Derivation of explicit formulae for performance measures of CUSUM control chart for SMA(Q)_s model with exponential white noise
DOI10.1134/S1995080223090457OpenAlexW4389576615MaRDI QIDQ6180963FDOQ6180963
Authors: Lili Zhang, Sujitta Suraphee, Piyapatr Busababodhin 
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
explicit formulaecumulative sum chartnumerical integral equationseasonal moving average order Qsmall shift monitoring
Applications of statistics (62Pxx) Probabilistic methods, stochastic differential equations (65Cxx) Markov processes (60Jxx)
Cites Work
- CONTINUOUS INSPECTION SCHEMES
- A Simple Method for Studying Run-Length Distributions of Exponentially Weighted Moving Average Charts
- Performance of CUSUM Control Schemes for Serially Correlated Observations
- Title not available (Why is that?)
- A diffusion process and its applications to detecting a change in the drift of Brownian motion
- A stopped Brownian motion formula
- Average run lengths of an optimal method of detecting a change in distribution
- Explicit analytical solutions for the average run length of CUSUM and EWMA charts
- Title not available (Why is that?)
- Title not available (Why is that?)
- The \(\operatorname{ARIMA}(p,d,q)\) on upper sided of CUSUM procedure
- Evaluatiok of optimum weights and average run lenghts in ewma control schemes
- Average Run Lengths for CUSUM Schemes When Observations Are Exponentially Distributed
- A a comparison of the markov chain and the integral equation approaches for evaluating the run length distribution of quality control charts
- Title not available (Why is that?)
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
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6180963)
