On designing a robust double exponentially weighted moving average control chart for process monitoring

A double exponentially weighted moving average chart has been proven more efficient for monitoring process mean in comparison to the classical exponentially weighted moving average chart. We, in this article, made a careful investigation on how well this scheme performs with the presence of disturbances in the process under consideration. This investigation was motivated in exploring the scheme with some robust statistic, as the mean estimator performs woefully. We also evaluated the effects of parameter estimation on the phase II assuming the parameters are unknown. Adopting a 20% trimmed mean of trimeans (robust) reveals the effect of parameter estimations. We substantiated these claims by applying the scheme on a real-life data set. The findings of the study pronounced the trimean estimator to be the best of all the five estimators used, including the mean.