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Accurate Average Run Length Analysis for Detecting Changes in a Long-Memory Fractionally Integrated MAX Process Running on EWMA Control Chart
16 references·0 citing·34 second hop
Accurate Average Run Length Analysis for Detecting Changes in a Long-Memory Fractionally Integrated MAX Process Running on EWMA Control Chart (2023)Accurate Average Run Length Analysis for …Exact Run Length Computation on EWMA Control Chart for Stationary Moving Average Process with Exogenous Variables (2022)Exact Run Length Computation …Average Run Length on CUSUM Control Chart for Seasonal and Non-Seasonal Moving Average Processes with Exogenous Variables (2020)Average Run Length on CUSUM C…Control charts to monitor rates and proportions (2018)Control charts to monitor rat…An EWMA chart for monitoring process mean (2018)An EWMA chart for monitoring …Exact solution of the average run length for the cumulative sum chart for a moving average process of order q (2015)Exact solution of the average…EWMA control charts for detecting changes in the mean of a long-memory process (2015)EWMA control charts for detec…An EWMA-Type Control Chart for Monitoring the Process Mean Using Auxiliary Information (2014)An EWMA-Type Control Chart fo…Monitoring long‐memory air quality data using ARFIMA model (2007)Monitoring long‐memory air qu…Long‐Memory Time Series (2006)Long‐Memory Time SeriesEWMA Control Charts with Time-Varying Control Limits and Fast Initial Response (1999)EWMA Control Charts with Time…Long memory processes and fractional integration in econometrics (1996)Long memory processes and fra…The Exponentially Weighted Moving Average (1986)The Exponentially Weighted Mo…Fractional Differencing (1981)Fractional DifferencingAN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)AN INTRODUCTION TO LONG‐MEMOR…Control Chart Tests Based on Geometric Moving Averages (1959)Control Chart Tests Based on …CONTINUOUS INSPECTION SCHEMES (1954)CONTINUOUS INSPECTION SCHEMESExponentially Weighted Moving Average Control Schemes: Properties and Enhancements (1990)Introduction to Statistical Quality Control (1992)Robustness to Non-Normality of the Multivariate EWMA Control Chart (2002)The Generally Weighted Moving Average Control Chart for Detecting Small Shifts in the Process Mean (2003)Mixed Exponentially Weighted Moving Average–Cumulative Sum Charts for Process Monitoring (2012)Fractional Brownian Motions, Fractional Noises and Applications (1968)Some properties of time series data and their use in econometric model specification (1981)THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (1983)A long memory property of stock market returns and a new model (1993)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)Long memory and regime switching (2001)Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (2001)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Time-Series Modeling for Statistical Process Control (1988)Some Statistical Process Control Methods for Autocorrelated Data (1991)Multivariate SPC Charts for Monitoring Batch Processes (1995)A Multivariate Control Chart for Autocorrelated Tool Wear Processes (2016)Phase II control charts for autocorrelated processes (2016)Integral equation solutions for the average run length for monitoring shifts in the mean of a generalized seasonal ARFIMAX(P, D, Q, r)s process running on a CUSUM control chart (2022)Procedures for Reacting to a Change in Distribution (1971)changepoint : An R Package for Changepoint Analysis (2014)Selective review of offline change point detection methods (2019)An EWMA monitoring scheme with a single auxiliary variable for industrial processes (2017)Design of a Control Chart Using Extended EWMA Statistic (2018)Efficient Homogeneously Weighted Moving Average Chart for Monitoring Process Mean Using an Auxiliary Variable (2019)Simultaneous estimation of the parameters of the Hurst–Kolmogorov stochastic process (2010)Measuring the dynamics of global business cycle connectedness (2015)On detecting end-of-sample instabilities (2015)A Multivariate Exponentially Weighted Moving Average Control Chart (1992)Data quality for data science, predictive analytics, and big data in supply chain management: An introduction to the problem and suggestions for research and applications (2014)
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References

  • 1954CONTINUOUS INSPECTION SCHEMES5,731 cited
  • 1980AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING3,376 cited
  • 1981Fractional Differencing2,720 cited
  • 1996Long memory processes and fractional integration in econometrics1,879 cited
  • 1959Control Chart Tests Based on Geometric Moving Averages1,544 cited
  • 1986The Exponentially Weighted Moving Average1,146 cited
  • 2006Long‐Memory Time Series341 cited
  • 1999EWMA Control Charts with Time-Varying Control Limits and Fast Initial Response218 cited
  • 2014An EWMA-Type Control Chart for Monitoring the Process Mean Using Auxiliary Information142 cited
  • 2007Monitoring long‐memory air quality data using ARFIMA model49 cited
  • 2018Control charts to monitor rates and proportions35 cited
  • 2018An EWMA chart for monitoring process mean28 cited
  • 2015EWMA control charts for detecting changes in the mean of a long-memory process25 cited
  • 2022Exact Run Length Computation on EWMA Control Chart for Stationary Moving Average Process with Exogenous Variables21 cited
  • 2020Average Run Length on CUSUM Control Chart for Seasonal and Non-Seasonal Moving Average Processes with Exogenous Variables

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20 cited
  • 2015Exact solution of the average run length for the cumulative sum chart for a moving average process of order q19 cited
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