Control charts based on generalized likelihood ratio test (GLRT) are attractive from both
theoretical and practical points of view. Most of the existing works in the literature focusing
on the detection of the process mean and variance are almost based on the assumption
that the shifts remain constant over time. The case of the patterned mean and variance
changes may not be well discussed. In this research, we propose a new control chart which
integrates the exponentially weighted moving average (EWMA) procedure with the GLRT
statistics to monitor the process with patterned mean and variance shifts. The attractive
advantage of our control chart is its reference-free property. Due to the good properties of
GLRT and EWMA procedures, our simulation results show that the proposed chart provides
quite effective and robust detecting ability for various types of shifts. The implementation
of our proposed control chart is illustrated by a real data example from chemical process
control