Control charts for autocorrelated process data
The authors consider the model \(x_{t}=\mu+e_{t}\) \((t=1,2,\ldots,T)\), where \(e_{t}\) is a stationary stochastic process. The marginal distribution of the \(e_{t}\) is \({\mathcal{N}}(0,\sigma_{e}^{2}).\) Thus \(x_{t}\), \(t=1,2,\ldots,T\), are marginally \({\mathcal{N}}(\mu,\sigma_{e}^{2})\) and have a stable autocorrelation structure when the process is under control. Let \(x_{T+1},x_{T+2},\ldots\) be the additional data after the control. The authors use the following model for a shift in the process mean occurring at some unknown change point \(\tau >T\): \[ Ex(t)=\begin{cases} \mu & \text{for} \quad t<\tau \\ \mu+\delta & \text{for} \quad t>\tau. \end{cases} \] The authors give a way to correct this bias. The model where \(e_{t}=\varphi e_{t-1}+a_{t}-\Theta a_{t-1}\) is considered, \(\varphi\) and \(\theta\) being the autoregressive and moving average parameters (\(| \varphi|\),\(| \theta|<1\)), respectively, and \(a(t)\) are i.i.d. \({\mathcal{N}}(0,\sigma_{a}^{2}).\) The authors give two examples of application of the control charts discussed in this paper. For the entire collection see [Zbl 0990.62506].
- A control chart for a general Gaussian process
- MAD control chart for autoregressive models with skew-normal distribution
- Statistical process control for autocorrelated data on grid
- Sequential and non-sequential acceptance sampling plans for autocorrelated processes using ARMA(p,q) models
- Control chart for autocorrelated processes with heavy tailed distributions
- A robust control chart for monitoring the mean of an autocorrelated process
- scientific article; zbMATH DE number 421719 (Why is no real title available?)
- scientific article; zbMATH DE number 5952236 (Why is no real title available?)
- scientific article; zbMATH DE number 51714 (Why is no real title available?)
- Analysis of Autocorrelations in Dynamic Processes
- scientific article; zbMATH DE number 1107636 (Why is no real title available?)
- EWMA control charts for autoregressive processes
- Identifying the time of step change in the mean of autocorrelated processes
- Alternative estimation procedure in SPC when the process data are correlated
- Max-Chart for Autocorrelated Processes
- scientific article; zbMATH DE number 2208374 (Why is no real title available?)
This page was built for publication: Control charts for autocorrelated process data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3843184)
