Preprint Article Version 1 NOT YET PEER-REVIEWED

Explicit Formula for Average Run Length of Double Moving Control Chart for INAR(1) Processes

  1. Department of Applied Statistics, Faculty of Applied Science, King Mongkut’s University of Technology North Bangkok, 1518 Pracharat 1 road, Wongsawang, Bangsue, Bangkok 10800, Thailand
Version 1 : Received: 17 August 2016 / Approved: 18 August 2016 / Online: 18 August 2016 (07:27:23 CEST)

How to cite: Phant, S.; Sukparungsee, S.; Areepong, Y. Explicit Formula for Average Run Length of Double Moving Control Chart for INAR(1) Processes. Preprints 2016, 2016080169 (doi: 10.20944/preprints201608.0169.v1). Phant, S.; Sukparungsee, S.; Areepong, Y. Explicit Formula for Average Run Length of Double Moving Control Chart for INAR(1) Processes. Preprints 2016, 2016080169 (doi: 10.20944/preprints201608.0169.v1).

Abstract

Count data are used in many fields of practice, especially Poisson distribution as a popular choice for the marginal process distribution. If these counts exhibit serial dependence, a popular approach is to use a Poisson INAR(1) model to describe the autocorrelation structure of process. In this paper, the explicit formulas are proposed to evaluate performance characteristics of Double Moving Average control chart (DMA) for Integer valued autoregressive of serial dependence Poisson process. The characteristics of the control chart are frequently measured as Average Run Length (ARL) which means that the average of observations are taken before a system is signaled to be out-of-control. These proposed explicit formulas of ARL are simple and easy to implement for practitioner. The numerical results show that the DMA chart performs better than others when the magnitudes of shift are moderate and large.

Subject Areas

average run length; double moving average control chart; Poisson count process

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