Exact expression of average run length of EWMA chart for \(\mathrm{SARIMA(P,D,Q)}_L\) procedure (Q2815879)
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scientific article; zbMATH DE number 6600018
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| default for all languages | No label defined |
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| English | Exact expression of average run length of EWMA chart for \(\mathrm{SARIMA(P,D,Q)}_L\) procedure |
scientific article; zbMATH DE number 6600018 |
Statements
30 June 2016
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seasonal autoregressive integrated moving average
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exponentially weighted moving average (EWMA)
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average run length (ARL)
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0.9379101
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0.91001254
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0.85298306
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0.8479139
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0.8402794
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0.8339534
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0.8304622
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Exact expression of average run length of EWMA chart for \(\mathrm{SARIMA(P,D,Q)}_L\) procedure (English)
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