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

Wannaporn Suriyakat; Yupaporn Areepong; Saowanit Sukparungsee; Gabriel Mititelu

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

Wannaporn Suriyakat
, Yupaporn Areepong
, Saowanit Sukparungsee
, Gabriel Mititelu

Western Sydney University

Research output: Contribution to journal › Article › peer-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 language	English
Pages (from-to)	41-52
Number of pages	12
Journal	Thailand Statistician
Volume	10
Issue number	1
Publication status	Published - 2012

Keywords

exponentially weighted moving average
integral equations

Cite this

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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.",

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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 -

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

Abstract

Keywords

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