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Recently, a homogeneously weighted moving average (HWMA) control chart was proposed as an improvement of the exponentially weighted moving average (EWMA) chart for efficiently monitoring of small shifts in the process mean. In the present article, we extend the HWMA chart by imitating exactly the double EWMA (DEWMA) technique. The proposed scheme is regarded as double HWMA (DHWMA) control chart. The run\u2010length characteristics of the proposed chart are evaluated by performing Monte Carlo simulations. A comparison study versus the EWMA, DEWMA, HWMA, mixed EWMA cumulative sum (CUSUM), CUSUM, and GWMA charts indicates that the DHWMA chart is more effective in detecting small to moderate shifts, while it performs similarly with its competitors for large shifts. We also study the robustness of the proposed chart under several nonnormal distributions, and it is shown that the DHWMA chart is in\u2010control robust for small values of the smoothing parameters. Finally, two examples are given to demonstrate the implementation of the proposed\u00a0chart.<\/jats:p>","DOI":"10.1002\/qre.2849","type":"journal-article","created":{"date-parts":[[2021,2,6]],"date-time":"2021-02-06T14:06:41Z","timestamp":1612620401000},"page":"2134-2155","update-policy":"https:\/\/2.zoppoz.workers.dev:443\/https\/doi.org\/10.1002\/crossmark_policy","source":"Crossref","is-referenced-by-count":22,"title":["The extended homogeneously weighted moving average control chart"],"prefix":"10.1002","volume":"37","author":[{"given":"Vasileios","family":"Alevizakos","sequence":"first","affiliation":[{"name":"Department of Mathematics National Technical University of Athens Zografou Athens Greece"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Kashinath","family":"Chatterjee","sequence":"additional","affiliation":[{"name":"Department of Population Health Sciences Division of Biostatistics and Data Science Augusta University Augusta 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