Control charts for multivariate spatial autoregressive models

DOI10.1007/S10182-016-0276-XMaRDI QIDQ1622097zbMATH OpenOpenAlexFDO

Authors Robert Garthoff, Philipp E. Otto

Publication date 12 November 2018

Published in AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10182-016-0276-x

zbMATH Keywords

multivariate CUSUM chartsmultivariate EWMA chartsspatial autoregressive model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Applications of statistics in engineering and industry; control charts (62P30)

Recommendations

• Proper multivariate conditional autoregressive models for spatial data analysis
• A flexible spatial autoregressive modelling framework for mixed covariates of multiple data types
• Spatial autoregressive conditional heteroskedasticity models
• A spatial rank-based multivariate EWMA control chart
• Multivariate spatial regression models
• Multivariate spatial covariance models: a conditional approach
• THE AUTOREGRESSIVE MOVING AVERAGE MODEL FOR SPATIAL ANALYSIS
• Control charts for multivariate nonlinear time series
• Spatial autoregression and related spatio-temporal models.
• Control chart for multivariate attribute processes

Cites work

• A close look at the spatial structure implied by the CAR and SAR models.
• A generalized method of moments estimator for a spatial model with moving average errors, with application to real estate prices
• A Multivariate Exponentially Weighted Moving Average Control Chart
• Behavior of EWMA type control charts for small smoothing parameters
• CONTINUOUS INSPECTION SCHEMES
• CUSUM charts for monitoring the mean of a multivariate Gaussian process
• Detection of Essential Changes in Spatio-Temporal Processes with Applications to Camera Based Quality Control
• Detection of spatial change points in the mean and covariances of multivariate simultaneous autoregressive models
• Estimation Methods for Models of Spatial Interaction
• Estimation of simultaneous systems of spatially interrelated cross sectional equations.
• Ewma charts for multivariate time series
• scientific article; zbMATH DE number 3753918 (Why is no real title available?)
• scientific article; zbMATH DE number 3513115 (Why is no real title available?)
• Monitoring the cross-covariances of a multivariate time series
• Multivariate cumulative sum control charts based on projection pursuit
• Multivariate CUSUM Quality-Control Procedures
• Multivariate Generalizations of Cumulative Sum Quality-Control Schemes
• ON STATIONARY PROCESSES IN THE PLANE
• Simultaneous Surveillance of Means and Covariances of Spatial Models
• Statistical surveillance of the mean vector and the covariance matrix of nonlinear time series
• Statistics for spatial data
• Surveillance of the covariance matrix of multivariate nonlinear time series

Cited in

(5)

• Detection of spatial change points in the mean and covariances of multivariate simultaneous autoregressive models
• Spatiotemporal procedures for the statistical surveillance of spatial autoregressive models with heavy tails
• Spatial MCUSUM control chart
• Identification of spatial defects in semiconductor manufacturing
• Nonparametric directional variogram estimation in the presence of outlier blocks

This page was built for publication: Control charts for multivariate spatial autoregressive models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1622097)