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

The CUSUM control chart is suitable for detecting small to moderate parameter shifts for processes involving autocorrelated data. The average run length (ARL) can be used to assess the ability of a CUSUM control chart to detect changes in a long-memory seasonal autoregressive fractionally integrated...

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Detalles Bibliográficos
Autores principales: Areepong, Yupaporn, Peerajit, Wilasinee
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2022
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8880929/
https://www.ncbi.nlm.nih.gov/pubmed/35213619
http://dx.doi.org/10.1371/journal.pone.0264283

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8880929/
https://www.ncbi.nlm.nih.gov/pubmed/35213619
http://dx.doi.org/10.1371/journal.pone.0264283

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