On average run lengths of control charts for autocorrelated processes

DOI10.1007/S11009-009-9160-4zbMath1217.60064OpenAlexW2059553513MaRDI QIDQ539524

Tung-Lung Wu, Yung-Ming Chang

Publication date: 30 May 2011

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-009-9160-4

zbMATH Keywords

discretizationfinite Markov chain imbeddingautoregressive processcontrol chartaverage run length

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Related Items (7)

Recursive equations in finite Markov chain imbedding ⋮ On finite Markov chain imbedding and its applications ⋮ The new synthetic and runs-rules schemes to monitor the process mean of autocorrelated observations with measurement errors ⋮ On distribution and average run length of a two-stage control process ⋮ Joint reliability of two consecutive-\((1, l)\) or \((2, k)\)-out-of-\((2, n)\): \(F\) type systems and its application in smart street light deployment ⋮ Unnamed Item ⋮ On the individuals chart with supplementary runs rules under serial dependence

Cites Work

• Unnamed Item
• A unified Markov chain approach for computing the run length distribution in control charts with simple or compound rules.
• The effect of serial correlation on the in-control average run length of cumulative score charts
• Performance of CUSUM Control Schemes for Serially Correlated Observations
• Distribution Theory of Runs: A Markov Chain Approach
• A Statistical Control Chart for Stationary Process Data
• EVVMA and cusum control charts in the presence of correlation
• An approach to the probability distribution of cusum run length

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