Monitoring Process Dispersion without Subgrouping

Abstract

In this paper we analyze several control charts suitable for monitoring process dispersion when subgrouping is not possible or not desirable. We compare the performances of a moving range chart, a cumulative sum (CUSUM) chart based on moving ranges, a CUSUM chart based on an approximate normalizing transformation, a self-starting CUSUM chart, a change-point CUSUM chart, and a exponentially weighted moving average chart based on the subgroup variance. The average run length performances of these charts are also estimated and compared.