{"id":"https://openalex.org/W2403880415","doi":null,"title":"Analytical Method of Average Run Length for Trend Exponential AR(1) Processes in EWMA Procedure","display_name":"Analytical Method of Average Run Length for Trend Exponential AR(1) Processes in EWMA Procedure","publication_year":2012,"publication_date":"2012-01-01","ids":{"openalex":"https://openalex.org/W2403880415","mag":"2403880415"},"language":"en","primary_location":{"id":"pmh:oai:opus.lib.uts.edu.au:10453/22775","doi":null,"is_oa":false,"landing_page_url":"http://hdl.handle.net/10453/22775","pdf_url":null,"source":{"id":"https://openalex.org/S4306401357","display_name":"UTS ePRESS (University of Technology Sydney)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I114017466","host_organization_name":"University of Technology Sydney","host_organization_lineage":["https://openalex.org/I114017466"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Journal Article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":[],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5086714940","display_name":"Wannaporn Suriyakat","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Wannaporn Suriyakat","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5069945313","display_name":"Yupaporn Areepong","orcid":"https://orcid.org/0000-0002-5103-9867","observed_orcids":["https://orcid.org/0000-0002-5103-9867"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Yupaporn Areepong","raw_affiliation_strings":[],"raw_orcid":"https://orcid.org/0000-0002-5103-9867","affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5029932096","display_name":"Saowanit Sukparungsee","orcid":"https://orcid.org/0000-0001-5248-8173","observed_orcids":["https://orcid.org/0000-0001-5248-8173"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Saowanit Sukparungsee","raw_affiliation_strings":[],"raw_orcid":"https://orcid.org/0000-0001-5248-8173","affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5020562721","display_name":"G Mititelu","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"G Mititelu","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":6,"citation_normalized_percentile":{"value":0.29772645,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":88,"max":96},"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11443","display_name":"Advanced Statistical Process Monitoring","score":1.0,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11443","display_name":"Advanced Statistical Process Monitoring","score":1.0,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10876","display_name":"Fault Detection and Control Systems","score":0.0,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T13500","display_name":"Probability and Statistical Research","score":0.0,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/ewma-control-chart","display_name":"EWMA control chart","score":0.8709999918937683},{"id":"https://openalex.org/keywords/cusum-control-chart","display_name":"CUSUM control chart","score":0.7699999809265137},{"id":"https://openalex.org/keywords/average-run-length","display_name":"average run length","score":0.8809999823570251},{"id":"https://openalex.org/keywords/serial-correlation","display_name":"serial correlation","score":0.6520000100135803},{"id":"https://openalex.org/keywords/statistical-process-control","display_name":"statistical process control","score":0.9729999899864197},{"id":"https://openalex.org/keywords/control-chart-performance-comparison","display_name":"control chart performance comparison","score":0.6629999876022339}],"concepts":[{"id":"https://openalex.org/C74746147","wikidata":"https://www.wikidata.org/wiki/Q5324652","display_name":"EWMA chart","level":4,"score":0.9834780693054199},{"id":"https://openalex.org/C178518018","wikidata":"https://www.wikidata.org/wiki/Q1024555","display_name":"CUSUM","level":2,"score":0.9583526253700256},{"id":"https://openalex.org/C196985124","wikidata":"https://www.wikidata.org/wiki/Q1369242","display_name":"Control chart","level":3,"score":0.8070840835571289},{"id":"https://openalex.org/C113644684","wikidata":"https://www.wikidata.org/wiki/Q1356717","display_name":"Statistical process control","level":3,"score":0.5910572409629822},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.5794470906257629},{"id":"https://openalex.org/C141513077","wikidata":"https://www.wikidata.org/wiki/Q378542","display_name":"Independent and identically distributed random variables","level":3,"score":0.5750126838684082},{"id":"https://openalex.org/C175706884","wikidata":"https://www.wikidata.org/wiki/Q1130194","display_name":"Moving