Behavior of EWMA type control charts for small smoothing parameters

DOI10.1016/J.CSDA.2015.03.010zbMath1468.62111OpenAlexW2055217112MaRDI QIDQ1663257

Taras Lazariv, Yarema Okhrin, Wolfgang Schmid

Publication date: 21 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2015.03.010

zbMATH Keywords

stationary processstatistical process controlrun lengthEWMA chart

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Applications of statistics in engineering and industry; control charts (62P30)

Related Items (2)

Control charts for multivariate spatial autoregressive models ⋮ Control charts for measurement error models

Cites Work

• Unnamed Item
• Unnamed Item
• Time series: theory and methods.
• Fast initial response features for EWMA control charts
• A Simple Method for Studying Run-Length Distributions of Exponentially Weighted Moving Average Charts
• SEQUENTIAL METHODS FOR DETECTING CHANGES IN THE VARIANCE OF ECONOMIC TIME SERIES
• EWMA Charts for Monitoring the Mean and the Autocovariances of Stationary Gaussian Processes
• Are estimated control charts in control?
• Some issues in the design of EWMA Charts
• An approach to the probability distribution of cusum run length
• CONTINUOUS INSPECTION SCHEMES

This page was built for publication: Behavior of EWMA type control charts for small smoothing parameters