Average Run Lengths for Exponentially Weighted Moving Average Control Schemes Using the Markov Chain Approach

1 April 1990

journal article
research article
Published by Taylor & Francis in Journal of Quality Technology

Vol. 22 (2) , 154-162
https://doi.org/10.1080/00224065.1990.11979227

Abstract

A FORTRAN computer program is given for the computation of average run lengths (ARLs) for exponentially weighted moving average (EWMA) and combined Shewhart-EWMA control schemes. The program calculates zero-state and steady-state ARLs using the Markov chain approximation.

Keywords

AVERAGE RUN LENGTH
CONTROL SCHEME
EXPONENTIALLY WEIGHTED MOVING AVERAGE
MARKOV CHAIN
SHEWHART-EWMA

This publication has 2 references indexed in Scilit:

A Simple Method for Studying Run – Length Distributions of Exponentially Weighted Moving Average Charts
Technometrics, 1987
An approach to the probability distribution of cusum run length
Biometrika, 1972