Modification of ARL for detecting changes on the double EWMA chart in time series data with the autoregressive model

References

• Alevizakos, V., Chatterjee, K., & Koukouvinos, C. (2021). The triple exponentially weighted moving average control chart. Quality Technology & Quantitative Management, 18(3), 326–354. https://doi.org/10.1080/16843703.2020.1809063
   Web of Science ®Google Scholar
• Areepong, Y., & Sukparungsee, S. (2016). An explicit expression of average run length of exponentially weighted moving average control chart with ARIMA(p,d,q)(P,D,Q)L models. Advances and Applications in Statistics, 49(5), 369–385. https://doi.org/10.17654/AS049050369
   Google Scholar
• Cheng, J., Huiyun, D., Guang, S., Peng, G., & Jianjun, Z. (2020). Application of ARIMA model in financial time series in stocks. 1st ed., https://doi.org/10.1007/978-3-030-57884_21
   Google Scholar
• Fugen, Z. (2019). Application of Shewhart control charts in the inspection of pharmaceutical manufacturing process. International Journal of Pharmacy and Chemistry, 5(1), 1–11. https://doi.org/10.11648/j.ijpc.20190501.11
   Google Scholar
• Karoon, K., Areepong, Y., & Sukparungsee, S. (2021). Numerical integral equation methods of average run length on extended EWMA control chart for autoregressive process. In T. Athanasios, J. Kaivo-oja, M. Sarrafzadeh, H. R. Arabnia, H. de Garis, G. Megson, E. Anarim, H. Jin, C.-H. Lee, R. P. Agarwal, H. Ammari, D. Motreanu, & H. Yang (Eds.), Proceeding of International Conference on Applied and Engineering Mathematics (pp. 51–56). IAENG.
   Google Scholar
• Karoon, K., Areepong, Y., & Sukparungsee, S. (2022). Exact solution of average run length on Extended EWMA control chart for the firstorder autoregressive process. Thailand Statistician, 20(2), 395–411.
   Web of Science ®Google Scholar
• Karoon, K., Areepong, Y., & Sukparungsee, S. (2023). Trend autoregressive model exact run length evaluation on a two-sided extended EWMA chart. Computer Systems Science and Engineering, 44(2), 1143–1160. https://doi.org/10.32604/csse.2023.025420
   Web of Science ®Google Scholar
• Khan, N., Aslam, M., & Jun, C. H. (2017). Design of a control chart using a modified EWMA statistic. Quality and Reliability Engineering International, 33(5), 1095–1104. https://doi.org/10.1002/qre.2102
   Web of Science ®Google Scholar
• Mahmoud, A. A., & Woodall, W. H. (2010). An evaluation of the double exponentially weighted moving average control chart. Communications in Statistics – Simulation and Computation, 39(5), 933–949. https://doi.org/10.1080/03610911003663907
   Web of Science ®Google Scholar
• Montgomery, D. C. (2009). Introduction to statistical quality control chart. John Wiley and Sons, Inc.
   Google Scholar
• Naveed, M., Azam, M., Khan, N., & Aslam, M. (2018). Design of a control chart using extended EWMA statistic. Technologies, 6(6), 108–122. https://doi.org/10.3390/technologies6040108
   Google Scholar
• Page, E. S. (1954). Continuous inspection schemes. Biometrika, 41(1-2), 100–115. https://doi.org/10.1093/biomet/41.1-2.100
   Web of Science ®Google Scholar
• Patel, A. K., & Divecha, J. (2011). Modified exponentially weighted moving average (EWMA) control chart for an analytical process data. Journal of Chemical Engineering and Materials Science, 2, 12–20.
   Google Scholar
• Peerajit, W., & Areepong, Y. (2023). Alternative to detecting changes in the mean of an autoregressive fractionally integrated process with exponential white noise running on the modified EWMA control chart. Processes, 11(2), 503. https://doi.org/10.3390/pr11020503
   Web of Science ®Google Scholar
• Peerajit, W., Areepong, Y., & Sukparungsee, S. (2017). Analytical explicit formulas of average run length for long memory process with ARFIMA model on CUSUM control chart. Songklanakarin Journal of Science and Technology, 39(6), 779–786. https://doi.org/10.14456/sjst-psu.2017.95
   Google Scholar
• Petcharat, K. (2022). The effectiveness of CUSUM control chart for trend stationary seasonal autocorrelated data. Thailand Statistician, 20(2), 475–488.
