR charts, except for the binomial distribution.
However, the EWMA chart exhibits superior
performance in detecting significant shifts.
Additionally, the results indicated that the proposed
chart successfully detected shifts when applied to
accurate data. Therefore, the suggested chart
provides quality practitioners with an alternate
method for implementing a suitable and effective
control chart for discrete distribution, consistent
with previous research for continuous distributions.
The benefit of this research is that nonparametric
control charts, such as MEWMA-SR charts, exhibit
superior performance compared to parametric
control charts. They can overcome the limitation of
assuming known parameters or the need to estimate
distribution parameters from process observations.
On the foundation of this work, future studies can
monitor the variation process and the process means
in discrete distributions. Finally, it holds for actual
data with different distributions.
Acknowledgement:
The authors sincerely thank King Mongkut's
University of Technology North Bangkok, Thailand,
for supporting research grants with contract no.
KMUTNB-67-Basic-24 and the Department of
Applied Statistics for providing the supercomputer.
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WSEAS TRANSACTIONS on MATHEMATICS
DOI: 10.37394/23206.2024.23.36
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Saowanit Sukparungsee
E-ISSN: 2224-2880
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Volume 23, 2024
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Contribution of Individual Authors to the
Creation of a Scientific Article (Ghostwriting
Policy)
- P. S.: writing an original draft, software, data
analysis, data curation, proof, reviewing, and
editing.
- Y. A.: investigation, methodology, validation,
reviewing, and editing.
- S. S.: conceptualization, investigation, writing-
review and editing, funding acquisition, project
administration, reviewing and editing.
Sources of Funding for Research Presented in a
Scientific Article or Scientific Article Itself
The authors would like to sincerely thank the
Department of Applied Statistics for providing the
supercomputer and King Mongkut's University of
Technology North Bangkok, Thailand, for
supporting research grants with contract no.
KMUTNB-67-BASIC-24.
Conflict of Interest
The authors have no conflict of interest to declare.
Creative Commons Attribution License 4.0
(Attribution 4.0 International, CC BY 4.0)
This article is published under the terms of the
Creative Commons Attribution License 4.0
https://creativecommons.org/licenses/by/4.0/deed.en
_US
WSEAS TRANSACTIONS on MATHEMATICS
DOI: 10.37394/23206.2024.23.36
Suganya Phantu, Yupaporn Areepong,
Saowanit Sukparungsee
E-ISSN: 2224-2880
339
Volume 23, 2024