Among the many statistical process control charts, modified exponentially weighted moving average (EWMA) chart has been designed to swiftly detect a small shift in parameter. Herein, we propose two explicit formulas for run length (ARL) integrated (IMA) and fractional (FIMA) models combined with EWMA time series prediction. The application of suggested procedures depends on residuals IMA FIMA m...

In this paper, we study the design and analysis of optimal detection scheme for sensors that are deployed to monitor the change in the environment and are powered by the energy harvested from the environment. In this type of applications, detection delay is of paramount importance. We model this problem as quickest change detection problem with a stochastic energy constraint. In particular, a w...

in some quality control applications, the quality of a process or a product is described by the relationship between a response variable and one or more explanatory variables, called a profile. moreover, in most practical applications, the qualitative characteristic of a product/service is vague, uncertain and linguistic and cannot be precisely stated. the purpose of this paper is to propose a ...

An industrial company requires quality control to maintain consistency from the production results so that it is able compete with other companies in world market. In sector, most processes are influenced by more than one characteristic. One tool can be used characteristic Multivariate Exponentially Weighted Moving Average (MEWMA) chart. The graph determine whether process has been controlled o...

in some statistical process control applications, quality of a process or product can be characterized by a relationship between a response and one or more independent variables, which is typically referred to a profile. in this paper, polynomial profiles are considered to monitor processes in which there is a first order autoregressive relation between the error terms in each profile. a remedi...

The Cumulative Sum (CUSUM) chart is widely used and has many applications in different fields such as finance, medical, engineering, other fields. In real applications, there are situations which the observations of random processes serially correlated, a hospital admission medical field, share price economic or daily rainfall environmental field. common characteristic control charts that been ...

In Statistical quality control a very widely used measure is average run length (ARL) which may be worked out by different methods like integral equation, approximations, and Monte Carlo simulations. The ARL measure and the other related measures are of major significance in every type of production process. An omission in its computation (and hence its related measures such as extra quadratic ...

In this paper, a remedial measure is first proposed to eliminate the effect of autocorrelation in phase-ІІ monitoring of autocorrelated polynomial profiles, where there is a first order autoregressive (AR(1)) relation between the error terms in each profile. Then, a control chart based on the generalized linear test (GLT) is proposed to monitor the coefficients of polynomial profiles and an R-c...

We address the problem of online change detection in multivariate datastreams, and we introduce QuantTree Exponentially Weighted Moving Average (QT-EWMA), a nonparametric change-detection algorithm that can control expected time before false alarm, yielding desired Run Length (ARL$_0$). Controlling alarms is crucial many applications rarely guaranteed by algorithms monitor datastreams without k...

The control limits of an exponentially weighted moving average (EWMA) control chart should vary with time, approaching asymptotic limits as time increases. However, previous analytic analyses of EWMA charts consider only asymptotic control limits. In this article, the run length properties of EWMAs with time-varying control limits are approximated using nonhomogeneous Markov chains. Comparing t...