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Statistical Process Monitoring

ARL (|i *4)    ARL (n =2)    ARL (ji >0.5)

Figurę 6. ARLs for EWMA charts when an IMA(X) process experiences a step shift of p (innovation) standard deviations—p increases down the columns; X increases across the rows. The top, middle, and bottom curves in each panel correspond EWMAs with ARL„ values of 500, 250, and 100 respectively. To

choose a value for y, use the column with X closest to the estimated value and focus on the curves corresponding to the desired ARL₀. Sometimes it will be

necessary to sacrifice ARL performance for one value of p to get better performance at another value.