Browsing by Author "Sukparungsee, Saowanit"

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Browsing by Author "Sukparungsee, Saowanit"

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  • Busaba, J; Sukparungsee, Saowanit; Areepong, Yupaporn; Mititelu, Gabriel (Chiang Mai Univ, 2012)
    The Average Run Length (ARL) is a performance measure that is frequently used in control charts. Cumulative Sum (CUSUM) is a popular procedure in quality control as it is a sensitive detector of small shifts in values of ...
  • Suriyakat, Wannaporn; Areepong, Yupaporn; Sukparungsee, Saowanit; Mititelu, Gabriel (International Association of Engineers, 2012)
    ? The Exponentially Weighted Moving Average (EWMA) procedure are used for monitoring and detecting small shifts in the process mean which performs quicker than the Shewhart control chart. Usually, the common assumption ...
  • Petcharat, Kanita; Areepong, Yupaporn; Sukparungsee, Saowanit; Mititelu, Gabriel (Academic Publications, 2012)
    Explicit formulas for the Average Run Length (ARL) of Cumulative Sum (CUSUM) chart are very complicated in regarding the analytical derivation when observations are Long-tailed distributions. The objective of this paper ...
  • Suriyakat, Wannaporn; Areepong, Yupaporn; Sukparungsee, Saowanit; Mititelu, Gabriel (Academic Publications, 2012)
    In this paper, we use Fredholm second kind integral equations method to solve the corresponding Average Run Length (ARL), when the observations of a random process are serially-correlated. We derive explicit expressions ...
  • Sukparungsee, Saowanit; Novikov, Alex (King Mongkut's Institute of Technology, Ladkrabang, Thailand, 2006)
    Using martingale technique wepresent analytic approximation and exact lower bounds for the expectation of the first passage times of an Exponentially Weighted Moving Average (EWMA) procedure used for monitoring changes in ...