Control charts for monitoring process capability index using median absolute deviation for some popular distributions

M Aslam, GS Rao, AH AL-Marshadi, L Ahmad, CH Jun - Processes, 2019 - mdpi.com
A control chart monitoring the process capability index (PCI) using median absolute
deviation (MAD) is proposed to analyze the industrial process performance. Extensive …

[PDF][PDF] Numerical integral equation method for ARL of CUSUM chart for long-memory process with non-seasonal and seasonal ARFIMA models

W Peerajit, Y Areepong, S Sukparungsee - Thailand Statistician, 2018 - researchgate.net
This paper presents an approximate average run length (ARL) of CUSUM chart for long-
memory process by using numerical integral equation (NIE) method based on Gauss …

[PDF][PDF] Numerical approximations of average run length for AR (1) on exponential CUSUM

J Busaba, S Sukparungsee, Y Areepong - Comput. Sci. Telecommun, 2012 - iaeng.org
We study the Cumulative Sum (CUSUM) procedure when observations are from a first order
autoregressive model with exponential white noise. The objective of this paper is to present …

Martingales and first passage times of AR (1) sequences

A Novikov, N Kordzakhia - Stochastics: An International Journal of …, 2008 - Taylor & Francis
Using the martingale approach we find sufficient conditions for exponential boundedness of
first passage times over a level for ergodic first order autoregressive sequences. Further, we …

[PDF][PDF] Numerical integral equation methods of average run length on modified EWMA control chart for exponential AR (1) process

P Phanthuna, Y Areepong… - Proceedings of the …, 2018 - iaeng.org
The purpose of this research is to develop the numerical integral equation (NIE) methods for
evaluating the average run length (ARL) on modified exponentially weighted moving …

Optimal design and analysis of the exponentially weighted moving average chart for exponential data

AS Polunchenko, G Sokolov… - arXiv preprint arXiv …, 2013 - arxiv.org
We study optimal design of the Exponentially Weighted Moving Average (EWMA) chart by a
proper choice of the smoothing factor and the initial value (headstart) of the decision statistic …

[PDF][PDF] Analytical approximations for detection of a change-point in case of light-tailed distributions

S Sukparungsee, AA Novikov - Journal of Quality Measurement and …, 2008 - ukm.my
We derive analytic approximations for the expectation of exit times of Exponentially
Weighted Moving Average (EWMA) procedure by using the martingale technique. Based on …

Martingale approach to EWMA control charts for changes in exponential distribution

Y Areepong, A Novikov - Journal of Quality Measurement and …, 2008 - journalarticle.ukm.my
Exponentially weighted moving average (EWMA) procedure is a popular chart used for
detecting small shifts of parameters of distributions in quality control and surveillance …

[PDF][PDF] Robustness of Tukey's Control Chart in Detecting a Changes of Parameter of Skew Distributions

S Sukparungsee - International Journal of Applied Physics and …, 2012 - ijapm.org
The observations are not always identically and independently distributed (iid) in continuous
manufacturing which most observations is skewed away normal distribution. In this research …

[PDF][PDF] Explicit analytical solutions for the average run length of modified EWMA control chart for ARX (p, r) processes.

K Silpakob, Y Areepong, S Sukparungsee… - … Journal of Science & …, 2021 - researchgate.net
Statistical process control (SPC) plays a necessary role in manufacturing industry
processes. An essential tool for SPC used for monitoring, measuring, controlling, and …