AVERAGE RUN LENGTH COMPUTATION OF ARMA CHARTS FOR STATIONARY PROCESSES

DOI10.1081/SAC-100105086zbMath1008.62724MaRDI QIDQ4787608

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Publication date: 8 January 2003

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30)

Related Items (7)

The effect of Phase I sample size on the run length performance of control charts for autocorrelated data ⋮ Parallel discretization of the Markov chain approximation for the autoregressive moving average chart ⋮ A new proposal to solve the autocorrelation problem for monitoring processes in the cutlery industry ⋮ A Class of Markov Chain Models for Average Run Length Computations for Autocorrelated Processes ⋮ Adaptive CUSUM procedures with Markovian mean estimation ⋮ On the Run Length of a State-Space Control Chart for Multivariate Autocorrelated Data ⋮ Statistical process control for autocorrelated data on grid

Uses Software

• Matlab

Cites Work

• A numerical study of large sparse matrix exponentials arising in Markov chains.
• Effects of autocorrelation on control chart performance
• Analysis of Some Krylov Subspace Approximations to the Matrix Exponential Operator
• Run-Length Distributions of Special-Cause Control Charts for Correlated Processes
• A Markov Chain Model for the Multivariate Exponentially Weighted Moving Averages Control Chart
• A Statistical Control Chart for Stationary Process Data
• An approach to the probability distribution of cusum run length
• Unnamed Item

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