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National University of Singapore
Statistical process control of stationary processes
Abstract
dc:description.abstractThe burnt-in rate for simulated stationary and invertible ARMA1, 1(u, v) time series is discovered to be [u^(2t)]*(v a?? 1)^2. Thereafter, the first comprehensive simulation study is done to evaluate the performance-effort tradeoff between optimal EWMAST and optimal ARMAST control charts. The optimal EWMAST control chart is adequate when u is not high positive with small mean shift.
Author and committee
dc:creator, dc:contributor.*- Author dc:creator
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- CHEW CHEE HUA