Y. Areepong
Optimal Design for SARMA(P,Q)L Process of EWMA Control Chart
1019 - 1022
2014
8
7
International Journal of Physical and Mathematical Sciences
https://publications.waset.org/pdf/9998700
https://publications.waset.org/vol/91
World Academy of Science, Engineering and Technology
The main goal of this paper is to study Statistical Process Control (SPC) with Exponentially Weighted Moving Average (EWMA) control chart when observations are seriallycorrelated. The characteristic of control chart is Average Run Length (ARL) which is the average number of samples taken before an action signal is given. Ideally, an acceptable ARL of incontrol process should be enough large, socalled (ARL0). Otherwise it should be small when the process is outofcontrol, socalled Average of Delay Time (ARL1) or a mean of true alarm. We find explicit formulas of ARL for EWMA control chart for Seasonal Autoregressive and Moving Average processes (SARMA) with Exponential white noise. The results of ARL obtained from explicit formula and Integral equation are in good agreement. In particular, this formulas for evaluating (ARL0) and (ARL1) be able to get a set of optimal parameters which depend on smoothing parameter (&lambda;) and width of control limit (H) for designing EWMA chart with minimum of (ARL1).
Open Science Index 91, 2014