Search engine for discovering works of Art, research articles, and books related to Art and Culture
Javascript must be enabled to continue!
Approximation of average run length on extended EWMA control chart for autoregressive process with explanatory variables using numerical integral equation method
View through CrossRef
Abstract
The objective of this research is to study numerical integral equation method (NIE) using five quadrature rules namely, composite midpoint rule, composite trapezoidal rule, composite Simpson’s rule, composite Boole’s rule and Gauss-Legendre rule for approximating the average run length on extended exponentially weighted moving average (extended EWMA) control chart for autoregressive process with explanatory variables when white noise follows an exponential distribution. Furthermore, the comparison on performance of classical EWMA and extended EWMA control chart had been conducted. The results show that extended EWMA control chart can detect changes quicklier than EWMA control chart for all conditions.
Title: Approximation of average run length on extended EWMA control chart for autoregressive process with explanatory variables using numerical integral equation method
Description:
Abstract
The objective of this research is to study numerical integral equation method (NIE) using five quadrature rules namely, composite midpoint rule, composite trapezoidal rule, composite Simpson’s rule, composite Boole’s rule and Gauss-Legendre rule for approximating the average run length on extended exponentially weighted moving average (extended EWMA) control chart for autoregressive process with explanatory variables when white noise follows an exponential distribution.
Furthermore, the comparison on performance of classical EWMA and extended EWMA control chart had been conducted.
The results show that extended EWMA control chart can detect changes quicklier than EWMA control chart for all conditions.
Related Results
The Efficiency of the New Extended EWMA Control Chart for Detecting Changes Under an Autoregressive Model and Its Application
The Efficiency of the New Extended EWMA Control Chart for Detecting Changes Under an Autoregressive Model and Its Application
Control charts are frequently used instruments for process quality monitoring. Another name for the NEEWMA control chart is the new extended exponentially weighted moving average (...
Analytic Solution to ARL Integral Equation of Extended EWMA Control Chart for Seasonal ARX Model
Analytic Solution to ARL Integral Equation of Extended EWMA Control Chart for Seasonal ARX Model
Control charts are important statistical tools for monitoring process stability and identifying any unacceptable changes. The extended exponentially weighted moving average (extend...
COMPARISON OF EXPONENTIALLY WEIGHTED MOVING AVERAGE CONTROL CHART WITH HOMOGENEOUSLY WEIGHTED MOVING AVERAGE CONTROL CHARTS AND ITS APPLICATION
COMPARISON OF EXPONENTIALLY WEIGHTED MOVING AVERAGE CONTROL CHART WITH HOMOGENEOUSLY WEIGHTED MOVING AVERAGE CONTROL CHARTS AND ITS APPLICATION
The Exponentially Weighted Moving Average (EWMA) control chart is a widely used memory-type control chart known for detecting small shifts in process means. The recently developed ...
Performance Evaluation of Extended EWMA Chart for AR Model with Exogenous Variables
Performance Evaluation of Extended EWMA Chart for AR Model with Exogenous Variables
The extended exponentially weighted moving average (Extended EWMA) control chart is an effective statistical process control method for monitoring and identifying shifts in process...
Capability of New Modified EWMA Control Chart for Integrated and Fractionally Integrated Time Series: Application to US Stock Prices
Capability of New Modified EWMA Control Chart for Integrated and Fractionally Integrated Time Series: Application to US Stock Prices
Among various statistical process control (SPC) methods, control charts are widely employed as essential instruments for monitoring and improving process quality. This study focuse...
Capability of New Modified EWMA Control Chart for Integrated and Fractionally Integrated Time-Series: Application to US Stock Prices
Capability of New Modified EWMA Control Chart for Integrated and Fractionally Integrated Time-Series: Application to US Stock Prices
Among various statistical process-control (SPC) methods, control charts are widely employed as essential instruments for monitoring and improving process quality. This study focuse...
An adaptive EWMA control chart for monitoring the process mean in Bayesian theory under different loss functions
An adaptive EWMA control chart for monitoring the process mean in Bayesian theory under different loss functions
AbstractThe Shewhart control chart is used for detecting the large shift and an exponentially weighted moving average (EWMA) control chart is used for detecting the small/moderate ...
On the Average Run Lengths of Quality Control Schemes Using a Numerical Integral Equation Approach
On the Average Run Lengths of Quality Control Schemes Using a Numerical Integral Equation Approach
This research presents the approach of estimating the average run length (ARL) by using the numerical integral equation (NIE) approach, such as the Gaussian, Midpoint, Trapezoidal,...