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Gauss–Legendre Numerical Integrations for Average Run Length Running on EWMA Control Chart with Fractionally Integrated MAX Process
16 references·0 citing·32 second hop
Gauss–Legendre Numerical Integrations for Average Run Length Running on EWMA Control Chart with Fractionally Integrated MAX Process (2024)Gauss–Legendre Numerical Integrations for…Water Particles Monitoring in the Atacama Desert: SPC Approach Based on Proportional Data (2021)Water Particles Monitoring in…Run length quantiles of EWMA control charts monitoring normal mean or/and variance (2015)Run length quantiles of EWMA …EWMA control charts for detecting changes in the mean of a long-memory process (2015)EWMA control charts for detec…The CUSUM and the EWMA Head-to-Head (2014)The CUSUM and the EWMA Head-t…Long-Memory Processes (2013)Long-Memory ProcessesMonitoring long‐memory air quality data using ARFIMA model (2007)Monitoring long‐memory air qu…Long‐Memory Time Series (2006)Long‐Memory Time SeriesAccurate ARL computation for EWMA-S2 control charts (2005)Accurate ARL computation for …EWMA Control Charts with Time-Varying Control Limits and Fast Initial Response (1999)EWMA Control Charts with Time…Exponentially Weighted Moving Average Control Schemes: Properties and Enhancements (1990)Exponentially Weighted Moving…A Simple Method for Studying Run – Length Distributions of Exponentially Weighted Moving Average Charts (1987)A Simple Method for Studying …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 SCHEMESQuality Control Charts1 (1926)Quality Control Charts1Introduction 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)Optimal Properties of Exponentially Weighted Forecasts (1960)A Multivariate Exponentially Weighted Moving Average Control Chart (1992)A review of multivariate control charts (1995)Research Issues and Ideas in Statistical Process Control (1999)Design of Exponentially Weighted Moving Average Schemes (1989)Statistical Process Monitoring and Feedback Adjustment: A Discussion (1992)Run-Length Distributions of Special-Cause Control Charts for Correlated Processes (1994)Control Chart Tests Based on Geometric Moving Averages (2000)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)A Distribution-Free Shewhart Quality Control Chart Based on Signed-Ranks (2004)Distribution-Free Quality Control Charts Based on Signed-Rank-Like Statistics (2006)Quality 4.0—the challenging future of quality engineering (2020)Statistics in Musicology (2003)A Brief History of Long Memory: Hurst, Mandelbrot and the Road to ARFIMA, 1951–1980 (2017)A Global-Scale Investigation of Stochastic Similarities in Marginal Distribution and Dependence Structure of Key Hydrological-Cycle Processes (2021)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)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)The Exponentially Weighted Moving Average (1986)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)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)Long memory processes and fractional integration in econometrics (1996)
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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
  • 1990Exponentially Weighted Moving Average Control Schemes: Properties and Enhancements1,939 cited
  • 1959Control Chart Tests Based on Geometric Moving Averages1,544 cited
  • 1987A Simple Method for Studying Run – Length Distributions of Exponentially Weighted Moving Average Charts476 cited
  • 2013Long-Memory Processes435 cited
  • 2006Long‐Memory Time Series341 cited
  • 1926Quality Control Charts1322 cited
  • 1999EWMA Control Charts with Time-Varying Control Limits and Fast Initial Response218 cited
  • 2014The CUSUM and the EWMA Head-to-Head76 cited
  • 2005Accurate ARL computation for EWMA-S2 control charts57 cited
  • 2007Monitoring long‐memory air quality data using ARFIMA model49 cited
  • 2021Water Particles Monitoring in the Atacama Desert: SPC Approach Based on Proportional Data26 cited
  • 2015EWMA control charts for detecting changes in the mean of a long-memory process25 cited
  • 2015

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Run length quantiles of EWMA control charts monitoring normal mean or/and variance
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