Exponentially weighted moving average: each plotted value is lambda times the newest reading plus (1 minus lambda) times the previous EWMA value, so older data fade out geometrically. With lambda between 0.05 and 0.25 and limits near 2.7 to 3 sigma, an EWMA chart detects shifts of 0.5 to 1.5 sigma far sooner than a Shewhart chart. Fabs also use EWMA as the filter inside run-to-run controllers that adjust recipe times or doses lot by lot.
Shewhart chart missed it, but the EWMA on etch rate flagged a half-sigma drop three days before the CD shift.
Also heard as
- exponentially weighted moving average
- geometric moving average
Do not mix it up with
- CUSUM: Both catch small shifts; EWMA smooths with fading weights, while CUSUM accumulates deviations from target until they cross a decision threshold.
Related terms
CUSUM
Cumulative sum chart: adds up deviations from target so that a small persistent shift builds into a clear signal.
Drift
Slow, steady creep of a process or gauge reading in one direction as something wears, depletes or ages.
Shift
Sudden, sustained step change in a process mean, often after a maintenance event, material change or recipe edit.
I-MR chart
Individuals and moving range chart: the control chart for one measurement per period, such as one batch or one lot.
Control chart
Time-ordered plot of a process statistic with a centerline and limits that flag when the process has changed.