Performance of exponentially weighted moving average control chart for exponential ARIMA processes

DOI10.17654/MS100030371MaRDI QIDQ2963137zbMATH OpenOpenAlexFDO

Authors Wannaporn Suriyakat

Publication date 10 February 2017

Published in Far East Journal of Mathematical Sciences (FJMS) (Search for Journal in Brave)

Full work available at URL http://www.pphmj.com/abstract/9967.htm

zbMATH Keywords

average run lengthintegral equationexponential distributioncontrol charttime series model

Mathematics Subject Classification ID

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

Recommendations

• 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 6413897
• Exact expression of average run length of EWMA chart for \(\mathrm{SARIMA(P,D,Q)}_L\) procedure
• Average run length of the long-memory autoregressive fractionally integrated moving average process of the exponential weighted moving average control chart
• Average run length of EWMA chart for SARMA\((P,Q)_L\) processes

Cited in

(8)

• Exponentially Weighted Moving Average Control Schemes for Assessing Hospital Organizational Performance
• An analytical approach to EWMA control chart for AR(1) process observations with exponential white noise
• scientific article; zbMATH DE number 6413897 (Why is no real title available?)
• An explicit expression of average run length of exponentially weighted moving average control chart with ARIMA\((p,d,q)(P,D,Q)_L\) models
• Average run length of EWMA chart for SARMA\((P,Q)_L\) processes
• Performance of adaptive exponentially weighted moving average control chart in the presence of measurement error
• Average run length of the long-memory autoregressive fractionally integrated moving average process of the exponential weighted moving average control chart
• A simulation study and evaluation of multivariate forecast based control charts applied to ARMA processes

This page was built for publication: Performance of exponentially weighted moving average control chart for exponential ARIMA processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2963137)