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IJSTR >> Volume 9 - Issue 12, December 2020 Edition

International Journal of Scientific & Technology Research  
International Journal of Scientific & Technology Research

Website: http://www.ijstr.org

ISSN 2277-8616

Analytical Expression And Numerical Solutions Of Average Run Length For SARMA(P,Q)L Process On CUSUM Procedure

[Full Text]



Suvimol Phanyaem



Seasonal Autoregressive and Moving Average Process (SARMA), Cumulative Sum (CUSUM), Average Run Length (ARL).



Statistical process control (SPC) is used to develop and improve the quality of the processes Cumulative sum (CUSUM) chart is an effective tool in SPC for detecting change in a process mean. The main purpose of this paper is to present the analytical expression and the numerical integration of average run length (ARL) of CUSUM chart when observations are seasonal autoregressive and moving average; SARMA(P,Q)L with exponential white noise. In addition, we compare the accuracy of the average run length obtained from the analytical formula with the results obtained from numerical integration by considering the absolute percentage difference and the computational time to process the data.



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