Sequential and non-sequential acceptance sampling plans for autocorrelated processes using ARMA(p,q) models (Q2430225)

Quality control acceptance plans are considered for processes with quality characteristics \(x_t\) modeled by \(x_t=\mu+z_t\), where \(z_t\) is a stationary Gaussian ARMA(p,q) process with known parameters and \(\mu\) is an unknown parameter to be monitored. An acceptance plan based on the sample mean is described for the non-sequential case. A sequential plan is proposed based on the sequential probability ratio test. The AR(1), MA(1), MA(2) and ARMA(1,1) cases are discussed in detail. The performance of sequential and non-sequential planes are compared in numerical examples.