Great efforts have been devoted to two-sided exponentially weighted moving average (EWMA) control charts, while less attention has been paid to one-sided EWMA charts. This article proposes an improved one-sided EWMA chart (IEWMA) for rapid detection of upward or downward changes in the process mean. The basic idea is to accumulate positive (or negative) observations only and reset negative (or positive) observations to zero in the iterative computation of the EWMA estimate for the purpose of quickly catching the upward (or downward) change in the process mean. The comparison result of the IEWMA chart with other control charts favors the former.
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Shu et al. (2007) studied this question.
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