A Critique of a Variety of "Memory-Based'' Process Monitoring Methods

TL;DR

This paper critically examines various 'memory-based' process monitoring methods, highlighting the lack of justification for their use and criticizing flawed performance comparisons that favor these methods over more appropriate alternatives.

Contribution

It provides a critique of existing memory-based process monitoring methods and exposes flaws in their statistical performance evaluations.

Findings

Many proposed methods lack proper statistical justification.

Performance comparisons often focus on limited metrics or weak benchmarks.

Current methods may not offer advantages over traditional approaches.

Abstract

Many extensions and modifications have been made to standard process monitoring methods such as the exponentially weighted moving average (EWMA) chart and the cumulative sum (CUSUM) chart. In addition, new schemes have been proposed based on alternative weighting of past data, usually to put greater emphasis on past data and less weight on current and recent data. In other cases, the output of one process monitoring method, such as the EWMA statistic, is used as the input to another method, such as the CUSUM chart. Often the recursive formula for a control chart statistic is itself used recursively to form a new control chart statistic. We find the use of these ad hoc methods to be unjustified. Statistical performance comparisons justifying the use of these methods have been either flawed by focusing only on zero-state run length metrics or by making comparisons to an unnecessarily weak competitor.