Abstract
The ARMA chart is a unified family of statistical control charts proposed in Jiang et al. (2000). It is found that the ARMA chart may outperform other conventional charts for detecting mean shifts among autocorrelated processes. When designing the ARMA chart, it is important to determine the control limit of the chart for achieving a specified in-control average run length. In this paper, we study some general properties that relate the control limit to the average run length of the ARMA chart applied to both i.i.d. and autocorrelated processes.
| Original language | English |
|---|---|
| Pages (from-to) | 2073-2088 |
| Journal | Nonlinear Analysis, Theory, Methods and Applications |
| Volume | 47 |
| Issue number | 3 |
| DOIs | |
| Publication status | Published - Aug 2001 |
| Externally published | Yes |
| Event | 3rd World Congress of Nonlinear Analysts - Catania, Sicily, Italy Duration: 19 Jul 2000 → 26 Jul 2000 |
Research Keywords
- Autocorrelated Process
- Average Run Length
- Control Chart
- Control Limits
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