Moving Average (MA) chart
The Moving Average (MA) chart is a time-weighted control chart that smooths process data by plotting the average of the most recent observations within a fixed window. It is more sensitive to small shifts than a standard Shewhart chart while remaining easy to interpret.
Map the data fields
- Subgroup/Lot: The sequence, time, or batch identifier for each observation.
- Process value: The measured values to be monitored.
- UCL: Optional field for a custom upper control limit (overrides the calculated UCL).
- LCL: Optional field for a custom lower control limit (overrides the calculated LCL).
- Central line: Optional field for a custom center line (overrides the calculated target).
Calculation Methodology
Sigma Estimation
When no standard deviation is provided, sigma is estimated from the average moving range:
MR[i] = |y[i] - y[i-1]| for i = 1 … n
MR̄ = mean of all MR[i]
σ = MR̄ / 1.128 (d₂ constant for subgroup size n = 2)
Target
Target = user-specified target OR ȳ (mean of all observations)
Moving Average
For each point i, the moving average is computed over a window of size w (span):
window start = max(0, i - span + 1)
window size w = i - window start + 1 (ramps up until span is reached)
MA[i] = (y[window start] + … + y[i]) / w
Control Limits
Control limits narrow as the window fills up, then stabilize once i ≥ span − 1:
Upper Control Limit (UCL):
UCL[i] = Target + (L × σ / √w)
Lower Control Limit (LCL):
LCL[i] = Target - (L × σ / √w)
Center Line (CL):
CL = Target
Notes:
- If custom limits are provided, they override the calculated values
- L is the sigma multiplier for the control limits (typically 3 for 99.7% confidence)
- A larger span provides more smoothing but slower detection of shifts; a smaller span reacts faster
- The default span is 5 (or n if n < 5)
- Control limits are variable during the initial ramp-up period (i < span) and become constant once the window is full