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 lengthcumulative sumcumulative sum (CUSUM) control chartexplicit formulaFredholm integral equationseasonal 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)

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Cited in

(14)

• The effect of serial correlation on the in-control average run length of cumulative score charts
• Exact expression of average run length of EWMA chart for \(\mathrm{SARIMA(P,D,Q)}_L\) procedure
• Explicit formulas of average run length for ARIMA(p,d,q)(P,D,Q)_L process of CUSUM control chart
• Exact solution for average run length of CUSUM charts for MA(1) process
• 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?)
• The effectiveness of CUSUM control chart for trend stationary seasonal autocorrelated data
• 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
• An analytical expression to CUSUM chart for seasonal AR(p) model
• Numerical integral equation method for ARL of CUSUM chart for long-memory process with non-seasonal and seasonal ARFIMA models
• Derivation of explicit formulae for performance measures of CUSUM control chart for SMA(Q)\(_s\) model with exponential white noise
• The \(\operatorname{ARIMA}(p,d,q)\) on upper sided of CUSUM procedure

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