Exact run length evaluation on a two-sided modified exponentially weighted moving average chart for monitoring process mean

P Phanthuna, Y Areepong… - Computer Modeling in …, 2021 - ingentaconnect.com
A modified exponentially weighted moving average (EWMA) scheme is one of the quality
control charts such that this control chart can quickly detect a small shift. The average run …

Run length distribution for a modified EWMA scheme fitted with a stationary AR (p) model

P Phanthuna, Y Areepong… - … in Statistics-Simulation …, 2023 - Taylor & Francis
A modified exponentially weighted moving average (EWMA) scheme is a quality control
chart which can quickly detect small shifts in autocorrelated data. In this article, an explicit …

Evaluating the Performance of Modified EWMA Control Schemes for Serially Correlated Observations

R Sunthornwat, Y Areepong… - Thailand …, 2024 - ph02.tci-thaijo.org
In this study, we propose the explicit formula of the average run length (ARL) for the
autoregressive process with a quadratic trend on the modified exponentially weighted …

[PDF][PDF] Analytical method of average run length for trend exponential AR (1) processes in EWMA procedure

W Suriyakat, Y Areepong… - … Journal of Applied …, 2012 - researchgate.net
(EWMA) procedure are used for monitoring and detecting small shifts in the process mean
which performs quicker than the Shewhart control chart. Usually, the common assumption of …

The Development and Evaluation of Homogenously Weighted Moving Average Control Chart based on an Autoregressive Process

R Sunthornwat, S Sukparungsee… - … and Innovation Journal, 2024 - hightechjournal.org
This research aims to investigate a Homogenously Weighted Moving Average (HWMA)
control chart for detecting minor and moderate shifts in the process mean. A mathematical …

[PDF][PDF] On sensitivity of control chart for monitoring serially correlated data

W Suriyakat - Interdisciplinary Research Review, 2020 - ph02.tci-thaijo.org
The normality and independent observations were designed for double exponentially
weighted moving average (DEWMA) and exponentially weighted moving average (EWMA) …

Robust bayesian analysis of an autoregressive model with exponential innovations

L Larbi, H Fellag - Afrika Statistika, 2016 - ajol.info
In this work, robust Bayesian analysis of the Bayesian estimation of an autoregressive model
with exponential innovations is performed. Using a Bayesian robustness methodology, we …

[PDF][PDF] An analytical approach to EWMA control chart for trend stationary exponential AR (1) processes

W Suriyakat, Y Areepong, S Sukparungsee… - Proceedings of the …, 2012 - iaeng.org
The main assumptions for the statistical process control models is the independent and
identically distributed (iid) observations, but in practice the observed data from industrial …

On the stability of estimation of AR (1) coeffcient in the presence of contaminated exponential innovations

H Fella, L Atil, C Belkacem - Afrika Statistika, 2014 - ajol.info
The aim of our paper is to present an exhaustive study of the estimation of first order
autoregressive models with exponential white noise under innovation contamination. Some …

[PDF][PDF] Robustness of estimation of first-order autoregressive model under contaminated uniform white noise

K Nouali - Discussiones Mathematicae Probability and Statistics, 2009 - bibliotekanauki.pl
The first-order autoregressive model with uniform innovations is considered. In this paper,
we study the bias-robustness and MSE-robustness of modified maximum likelihood …