Piyatida Phanthuna, Yupaporn Areepong*, Saowanit Sukparungsee
CMES-Computer Modeling in Engineering & Sciences, Vol.127, No.1, pp. 23-41, 2021, DOI:10.32604/cmes.2021.013810
Abstract 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 length (ARL) is frequently used for the performance evaluation on control charts. This paper proposes the explicit formula for evaluating the average run length on a two-sided modified exponentially weighted moving average chart under the observations of a first-order autoregressive process, referred to as AR(1) process, with an exponential white noise. The performance comparison of the explicit formula and the numerical integral technique is carried out… More >
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