Process / pipelineStatistical process control
EWMA Control Chart
The exponentially weighted moving average (EWMA) control chart, introduced by S. W. Roberts in 1959, monitors a process using a weighted average that gives the most recent observation the greatest weight while letting older observations fade geometrically. Like CUSUM, this memory makes it highly effective at detecting small, sustained shifts in the process mean, with a single smoothing parameter λ controlling how much past information the chart retains.
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Sources
- Roberts, S. W. (1959). Control chart tests based on geometric moving averages. Technometrics, 1(3), 239–250. DOI: 10.1080/00401706.1959.10489860 ↗
- Montgomery, D. C. (2009). Introduction to Statistical Quality Control (6th ed.). John Wiley & Sons. ISBN: 978-0-470-16992-6