average","level":2,"score":0.5596816539764404},{"id":"https://openalex.org/C159848633","wikidata":"https://www.wikidata.org/wiki/Q7495725","display_name":"Shewhart individuals control chart","level":5,"score":0.5181933045387268},{"id":"https://openalex.org/C151376022","wikidata":"https://www.wikidata.org/wiki/Q168698","display_name":"Exponential function","level":2,"score":0.49475592374801636},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.44618481397628784},{"id":"https://openalex.org/C98045186","wikidata":"https://www.wikidata.org/wiki/Q205663","display_name":"Process (computing)","level":2,"score":0.4263386130332947},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4088837802410126},{"id":"https://openalex.org/C122123141","wikidata":"https://www.wikidata.org/wiki/Q176623","display_name":"Random variable","level":2,"score":0.136051744222641},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0},{"id":"https://openalex.org/C111919701","wikidata":"https://www.wikidata.org/wiki/Q9135","display_name":"Operating system","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"pmh:oai:opus.lib.uts.edu.au:10453/22775","doi":null,"is_oa":false,"landing_page_url":"http://hdl.handle.net/10453/22775","pdf_url":null,"source":{"id":"https://openalex.org/S4306401357","display_name":"UTS ePRESS (University of Technology Sydney)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I114017466","host_organization_name":"University of Technology Sydney","host_organization_lineage":["https://openalex.org/I114017466"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Journal Article"},{"id":"mag:2403880415","doi":null,"is_oa":false,"landing_page_url":"https://opus.lib.uts.edu.au/handle/10453/22775","pdf_url":null,"source":null,"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":null}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":24,"referenced_works":["https://openalex.org/W204225513","https://openalex.org/W1489457921","https://openalex.org/W1965071724","https://openalex.org/W1965155137","https://openalex.org/W1969310047","https://openalex.org/W1984858952","https://openalex.org/W1985031629","https://openalex.org/W1987445715","https://openalex.org/W1987833696","https://openalex.org/W1992024932","https://openalex.org/W1993187477","https://openalex.org/W2004690464","https://openalex.org/W2016314202","https://openalex.org/W2030236106","https://openalex.org/W2033308885","https://openalex.org/W2044036264","https://openalex.org/W2059553513","https://openalex.org/W2070822033","https://openalex.org/W2078763946","https://openalex.org/W2079856779","https://openalex.org/W2080586055","https://openalex.org/W2127084686","https://openalex.org/W2267987627","https://openalex.org/W2316067357"],"related_works":["https://openalex.org/W2136201322","https://openalex.org/W6981714900","https://openalex.org/W2073770149","https://openalex.org/W2029482162","https://openalex.org/W1969534213","https://openalex.org/W1990746329","https://openalex.org/W2115876990","https://openalex.org/W2062966601","https://openalex.org/W2161223244","https://openalex.org/W7011780759"],"abstract_inverted_index":{"The":[0,76],"Exponentially":[1],"Weighted":[2],"Moving":[3],"Average":[4],"(EWMA)":[5],"procedure":[6,70,99,105],"are":[7,40,52,90],"used":[8],"for":[9,106],"monitoring":[10],"and":[11,42,55],"detecting":[12],"small":[13,91],"shifts":[14],"in":[15],"the":[16,23,28,32,38,49,83,86,103,107],"process":[17],"mean":[18],"which":[19],"performs":[20,100],"quicker":[21],"than":[22,102],"Shewhart":[24],"control":[25],"chart.":[26],"Usually,":[27],"common":[29],"assumption":[30],"of":[31,78,88,109],"Statistical":[33],"Process":[34],"Control":[35],"(SPC)":[36],"is":[37,57,80,95],"observations":[39],"independent":[41],"identically":[43],"distributed":[44],"(IID).":[45],"In":[46,62],"practice,":[47],"however,":[48],"observed":[50],"data":[51],"from":[53],"industry":[54],"finance":[56],"serially":[58],"correlated":[59],"with":[60,73],"trend.":[61],"this":[63],"paper,":[64],"we":[65],"extend":[66],"to":[67,71,82,92],"use":[68],"CUSUM":[69,104],"compare":[72],"EWMA":[74,98],"procedure.":[75],"performance":[77],"latter":[79],"superior":[81],"former":[84],"when":[85],"magnitudes":[87],"shift":[89],"moderate.":[93],"It":[94],"shown":[96],"that":[97],"better":[101],"case":[108],"trend":[110],"exponential":[111],"AR(1)":[112],"processes.":[113]},"counts_by_year":[{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":2},{"year":2020,"cited_by_count":1},{"year":2016,"cited_by_count":2}],"updated_date":"2026-10-12T09:40:04.860316","created_date":"2016-06-24T00:00:00"}