On designing efficient sequential schemes to monitor non‐normal processes

Abstract The process monitoring techniques play an essential role to improve the overall performance of processes. The control chart is an essential monitoring tool used to detect changes in the process parameters. The Shewhart charts are famous for detecting larger shifts, while exponentially weighted moving average (EWMA) and cumulative sum (CUSUM) control charts are famous for detecting small‐to‐moderate shifts. The separate control schemes are required for the quick identification of the changes in the process parameters because sometimes testing is too expensive or time taking and a practitioner may not afford any kind of defects or loss. With this motivation, the dynamic feature of this article is to introduce an efficient sequential probability ratio test (SPRT) decision‐based Tukey CUSUM design. The performance of the proposal is judged by using several run lengths (RLs) performance measures such as average, median, standard deviation, and percentile RLs. Based on the comparative analysis, it is revealed that the proposed chart offers more sensitivity towards the changes in process location than its competitor's charts for several probability models. The study proposal may find applications in packaging, manufacturing, decision‐making, finance and economics modeling, image processing and automation. A case study from steel rods manufacturing is included to demonstrate the application of the proposed design.