Steady-state average run length(s): Methodology, formulas, and numerics
From MaRDI portal
Publication:5012706
Recommendations
- Algorithm AS 258: Average Run Lengths for Cumulative Sum Schemes
- The computation of average run length and average time to signal: an overview
- Reconciling the Integral Equation and Markov Chain Approaches for Computing EWMA Average Run Lengths
- AVERAGE RUN LENGTHS FOR MOVING AVERAGE CONTROL CHARTS
- AVERAGE RUN LENGTH COMPUTATION OF ARMA CHARTS FOR STATIONARY PROCESSES
- Average Run Length Computations for the Three-Way Chart
Cites work
- scientific article; zbMATH DE number 4013703 (Why is no real title available?)
- scientific article; zbMATH DE number 3174038 (Why is no real title available?)
- scientific article; zbMATH DE number 5629283 (Why is no real title available?)
- scientific article; zbMATH DE number 3178062 (Why is no real title available?)
- scientific article; zbMATH DE number 1146587 (Why is no real title available?)
- scientific article; zbMATH DE number 3216810 (Why is no real title available?)
- scientific article; zbMATH DE number 3088556 (Why is no real title available?)
- A Bayes Approach to a Quality Control Model
- A New Two-Sided Cumulative Sum Quality Control Scheme
- A Simple Method for Studying Run-Length Distributions of Exponentially Weighted Moving Average Charts
- A Small Sample Size Comparison of the Cusum and Shiryayev-Roberts Approaches: Changepoint Detection
- An accurate method for determining the pre-change run length distribution of the generalized Shiryaev-Roberts detection procedure
- An approach to the probability distribution of cusum run length
- Automatic Sales Forecasting
- Average Run Lengths of Geometric Moving Average Charts by Numerical Methods
- CONTINUOUS INSPECTION SCHEMES
- CONTROL CHARTS WITH WARNING LINES
- CUSUM Charts with Variable Sampling Intervals
- Decision theoretic optimality of the cusum procedure
- Determination of A. R. L. and a Contour Nomogram for Cusum Charts to Control Normal Mean
- EWMA Schemes with Nonhomogeneous Transition Kernels
- Ergodic behavior for nonnegative kernels
- Numerical Comparison of CUSUM and Shiryaev–Roberts Procedures for Detecting Changes in Distributions
- On Optimum Methods in Quickest Detection Problems
- On Quasi-Stationary distributions in absorbing discrete-time finite Markov chains
- On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution
- Optimal detection of a change in distribution
- Optimal stopping times for detecting changes in distributions
- Procedures for Reacting to a Change in Distribution
- Quasi-stationarity of CUSUM schemes for Erlang distributions.
- Sequential change detection revisited
- Steady-state run length analysis of a shewhart quality control chart with supplementary runs rules
- The Effectiveness of Quality Control Charts
- The steady-state behavior of multivariate exponentially weighted moving average control charts
- Third-order Asymptotic Optimality of the Generalized Shiryaev--Roberts Changepoint Detection Procedures
Cited in
(14)- Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei
- Investigating zero-state and steady-state performance of MEWMA-CoDa control chart using variable sampling interval
- On designing efficient multivariate exponentially weighted moving average control chart for compositional data using variable sample size
- scientific article; zbMATH DE number 51714 (Why is no real title available?)
- How to measure the average rate of change?
- Sequential detection of common transient signals in high dimensional data stream
- ARL estimation of the control chart of log likelihood ratios' sum for Markov sequence
- Control charts for high-dimensional time series with estimated in-control parameters
- Average stopping times and their applications in process control
- The average run lengths of control charts for stable Lévy processes
- The computation of average run length and average time to signal: an overview
- One-sided and two-sided \(w\)-\textit{of}-\(w\) runs-rules schemes: an overall performance perspective and the unified run-length derivations
- Some comments regarding the synthetic \(\overline{X}\) chart
- Control charts for measurement error models
This page was built for publication: Steady-state average run length(s): Methodology, formulas, and numerics
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5012706)
