Home Knowledge Base Exponentially Weighted Moving Average (EWMA)

Exponentially Weighted Moving Average (EWMA) is a statistical process control method that assigns exponentially decreasing weights to older data points, making it highly sensitive to small, gradual drifts in process parameters — drifts that traditional Shewhart charts might miss.

How EWMA Works

The EWMA statistic at time $t$ is:

$$Z_t = \lambda \cdot x_t + (1 - \lambda) \cdot Z_{t-1}$$

Where:

Each new EWMA value is a weighted combination of the current measurement and the accumulated history. Smaller λ gives more weight to history (better for detecting small drifts); larger λ gives more weight to the current point (more responsive, similar to Shewhart).

EWMA Control Limits

$$UCL/LCL = \mu_0 \pm L \cdot \sigma \sqrt{\frac{\lambda}{2-\lambda} \left[1-(1-\lambda)^{2t}\right]}$$

Where $L$ is typically 2.5–3.0 and $\sigma$ is the process standard deviation. The limits start narrow and widen, converging to steady-state values.

Why EWMA Excels at Drift Detection

Applications in Semiconductor Manufacturing

EWMA vs. Other Methods

MethodBest ForSensitivity to Small Shifts
ShewhartLarge, sudden shiftsLow
EWMASmall, sustained driftsHigh
CUSUMSmall, sustained shiftsHigh

Choosing λ

EWMA is the preferred SPC method for semiconductor process control where gradual drift is the primary concern — it catches the slow changes that erode yield long before Shewhart charts raise an alarm.

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