EWMA Schemes with Nonhomogeneous Transition Kernels

DOI10.1081/SQA-120025169MaRDI QIDQ4428259zbMATH OpenFDO

Authors Sven Knoth

Publication date 14 September 2003

Published in Sequential Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Sequential statistical methods (62L99)

Recommendations

• Fast initial response features for EWMA control charts
• Accurate ARL Calculation for EWMA Control Charts Monitoring Normal Mean and Variance Simultaneously
• EWMA charts: ARL considerations in case of changes in location and scale
• The behavior of ewma—type quality control schemes in the case of mixture alternatives
• scientific article; zbMATH DE number 1107635

Cites work

• A Procedure for Truncating SPRT's
• A Simple Method for Studying Run-Length Distributions of Exponentially Weighted Moving Average Charts
• An accurate algorithm to compute the run length probability distribution, and its convolutions, for a cusum chart to control normal mean
• An approach to the probability distribution of cusum run length
• An optimal design of ewma control charts based on median run length
• Bounds for the Distribution of the Run Length of Geometric Moving Average Charts
• Bounds for the Distribution of the Run Length of One-Sided and Two-Sided CUSUM Quality Control Schemes
• Cusum-schemes with variable sampling intervals and sample sizes
• Determination of A. R. L. and a Contour Nomogram for Cusum Charts to Control Normal Mean
• Ergodic behavior for nonnegative kernels
• Evaluating properties of variable sampling interval control charts
• Joint Monitoring of Process Mean and Variance Using Exponentially Weighted Moving Average Control Charts
• Robustness to non-normality and autocorrelation of individuals control charts
• The Distribution of the Run Length of One-Sided CUSUM Procedures for Continuous Random Variables

Cited in

(6)

• Surveillance of the covariance matrix based on the properties of the singular Wishart distribution
• Steady-state average run length(s): Methodology, formulas, and numerics
• Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén
• Fast initial response features for EWMA control charts
• Robust surveillance of covariance matrices using a single observation
• Quality surveillance with EWMA control charts based on exact control limits

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