Monitoring Variability and Analyzing Multivariate Autocorrelated Processes

DOI10.1080/02664760701231849MaRDI QIDQ3604106zbMATH OpenOpenAlexFDO

Authors Jeffrey Jarrett, Xia Pan

Publication date 24 February 2009

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664760701231849

zbMATH Keywords

diagnosing types of parameter shiftquality control for multivariate and serially correlated processesSPCVARvariability shiftvector autoregressive residuals

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30)

Recommendations

• Multivariate Process Variability Monitoring
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• Monitoring Variation in a Multivariate Process When the Dimension is Large Relative to the Sample Size
• Monitoring multivariate time series
• Monitoring the cross-covariances of a multivariate time series

Cites work

• A Multivariate Exponentially Weighted Moving Average Control Chart
• Applying State Space to SPC: Monitoring Multivariate Time Series
• Monitoring the cross-covariances of a multivariate time series
• Multivariate quality control
• Multivariate Quality Control Chart for Autocorrelated Processes
• Multivariate statistical process control—recent results and directions for future research
• On SPC for Short Run Autocorrelated Data
• Run-Length Distributions of Special-Cause Control Charts for Correlated Processes
• The Multivariate Portmanteau Statistic

Cited in

(15)

• The quality control chart for monitoring multivariate autocorrelated processes
• Dynamic VAR model-based control charts for batch process monitoring
• Statistical Monitoring of Autocorrelated Simple Linear Profiles Based on Principal Components Analysis
• A multivariate process variability monitoring based on individual observations
• Monitoring the process variability using STATIS
• Multivariate statistical process control for autocorrelated processes
• Multivariate Process Variability Monitoring
• Multivariate Quality Control Chart for Autocorrelated Processes
• Residual-based T^2 control chart for monitoring multivariate auto-correlated processes
• On the run length of a state-space control chart for multivariate autocorrelated data
• A new proposal to solve the autocorrelation problem for monitoring processes in the cutlery industry
• Distinguishing between mean, variance and autocorrelation changes in statistical quality control
• Simultaneous monitoring of mean vector and covariance matrix of multivariate simple linear profiles in the presence of within profile autocorrelation
• An adaptive variable-parameters scheme for the simultaneous monitoring of the mean and variability of an autocorrelated multivariate normal process
• An adaptive max-type multivariate control chart by considering measurement errors and autocorrelation

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