Explicit ARL Computational for a Modified EWMA Control Chart in Autocorrelated Statistical Process Control Models

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Publicado en:Computer Modeling in Engineering & Sciences vol. 145, no. 1 (2025), p. 699-721
Autor principal: Supharakonsakun, Yadpirun
Otros Autores: Areepong, Yupaporn, Silpakob, Korakoch
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Tech Science Press
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022 |a 1526-1492 
022 |a 1526-1506 
024 7 |a 10.32604/cmes.2025.067702  |2 doi 
035 |a 3270084146 
045 2 |b d20250101  |b d20251231 
100 1 |a Supharakonsakun, Yadpirun  |u Department of Applied Mathematics and Statistics, Phetchabun Rajabhat University, Phetchabun, 67000, Thailand 
245 1 |a Explicit ARL Computational for a Modified EWMA Control Chart in Autocorrelated Statistical Process Control Models 
260 |b Tech Science Press  |c 2025 
513 |a Journal Article 
520 3 |a This study presents an innovative development of the exponentially weighted moving average (EWMA) control chart, explicitly adapted for the examination of time series data distinguished by seasonal autoregressive moving average behavior—SARMA(1,1)L under exponential white noise. Unlike previous works that rely on simplified models such as AR(1) or assume independence, this research derives for the first time an exact two-sided Average Run Length (ARL) formula for the Modified EWMA chart under SARMA(1,1)L conditions, using a mathematically rigorous Fredholm integral approach. The derived formulas are validated against numerical integral equation (NIE) solutions, showing strong agreement and significantly reduced computational burden. Additionally, a performance comparison index (PCI) is introduced to assess the chart’s detection capability. Results demonstrate that the proposed method exhibits superior sensitivity to mean shifts in autocorrelated environments, outperforming existing approaches. The findings offer a new, efficient framework for real-time quality control in complex seasonal processes, with potential applications in environmental monitoring and intelligent manufacturing systems. 
653 |a White noise 
653 |a Autoregressive moving average 
653 |a Quality control 
653 |a Real time 
653 |a Control charts 
653 |a Autocorrelation 
653 |a Environmental monitoring 
653 |a Integral equations 
653 |a Intelligent manufacturing systems 
653 |a Process controls 
653 |a Statistical process control 
653 |a Markov analysis 
700 1 |a Areepong, Yupaporn  |u Department of Applied Statistics, King Mongkut’s University of Technology North Bangkok, Bangkok, 10800, Thailand 
700 1 |a Silpakob, Korakoch  |u Department of Educational Testing and Research, Buriram Rajabhat University, Buriram, 31000, Thailand 
773 0 |t Computer Modeling in Engineering & Sciences  |g vol. 145, no. 1 (2025), p. 699-721 
786 0 |d ProQuest  |t Advanced Technologies & Aerospace Database 
856 4 1 |3 Citation/Abstract  |u https://www.proquest.com/docview/3270084146/abstract/embedded/7BTGNMKEMPT1V9Z2?source=fedsrch 
856 4 0 |3 Full Text - PDF  |u https://www.proquest.com/docview/3270084146/fulltextPDF/embedded/7BTGNMKEMPT1V9Z2?source=fedsrch