Average run length of cumulative sum control charts for SARMA(1, 1)_L models

MaRDI QIDQ4576408zbMATH OpenFDO

Authors Suvimol Phanyaem

Publication date 12 July 2018

zbMATH Keywords

average run lengthexplicit formulaFredholm integral equationcumulative sumcumulative sum (CUSUM) control chartseasonal autoregressive and moving average

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

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Cited in

(13)

• Numerical integral equation method for ARL of CUSUM chart for long-memory process with non-seasonal and seasonal ARFIMA models
• An analytical expression to CUSUM chart for seasonal AR(\(p\)) model
• The \(\operatorname{ARIMA}(p,d,q)\) on upper sided of CUSUM procedure
• The effectiveness of CUSUM control chart for trend stationary seasonal autocorrelated data
• Exact solution for average run length of CUSUM charts for MA(1) process
• Explicit formulas of average run length for ARIMA\((p,d,q)(P,D,Q)_L\) process of CUSUM control chart
• Average run length of EWMA chart for SARMA\((P,Q)_L\) processes
• Explicit formulas of average run length for \(\mathrm{ARMA}(1, 1)\) process of CUSUM control chart
• 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
• Performance of CUSUM Control Schemes for Serially Correlated Observations
• scientific article; zbMATH DE number 7508949 (Why is no real title available?)
• scientific article; zbMATH DE number 7524262 (Why is no real title available?)

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