The Misguided Adaptive EWMA Chart

ABSTRACT A new adaptive EWMA (AE) chart has been recently introduced for monitoring the mean of a normally distributed process. Using this variant of the AE chart, numerous papers have been written in statistical process monitoring literature. In this paper, the performance of the AE chart is reevaluated using the conditional expected delay metric. It is found that the EWMA chart may uniformly outperform the AE chart when detecting delayed shifts in the process mean.