Numerical Integral Equation Methods of Average Run Length on Triple EWMA Control Chart for Autoregressive Process

The objective of this research is to study numerical integral equation (NIE) methods for evaluating the average run length (ARL) on the triple exponentially weighted moving average (TEWMA) control chart for the autoregressive process in the case of exponential white noise. The performance comparison of explicit the numerical integral techniques is measured with ARL and the performance of EWMA and TEWMA control charts is compared for the first order autoregressive process. The results showed that the performance of all methods are hardly different.