Run Length Distributions of Residual Control Charts for Autocorrelated Processes


Wardell, Don G.; Moskowitz, Herbert; Plante, Robert D.   (1994, ASQC)   University of Utah, Salt Lake City, UT; Purdue University, West Lafayette, IN

Journal of Quality Technology    Vol. 26    No. 4
QICID: 11393    October 1994    pp. 308-317
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Article Abstract

A FORTRAN program is given to calculate the run length distribution (RLD), the average run length (ARL), and the standard deviation of the run length (SDRL) for residual control charts used to monitor autocorrelated process output. RLD, ARL, and SDRL values are calculated for processes that can be modeled by pure autoregressive models for order p (AR(p)), pure moving-average models for order 1 (MA(1)), and mixed autoregressive moving-average models of orders p and 1 (ARMA(p.1)), given that the assignable cause to be detected is a step shift in the process mean.


Statistics,Average run length (ARL)

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