Modification of ARL for detecting changes on the double EWMA chart in time series data with the autoregressive model

This research aims to derive the average run length (ARL) evaluation of the double exponentially weighted moving average (double EWMA) control chart for observation data that follows exponential white noise in a time series model with an autoregressive model. Since most real-world data is automatica...

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Bibliographic Details
Main Authors: Kotchaporn Karoon, Yupaporn Areepong, Saowanit Sukparungsee
Format: Article
Language:English
Published: Taylor & Francis Group 2023-12-01
Series:Connection Science
Subjects:
Online Access:http://dx.doi.org/10.1080/09540091.2023.2219040
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