A single chart, instead of X-bar and R charts or X-bar and S charts, to monitor simultaneously the process mean and variability if found would cut down the time and effort. Some researches have been done in finding such charts. Moreover, some researches have showed that the adaptive control charts could detect process shifts faster than the traditional Shewhart charts. In reality, the process target is more important than the process mean. A much efficient optimal variable sampling interval (VSI) EWMA loss control chart is developed to monitor the deviation from the process target and the change of the process variability simultaneously in this article. A numerical example illustrates the application and the performance of the proposed control chart in detecting deviation from the target and shift in the variability. Furthermore, performance comparison finds that the detection ability of the optimal VSI EWMA loss chart is better than that of the loss chart with fixed parameters and the joint X-bar and S charts under some specified combinations of process parameters.

Keywords: Control chart.; loss function; Variable sampling intervals; Makov chain

Biography: Su-Fen Yang is professor in the Department of Statistics at National Chengchi University in Taiwan. She received a PhD in Statistics from University of California, Riverside, U.S.A. Her research interests include statistical process control, Taguchi methods, design and analysis of experiments, and quality management.