liveBook · Manning

Moving range

As explained in Statistics Every Programmer Needs

A moving range is the absolute difference between consecutive observations in an ordered sequence, used to measure short-term process variability.

A moving range (MR) measures short-term process variability by taking the absolute difference between consecutive observations in an ordered sequence: MRᵢ = |Xᵢ − Xᵢ₋₁|. It is commonly paired with an individuals chart in an I-MR chart. section 14.1.10 section 14.3.4

Interpret moving ranges as a variability signal:

  • The average moving range forms the MR-chart center line. section 14.3.4
  • MR-chart control limits use constants D4 and D3; the stated D4 value is 3.267 and D3 is 0. section 14.3.4
  • Consistent MR values suggest controlled process variability, while large spikes can indicate unusual or special-cause variation requiring investigation. section 14.1.10

Reading an I-MR chart

For individually collected piston-ring diameter measurements, the I-chart shows shifts or trends in the process mean, while the MR-chart shows how variability changes between successive measurements. section 14.3.4

Figure 14.8 An I-MR chart, with the I-chart on top and the MR-chart below. The I-chart plots individual piston ring diameters for each sample, highlighting variation around the process mean. UCL and LCL lines indicate acceptable limits. The MR-chart tracks the moving range, or the difference between successive measurements, reflecting process variability. Lines connect data points from one sample to the next, illustrating changes in measurements and variability across samples.
figure

Use the I-MR chart to compare individual measurements with consecutive-measurement variability and their control limits. section 14.3.4

How Statistics Every Programmer Needs covers it

How deep it goes
Explains the absolute-difference calculation, MR-chart limits, and interpretation of stable values or special-cause spikes.
Examples
Uses time-ordered individual measurements and piston ring diameters in an I-MR chart.
What it assumes
Assumes ordered individual measurements and distinguishes process central tendency from process variability.
What you can do after
Diagnose process instability by calculating moving ranges and interpreting MR-chart excursions alongside individual measurements.
How it connects
Connects moving range to I-MR charts, control limits, process mean, process variability, and special cause variation.

Related concepts

This explainer was generated by Manning's knowledge graph from the text of Statistics Every Programmer Needs. The section links point to the parts of the book it draws on.