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
WSEAS TRANSACTIONS on MATHEMATICS
DOI: 10.37394/23206.2024.23.36
Suganya Phantu, Yupaporn Areepong,
Saowanit Sukparungsee