Results 261 to 270 of about 416,034 (304)

Computing Average Run Lengths for Exponential CUSUM Schemes

Journal of Quality Technology, 1994
Exponentially distributed observations arise naturally in the context of monitoring the rate of occurrences of events like nonconforming items.
F. F. Gan, K. P. Choi
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Bounds for the Distribution of the Run Length of Geometric Moving Average Charts

Applied Statistics, 1986
Let \(\{X_ n: n\geq 1\}\) be a sequence of i.i.d. random variables and consider a geometric moving average scheme \(S_ n=(1-r)S_{n-1}+rX_ n\), \(n\geq 1\), where \(S_ 0=w\) for some specified initial value w, - \(\infty \leq h^-n+1). \] Part (i) contains the derived bounds for the distribution of N, Parts (ii) and (iii) guarantee improved bounds at ...
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The Parameter Selection and Average Run Length Computation for EWMA Control Charts

Proceedings of the International Conference on Neural Computation Theory and Applications, 2014
In the Statistical Process Control (SPC) field, an Exponentially Weighted Moving Average for Stationary processes (EWMAST) chart with proper control limits has been proposed to monitor the process mean of a stationary autocorrelated process. There are two issues of note when using the EWMAST charts.
Sheng Shu Cheng, Fong-Jung Yu, Shih-Ting Yang, Jiang-Liang Hou   +3 more
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Average run lengths and run length probability distributions for cuscore charts to control normal mean

Computational Statistics & Data Analysis, 1999
Cuscore charts have recently been proposed as a statistical process monitoring tool designed to cope with situations in which special kinds of signals are feared a priori because they are known to affect the particular system being monitored. This paper provides algorithms to compute average run lengths and corresponding run length probability ...
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Average Run Length and the OC Curve of Sampling Plans

Quality Engineering, 2005
ABSTRACT This paper amplifies the distinction between Type A and Type B sampling plans for individual lots and processes, respectively. It introduces the f-binomial distribution as a Poisson type finite analog to the hypergeometric distribution for use in constructing appropriate Type A OC curves for defects.
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Average run lengths for cusum control charts applied to residuals

Communications in Statistics - Theory and Methods, 1995
A common approach to building control charts for autocorrelated data is to apply classical SPC to the residuals from a time series model of the process. However, Shewhart charts and even CUSUM charts are less sensitive to small shifts in the process mean when applied to residuals than when applied to independent data.
George C. Runger, Thomas R. Wlllemain, Sharad Prabhu   +2 more
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Wald's approximations to the average run length in cusum procedures

Journal of Statistical Planning and Inference, 1978
Abstract Wald's approximation to the ARL(average run length in cusum) (cumulative sum) procedures are given for an exponential family of densities. From these approximations it is shown that Page's (1954) cusum procedure is (in a sense) identical with a cusum procedure defined in terms of likelihood ratios. Moreover, these approximations are improved
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Average Run Lengths in Cumulative Chart Quality Control Schemes

Technometrics, 1961
Average run-lengths are evaluated for V-mask quality control schemes based on cumulative deviation charts when the observations are Normally distributed and either independent or members of a certain serially correlated class.
P. L. Goldsmith, H. Whitfield
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A Running Average Method for Predicting the Size and Length of a Solar Cycle

Chinese Journal of Astronomy and Astrophysics, 2008
The running correlation coefficient between the solar cycle amplitudes and the max-max cycle lengths at a given cycle lag is found to vary roughly in a cyclical wave with the cycle number, based on the smoothed monthly mean Group sunspot numbers available since 1610.
Zhan-Le Du, Hua-Ning Wang, Li-Yun Zhang
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Exact Average Run Lengths for Monitoring Poisson Counts

Communications in Statistics - Theory and Methods, 2014
Control charts are widely employed in public health surveillance. One use is as an aid in monitoring rare health events. A chart is designed to exhibit acceptable average run lengths both when the process is in and out of control. Thus, the chart provides a real-time assessment of the situation.
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