TY - JOUR
T1 - An analytical approach to EWMA control chart for AR(1) process observations with exponential white noise
AU - Suriyakat, Wannaporn
AU - Areepong, Yupaporn
AU - Sukparungsee, Saowanit
AU - Mititelu, Gabriel
PY - 2012
Y1 - 2012
N2 - We propose analytical solutions to evaluate the characteristic of the control chart - the average run length (ARL) when the process is in-control for EWMA control chart for AR(1) process observations with exponential white noise. We use the integral equation technique to derive an explicit formula for the average run length. In several examples, the analytical solutions are compared with the results obtained from the numerical approximations.
AB - We propose analytical solutions to evaluate the characteristic of the control chart - the average run length (ARL) when the process is in-control for EWMA control chart for AR(1) process observations with exponential white noise. We use the integral equation technique to derive an explicit formula for the average run length. In several examples, the analytical solutions are compared with the results obtained from the numerical approximations.
KW - exponentially weighted moving average
KW - integral equations
UR - https://hdl.handle.net/1959.7/uws:57830
UR - https://ph02.tci-thaijo.org/index.php/thaistat/issue/view/3553
M3 - Article
SN - 2351-0676
VL - 10
SP - 41
EP - 52
JO - Thailand Statistician
JF - Thailand Statistician
IS - 1
ER -