Trend Autoregressive Model Exact Run Length Evaluation on a Two-Sided Extended EWMA Chart

The Extended Exponentially Weighted Moving Average (extended EWMA) control chart is one of the charts and can be used to quickly detect a small shift. performance evaluated with average run length (ARL). Due deriving explicit formulas for ARL on two-sided extended EWMA trend autoregressive or AR(p) model has not been reported previously. aim this study derive as well AR(1) AR(2) models exponential white noise. analytical solution accuracy was obtained compared numerical integral equation (NIE) method. results show that by formula NIE method hardly different, but help decrease computational (CPU) time. Furthermore, also expanded comparative (EWMA) chart. better than all situations, both models. Finally, applied real-world data in health field, such COVID-19 United Kingdom Sweden, demonstrate efficacy proposed