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Performance comparison of bivariate Copulas on the CUSUM and Ewma Control charts

Researcher

เครือข่ายคณะผู้วิจัย


เครือข่ายนักวิจัย+ผลงานวิจัย (full screen)

Abstract

This article proposes the comparison of Control charts for bivariate Copulas when observations are exponential distribution. The Monte CARLo simulation was used to investigate the value of Average Run Length (ARL) for in- control and out-of-control process. The dependence of random variables were used and measured by Kendall's tau in each Copula. The simulation results show that performance of Mcusum control chart was similar to MEWMA control chart for almost all shifts.

MEWMA control chart (2 items found) | Control charts (23 items found) | Copula (37 items found) | Mcusum (1 items found) | MEWMA (3 items found) | ARL (30 items found) | Monte carlo simulationFlowcharting | Exponential distributions | Performance comparison | Average run lengths | Ewma control charts | Intelligent systems | Monte Carlo methods | Microcontrollers | control systems | Robustness |

ต้นฉบับข้อมูล : scopus