Extended maximum generally weighted moving average control chart for monitoring process mean and variability

► A new control chart MaxGWMA is proposed to detect the shifts of a process. ► Simulations are performed to evaluate the average run length of these two charts. ► Simulations are also performed to evaluate the standard deviation of the run length. ► The ARL 1s and SDRL 1s of the new chart are smaller than those of the original chart. ► The performance of the new chart is superior to that of the original control chart. In this paper, we propose an extended control chart, called the maximum generally weighted moving average (MaxGWMA) control chart, to simultaneously detect both increases and decreases in the mean and/or variability of a process. Simulations are performed to evaluate the average run length, standard deviation of the run length, and diagnostic abilities of the MaxGWMA and maximum exponentially weighted moving average (MaxEWMA) charts. An extensive comparison reveals that the MaxGWMA control chart is more sensitive than the MaxEWMA control chart.