Evaluation of optimum weights and average run lengths in EWMA control schemes

Communications in Statistics - Theory and Methods

Volumn 26, Issue 5, 1997, Pages 1253-1267

  Srivastava, M S ^a   Wu, Yanhong ^b  

^a UNIVERSITY OF TORONTO   (Canada)

^b UNIVERSITY OF ALBERTA   (Canada)

Author keywords

Average run lengths; CUSUM procedure; Exponentially weighted moving average; Shift in the mean; Two sided procedures

Indexed keywords

MARKOV PROCESSES; MATHEMATICAL MODELS; STATISTICAL METHODS;

AVERAGE RUN LENGTH; CONTINUOUS TIME MODEL; DISCRETE TIME MODEL; EXPONENTIALLY WEIGHTED MOVING AVERAGE; MARKOV CHAIN METHOD; OPTIMUM WEIGHTS; SHIFT IN THE MEAN; TWO SIDED PROCEDURE;

CONTROL SYSTEMS;

EID: 0031344688     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1080/03610929708831980     Document Type: Article

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