Explicit formulas of average run length for ARIMA\((p,d,q)(P,D,Q)_L\) process of CUSUM control chart (Q2966947)
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scientific article; zbMATH DE number 6689900
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| English | Explicit formulas of average run length for ARIMA\((p,d,q)(P,D,Q)_L\) process of CUSUM control chart |
scientific article; zbMATH DE number 6689900 |
Statements
EXPLICIT FORMULAS OF AVERAGE RUN LENGTH FOR ARIMA $(p, d, q)(P, D, Q)_L$ PROCESS OF CUSUM CONTROL CHART (English)
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28 February 2017
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cumulative sum (CUSUM) control chart
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autoregressive integrated moving average (ARIMA)
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average run length (ARL)
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0.9386273622512816
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0.9167856574058532
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0.9036881327629088
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0.8838278651237488
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