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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...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Public Library of Science
2022
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| 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 |