On the run length of a Shewhart chart for correlated data

DOI10.1007/BF02926025zbMath0820.62087MaRDI QIDQ1893386

Wolfgang Schmid

Publication date: 3 July 1995

Published in: Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

autoregressive processescorrelated datastatistical process controlaverage run lengthrun lengthin-controlout-of-controlresidual chartsexact ARLexchangeable normal variablesmodified Shewhart chart

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30)

Related Items (24)

EWMA control charts for detecting changes in the mean of a long-memory process ⋮ EWMA Charts for Detecting a Change-Point in the Drift of a Stochastic Process ⋮ Guest Editorial: Eighty Years of Control Charts ⋮ Properties and Use of the Shewhart Method and Its Followers ⋮ EWMA Control Charts for Monitoring Optimal Portfolio Weights ⋮ EWMA charts for monitoring the mean and the autocovariances of stationary processes ⋮ CUSUM control schemes for Gaussian processes ⋮ A Robust Control Chart for Monitoring the Mean of an Autocorrelated Process ⋮ On control charts for monitoring the variance of a time series ⋮ Sequential monitoring of high‐dimensional time series ⋮ The ARL of modified Shewhart control charts for conditionally heteroskedastic models ⋮ Control charts for high-dimensional time series with estimated in-control parameters ⋮ MAD control chart for autoregressive models with skew-normal distribution ⋮ Ewma charts for multivariate time series ⋮ Control charts for time series ⋮ Control charts for monitoring processes with autocorrelated data ⋮ EVVMA and cusum control charts in the presence of correlation ⋮ Guaranteed conditional ARL performance in the presence of autocorrelation ⋮ MONITORING AUTOCORRELATED PROCESS MEAN AND VARIANCE USING A GWMA CHART BASED ON RESIDUALS ⋮ EWMA Charts for Monitoring the Mean and the Autocovariances of Stationary Gaussian Processes ⋮ Control charts based on fuzzy costs for monitoring short autocorrelated time series ⋮ Misleading Signals in Simultaneous Residual Schemes for the Mean and Variance of a Stationary Process ⋮ The influence of parameter estimation on the ARL of Shewhart type charts for time series ⋮ Surveillance of non-stationary processes

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The multivariate normal distribution
• Time series: theory and methods.
• The effect of autocorrelation on the retrospectiveX-chart
• Performance of CUSUM Control Schemes for Serially Correlated Observations
• The Effect of Serial Correlation on the Performance of CUSUM Tests

This page was built for publication: On the run length of a Shewhart chart for correlated data