Machine Learning Based Adaptive EWMA Control Charts for Process
Dispersion
Monitors the variance of a process with adaptive exponentially
weighted moving average (AEWMA) control charts whose smoothing weight is
predicted by a regression model fitted to the transformed subgroup
variance. The subgroup variance is transformed as in Castagliola (2005)
; the smoothing weight is predicted by one of nine
pre-fitted models from four families (neural networks, support vector
machines, regression trees and boosting, and a quantile regression with
lagged inputs), following the parameter-free approach of Noor-ul-Amin et
al. (2024) , related work on support
vector regression based adaptive EWMA charts by Kazmi and Noor-ul-Amin
(2024) , and the adaptive EWMA idea of Capizzi and
Masarotto (2003) . The comparison of
the models is described in Atar, Purutçuoğlu and Bursalı (2026), accepted
at the 3rd International Congress on Data Science and Information
Technologies (INFTEC 2026).
Control limits are calibrated by Monte Carlo simulation to a common
in-control average run length of 370 for subgroups of size five.
Functions are provided to run a chart on data, to compare all nine
charts, and to estimate average run lengths by simulation.