Abstract
In this paper we consider control charts for time series. Several upper bounds are derived for the average delay of a generalized Shewhart chart. Furthermore, it is proved that for a Gaussian process the average delay is greater than or equal to the average delay for independent variables.
In an extensive computer study several EWMA and CUSUM charts are compared with each other. As measures for the performance the average run length and the maximal average delay are used. The target process is assumed to be an autoregressive process of order 1 and the out-of-control state is described by a change point model. It turns out that for both performance criteria the same ranking between the charts is obtained.
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© 1998 Birkhäuser Boston
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Kramer, H.G., Schmid, W. (1998). On the Average Delay of Control Schemes. In: Kahle, W., von Collani, E., Franz, J., Jensen, U. (eds) Advances in Stochastic Models for Reliability, Quality and Safety. Statistics for Industry and Technology. Birkhäuser Boston. https://doi.org/10.1007/978-1-4612-2234-7_23
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DOI: https://doi.org/10.1007/978-1-4612-2234-7_23
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