EWMA control charts for detecting changes in the mean of a long-memory process

被引：0
|
作者：
Liubov Rabyk
Wolfgang Schmid
机构：
[1] European University Viadrina,Department of Statistics
来源：
Metrika | 2016年 / 79卷
关键词：
Statistical process control; EWMA control chart; long-memory process; ARFIMA process;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In this paper EWMA control charts are introduced for detecting changes in the mean of a long-memory process. Besides the modified EWMA scheme the EWMA residual chart is also considered. The control design of the charts is calculated for an ARFIMA(p,d,q) process. In order to assess the introduced charts, the average run length is used as a performance criterion. Using an extensive simulation study, the control charts are compared with each other. The target process is assumed to be an ARFIMA(1,d,1) process.
引用
收藏
页码：267 / 301
页数：34
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