Composite Shewhart-EWMA statistical control schemes

A group of composite Shewhart-EWMA statistical control schemes were evaluated with simulations. The main results are given in terms of average run-length profiles for each scheme. Results in terms of suggested secondary criteria, percentile points of the run-length distribution of false out-of-control signals, are also given. It is shown that Shewhart-EWMA control schemes using either time-dependent or constant control limits can be found that have better average run-length characteristics than standard Shewhart-Runs Rules schemes. When the secondary criteria are used, only the constant control limit schemes are better than the Shewhart-Runs Rules schemes.