Monitoring Processes That Wander Using Integrated Moving Average Models

DOI10.2307/1270407zbMath0871.62087OpenAlexW2126515060MaRDI QIDQ3125464

Scott Vander Wiel

Publication date: 6 October 1997

Published in: Technometrics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/75b1127b22d27da1f25143d8ccf024aa0f25d5cf

zbMATH Keywords

time seriesautocorrelationcontrol chartsaverage run lengthscumulative sumsexponentially weighted moving averageslikelihood ratio schememonitoring schemesShewhart individuals charts

Mathematics Subject Classification ID

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

Related Items (20)

A minimum asymptotic mean squared error controller for an IMA(1,1) noise process with a starting offset, and its resetting design ⋮ Economic design of an integrated process control procedure with repeated adjustments and EWMA monitoring ⋮ Detection of changes in a random financial sequence with a stable distribution ⋮ Sequentially Updated Residuals and Detection of Stationary Errors in Polynomial Regression Models ⋮ Sequential Estimation and Control of Time-Varying Unit Root Processes with an Application to S&P Stock Price ⋮ Double sampling control chart for a first order autoregressive process ⋮ Control charts for monitoring processes with autocorrelated data ⋮ EVVMA and cusum control charts in the presence of correlation ⋮ A framework of irregularity enlightenment for data pre-processing in data mining ⋮ Robustness of measures of common cause sigma in presence of data correlation ⋮ Online process mean estimation using L₁ norm exponential smoothing ⋮ Shewhart’s Idea of Predictability and Modern Statistics ⋮ An algorithm for the properties of the integrated process control with bounded adjustments and EWMA monitoring ⋮ Linear filter model representations for integrated process control with repeated adjustments and monitoring ⋮ Evaluation of Recursive Detection Methods for Turning Points in Financial Time Series ⋮ A Simple Method Using CuScore to Monitor Changes in ARMA Coefficients ⋮ The influence of parameter estimation on the ARL of Shewhart type charts for time series ⋮ A control chart for a general Gaussian process ⋮ An Economic Design of the Bounded Reset Chart Using the Integral Controller for Batch-Oriented Processes ⋮ Big Data? Statistical Process Control Can Help!

This page was built for publication: Monitoring Processes That Wander Using Integrated Moving Average Models