An explicit expression of average run length of exponentially weighted moving average control chart with ARIMA\((p,d,q)(P,D,Q)_L\) models (Q2967664)
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scientific article; zbMATH DE number 6690622
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| English | An explicit expression of average run length of exponentially weighted moving average control chart with ARIMA\((p,d,q)(P,D,Q)_L\) models |
scientific article; zbMATH DE number 6690622 |
Statements
AN EXPLICIT EXPRESSION OF AVERAGE RUN LENGTH OF EXPONENTIALLY WEIGHTED MOVING AVERAGE CONTROL CHART WITH ARIMA(p, d, q)(P, D, Q)_L MODELS (English)
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1 March 2017
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exponentially weighted moving average (EWMA) control chart
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autoregressive integrated moving average (ARIMA)
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average run length (ARL)
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0.9221780896186828
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0.8899816274642944
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