Analytical and numerical solutions of average run length integral equations for an EWMA control chart over a long memory SARFIMA process

Analytical and numerical solutions of average run length integral equations for an EWMA control chart over a long memory SARFIMA process

The efficiency of a process, especially a long memory seasonal autoregressive fractional integral moving average (SARFIMA) process, has commonly been measured through the quality control chart. In this paper, a generalized long memory SARFIMA process of the exponentially weighted moving average (E...

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Bibliographic Details
Main Authors: Rapin Sunthornwat, Yupaporn Areepong, Saowanit Sukparungsee
Format: Article
Language:English
Published: Prince of Songkla University 2018-08-01
Series:Songklanakarin Journal of Science and Technology (SJST)
Subjects:
average run length
EWMA control chart
SARFIMA process
composite midpoint rule
integral equation
Online Access:https://rdo.psu.ac.th/sjstweb/journal/40-4/20.pdf

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