   Web of Science ®Google Scholar
• Phanthuna, P., & Areepong, Y. (2022). Detection sensitivity of a modified EWMA control chart with a time series model with fractionality and integration. Emerging Science Journal, 6(5), 1134–1152. https://doi.org/10.28991/ESJ-2022-06-05-015
   Google Scholar
• Phanthuna, P., Areepong, Y., & Sukparungsee, S. (2021). Run length distribution for a modified EWMA scheme fitted with a stationary AR(p) model. Communications in Statistics – Simulation and Computation, https://doi.org/10.1080/03610918.2021.1958847
   Web of Science ®Google Scholar
• Phanyaem, S. (2022). Explicit formulas and numerical integral equation of ARL for SARX(P,r)L model based on CUSUM chart. Mathematics and Statistics, 10(1), 88–99.
   Google Scholar
• Roberts, W. S. (1959). Control chart tests based on geometric moving averages. Technometrics, 1(3), 239–250. https://doi.org/10.1080/00401706.1959.10489860
   Google Scholar
• Satrio, C. B. A., Darmawan, W., Nadia, B. U., & Hanafiah, N. (2021). Time series analysis and forecasting of coronavirus disease in Indonesia using ARIMA model and PROPHET. Procedia Computer Science, 179, 524–532. https://doi.org/10.1016/j.procs.2021.01.036
   Google Scholar
• Shamma, S. E., & Shamma, A. K. (1992). Development and evaluation of control charts using double exponentially weighted moving averages. International Journal of Quality & Reliability Management, 9(6), 18–25. https://doi.org/10.1108/02656719210018570
   Google Scholar
• Shewhart, W. A. (1931). Economic control of quality of manufactured product. D. Van Nostrand Company, Inc.
   Google Scholar
• Shrestha, N. (2021). Application of statistical process control chart in food manufacturing industry. International Journal of Engineering, Business and Management, 4(5), 82–87. https://doi.org/10.22161/ijebm.4.5.2
   Google Scholar
• Sofonea, M., Han, W., & Shillor, M. (2005). Analysis and approximation of contact problems with adhesion or damage. Chapman & Hall/CRC.
   Google Scholar
• Sunthornwat, R., Areepong, Y., & Sukparungsee, S. (2017). Average run length of the long-memory autoregressive fractionally integrated moving average process of the exponential weighted moving average control chart. Cogent Mathematics, 4(1), 1358536. https://doi.org/10.1080/23311835.2017.1358536
   Web of Science ®Google Scholar
• Supharakonsakun, Y. (2021). Statistical design for monitoring process mean of a modified EWMA control chart based on autocorrelated data. Walailak Journal of Science and Technology (WJST), 18(12), 19813. https://doi.org/10.48048/wjst.2021.19813
   Google Scholar
• Supharakonsakun, Y., Areepong, Y., & Sukparungsee, S. (2020). The exact solution of the average run length on a modified EWMA control chart for the first-order moving-average process. ScienceAsia, 46(1), 109–118. https://doi.org/10.2306/scienceasia1513-1874.2020.015
   Web of Science ®Google Scholar
• Tegegne, D. A., Azene, D. K., & Atanaw, E. B. (2022). Design multivariate statistical process control procedure in the case of Ethio cement. International Journal of Quality & Reliability Management, 39(7), 1617–1636. https://doi.org/10.1108/IJQRM-07-2021-0227
   Web of Science ®Google Scholar
• Yeganeh, A., Chukhrova, N., Johnnssen, A., & Fotuhi, H. (2023). A network surveillance approach using machine learning based control charts. Expert Systems with Applications, 219, 119660. https://doi.org/10.1016/j.eswa.2023.119660
   Web of Science ®Google Scholar
• Zhang, Z., Mei, X., & Zhang, Q. (2022). Application of Shewhart control chart in controlling adverse events in patients with severe acute organophosphorus pesticide poisoning undergoing blood purification. Emergency Medicine International, 5 pages. https://doi.org/10.1155/2022/9655423
   Web of Science ®Google Scholar