Abstract
The objective of this research is to study numerical integral equation method (NIE) using five quadrature rules namely, composite midpoint rule, composite trapezoidal rule, composite Simpson’s rule, composite Boole’s rule and Gauss-Legendre rule for approximating the average run length on extended exponentially weighted moving average (extended EWMA) control chart for autoregressive process with explanatory variables when white noise follows an exponential distribution. Furthermore, the comparison on performance of classical EWMA and extended EWMA control chart had been conducted. The results show that extended EWMA control chart can detect changes quicklier than EWMA control chart for all conditions.
Published Version (
Free)
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
