EWMA statistics

EWMA (Exponentially Weighted Moving Average) charts use a weight value to create a moving average as follows:

E() = EWMA values

X() = X-bar values (or X values if subgroup size is one)

n = Item in E() array being calculated

W = Weight (value between 0 and 1 -- we use 0.1 as a default)

E(n) = ( W * X(n)) + (( W - 1) * E(n - 1))

Where E(0) = Mean for X() values

Control Limits:

Sqr = square root

UCL = Mean + (A2 * RBar * Sqr(W / (2 - W)))

LCL = Mean - (A2 * RBar * Sqr(W / (2 - W)))

(Use E2 instead of A2 if subgroup size is one)