. The efficiency
Without losing the generality, to investigate the most efficient control chart among the different control charts, we took two different
values of autocorrelation, when θ = ∅=.25 represents weak autocorrelation, and θ = ∅=.9 represents strong autocorrelation.
4.1.1. Weak autocorrelation. From Table V, consider the ARLs of the three models under the different charts design when θ = ∅=.25. To investigate the design with highest ARL0 and lowest ARL1 under every control chart design; Figures 1–3 show the results of comparison that it is difficult to extract from Table V.
The results in Table V and the constructed figures show that each model has a suitable control chart design that is superior to the other models in term of efficiency under a weak autocorrelation. As a result, the most efficient control chart design for AR(1) model is CUSUM chart, which gives the lowest ARL1s, with MA(1) model; EWMA model is the most efficient with respect to the other chart designs. Shewhart chart is the most efficient chart design for ARMA(1,1) model.
4.1.2. Strong autocorrelation. Considering the case when θ = ∅=.9 in Table V, we obtain the ARLs of the three models under the three control chart designs. To investigate the design with highest ARL0 and lowest ARL1 for every model, Figures 4–6 show the results of comparison.
The results in Table V and the related figures show that each model has its suitable control chart design that is superior to the other models in term of efficiency under the existence of a strong autocorrelation. Therefore, the most efficient control chart design for AR