An analytical approach to EWMA control chart for AR(1) process observations with exponential white noise

Wannaporn Suriyakat, Yupaporn Areepong, Saowanit Sukparungsee, Gabriel Mititelu

Research output: Contribution to journalArticlepeer-review

Abstract

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.
Original languageEnglish
Pages (from-to)41-52
Number of pages12
JournalThailand Statistician
Volume10
Issue number1
Publication statusPublished - 2012

Keywords

  • exponentially weighted moving average
  • integral equations

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