Optimal Design of Multiple Moving Average Charts

The moving average control chart has been used to detect changes in a process mean more quickly than the Shewhart chart. The MA chart takes an unweighted average of the most recent values and uses this to make an inference regarding the stability of the process. The double moving average chart, which applies the moving average to the already‐computed moving average, has recently been proposed. Triple and even quadruple moving average charts have also been proposed. We determine the optimal MA charts for these compound control charts and find that the optimal double or triple moving average is a single moving average chart. These higher‐order moving average charts provide no benefit over the single moving average chart.