Explicit formulas of average run length of cumulative sum control chart for autoregressive integrated moving average with exogenous variable model
DOI10.17654/AS050010021zbMATH Open1370.62044OpenAlexW2573913160MaRDI QIDQ5269515FDOQ5269515
Publication date: 27 June 2017
Published in: Advances and Applications in Statistics (Search for Journal in Brave)
Full work available at URL: http://www.pphmj.com/abstract/10503.htm
Recommendations
- Explicit formulas of average run length for ARIMA\((p,d,q)(P,D,Q)_L\) process of CUSUM control chart
- An explicit expression of average run length of exponentially weighted moving average control chart with ARIMA\((p,d,q)(P,D,Q)_L\) models
- The \(\operatorname{ARIMA}(p,d,q)\) on upper sided of CUSUM procedure
- Explicit formulas of average run length for \(\mathrm{ARMA}(1, 1)\) process of CUSUM control chart
- Analytical explicit formula for performance of cumulative sum procedure for exponential distribution
explicit formulasaverage run length (ARL)cumulative sum control chart (CUSUM)autoregressive integrated moving average with exogenous variable model (ARIMAX)numerical integral equations (NIE)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30) Sequential statistical analysis (62L10)
Cited In (1)
This page was built for publication: Explicit formulas of average run length of cumulative sum control chart for autoregressive integrated moving average with exogenous variable model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5269515)
