ewmaplot (Statistics Toolbox)

Exponentially Weighted Moving Average (EWMA) chart for Statistical Process Control (SPC).

Syntax

ewmaplot(data)
ewmaplot(data,lambda)
ewmaplot(data,lambda,alpha)
ewmaplot(data,lambda,alpha,specs)
h = ewmaplot(...)

Description

ewmaplot(data) produces an EWMA chart of the grouped responses in data. The rows of data contain replicate observations taken at a given time. The rows should be in time order.

ewmaplot(data,lambda) produces an EWMA chart of the grouped responses in data, and specifes how much the current prediction is influenced by past observations. Higher values of lambda give more weight to past observations. By default, lambda = 0.4; lambda must be between 0 and 1.

ewmaplot(data,lambda,alpha) produces an EWMA chart of the grouped responses in data, and specifies the significance level of the upper and lower plotted confidence limits. alpha is 0.01 by default. This means that roughly 99% of the plotted points should fall between the control limits.

ewmaplot(data,lambda,alpha,specs) produces an EWMA chart of the grouped responses in data, and specifies a two element vector, specs, for the lower and upper specification limits of the response. Note

h = ewmaplot(...) returns a vector of handles to the plotted lines.

Example

Consider a process with a slowly drifting mean over time. An EWMA chart is preferable to an x-bar chart for monitoring this kind of process. This simulation demonstrates an EWMA chart for a slow linear drift.

t = (1:30)';
r = normrnd(10+0.02*t(:,ones(4,1)),0.5);
ewmaplot(r,0.4,0.01,[9.3 10.7])

Reference

Montgomery, D., Introduction to Statistical Quality Control, John Wiley & Sons 1991. p. 299.