Derivation of explicit formulae for performance measures of CUSUM control chart for SMA(Q)\(_s\) model with exponential white noise

DOI10.1134/s1995080223090457OpenAlexW4389576615MaRDI QIDQ6180963

Piyapatr Busababodhin, Sujitta Suraphee, Unnamed Author

Publication date: 22 January 2024

Published in: Lobachevskii Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1995080223090457

zbMATH Keywords

explicit formulaecumulative sum chartnumerical integral equationseasonal moving average order Qsmall shift monitoring

Mathematics Subject Classification ID

Applications of statistics (62Pxx) Markov processes (60Jxx) Probabilistic methods, stochastic differential equations (65Cxx)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The \(\operatorname{ARIMA}(p,d,q)\) on upper sided of CUSUM procedure
• Average run lengths of an optimal method of detecting a change in distribution
• A stopped Brownian motion formula
• A diffusion process and its applications to detecting a change in the drift of Brownian motion
• Average Run Lengths for CUSUM Schemes When Observations Are Exponentially Distributed
• A Simple Method for Studying Run-Length Distributions of Exponentially Weighted Moving Average Charts
• A a comparison of the markov chain and the integral equation approaches for evaluating the run length distribution of quality control charts
• Performance of CUSUM Control Schemes for Serially Correlated Observations
• Evaluatiok of optimum weights and average run lenghts in ewma control schemes
• CONTINUOUS INSPECTION SCHEMES

This page was built for publication: Derivation of explicit formulae for performance measures of CUSUM control chart for SMA(Q)\(_s\) model with exponential white noise