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    Exact Run Length Evaluation on Extended EWMA Control Chart for Autoregressive Process

    Kotchaporn Karoon, Yupaporn Areepong*, Saowanit Sukparungsee

    Intelligent Automation & Soft Computing, Vol.33, No.2, pp. 743-759, 2022, DOI:10.32604/iasc.2022.023322

    Abstract Extended Exponentially Weighted Moving Average (Extended EWMA or EEWMA) control chart is one of the control charts which can quickly detect a small shift. The average run length (ARL) measures the performance of control chart. Due to the derivation of the explicit formulas for ARL on the EEWMA control chart for the autoregressive AR(p) process has not previously been reported. The aim of the article is to derive explicit formulas of ARL using a Fredholm integral equation of the second kind on EEWMA control chart for Autoregressive process, as AR(2) and AR(3) processes with exponential white noise.… More >

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