EWMA chart

exponentially weighted moving average chart

zᵢ = λ·xᵢ + (1 − λ)·zᵢ₋₁

A control chart that averages the current value with all past values, with weights that decrease exponentially. With λ around 0.1 to 0.2 it detects small, persistent shifts much faster than a Shewhart chart.

Calculate it

Process Capability & Control Charts: Cp, Cpk, Pp, Ppk, PPM and confidence intervals with X-bar/R, X-bar/S or I-MR charts and all 8 Nelson rules.

Related terms

• CUSUM chart: cumulative sum control chart
• X-bar R chart: control chart for subgroup means and ranges