Average Run Length on CUSUM Control Chart for Seasonal and Non-Seasonal Moving Average Processes with Exogenous Variables

The aim of this study was to derive explicit formulas of the average run length (ARL) of a cumulative sum (CUSUM) control chart for seasonal and non-seasonal moving average processes with exogenous variables, and then evaluate it against the numerical integral equation (NIE) method. Both methods had...

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Bibliographic Details
Main Authors: Rapin Sunthornwat, Yupaporn Areepong
Format: Article
Language:English
Published: MDPI AG 2020-01-01
Series:Symmetry
Subjects:
Online Access:https://www.mdpi.com/2073-8994/12/1/173