Explicit analytical solutions for the average run length of CUSUM and EWMA charts

zbMATH Open1225.65014MaRDI QIDQ3018871FDOQ3018871

Author name not available (Why is that?)

Publication date: 27 July 2011

Recommendations

• Exact solution for average run length of CUSUM charts for MA(1) process
• Analytical explicit formula for performance of cumulative sum procedure for exponential distribution
• Explicit formulas of average run length for ARIMA\((p,d,q)(P,D,Q)_L\) process of CUSUM control chart
• Exact expression of average run length for two-sided exponential CUSUM procedure
• Explicit formulas of average run length for \(\mathrm{ARMA}(1, 1)\) process of CUSUM control chart

zbMATH Keywords

average run lengthcontrol chartsLaplace distributionintegral equationsanalytical solutionscumulative sum chartexponentially weighted moving average charthyperexponential distribution

Mathematics Subject Classification ID

Fredholm integral equations (45B05)

Cited In (10)

• Reconciling the Integral Equation and Markov Chain Approaches for Computing EWMA Average Run Lengths
• The \(\operatorname{ARIMA}(p,d,q)\) on upper sided of CUSUM procedure
• Derivation of explicit formulae for performance measures of CUSUM control chart for SMA(Q)\(_s\) model with exponential white noise
• Exact expression of average run length of EWMA chart for \(\mathrm{SARIMA(P,D,Q)}_L\) procedure
• Title not available (Why is that?)
• Title not available (Why is that?)
• Explicit analytical solutions for ARL of CUSUM chart for a long-memory SARFIMA model
• Influence of the sampling interval, decision limit and autocorrelation on the average run length in Cusum charts
• Title not available (Why is that?)
• Title not available (Why is that?)

This page was built for publication: Explicit analytical solutions for the average run length of CUSUM and EWMA charts

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3018871)