Average Run Lengths in Shewhart Type Charts for 2-Order Autoregressive Process
In this paper the average run length is adopted as the tool to describe the performance of control charts. The respective methods for calculating the average run length of the modified Shewhart control chart and the Shewhart residual control chart for 2-order autoregressive process are derived and shown in detail. By the proposed approach some numerical results of average run lengths of both Shewhart type charts are formulated and discussed. We analyze and compare that the influence of the correlation coefficients of the 2-order autoregressive process on the performance of both charts based on the estimated data. Several clear and main points of the issue are summed up. Lastly, we give some recommendations for the choice of both Shewhart type control schemes.
Liangchi Zhang, Chunliang Zhang and Tielin Shi
Q. X. Sun et al., "Average Run Lengths in Shewhart Type Charts for 2-Order Autoregressive Process", Advanced Materials Research, Vols. 139-141, pp. 1860-1863, 2010