Surveillance of non-stationary processes
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Publication:2324325
DOI10.1007/s10182-018-00330-4zbMath1427.62141MaRDI QIDQ2324325
Wolfgang Schmid, Taras Lazariv
Publication date: 11 September 2019
Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10182-018-00330-4
time series; state-space model; statistical process control; control chart; change-point detection; multivariate state-space model
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P30: Applications of statistics in engineering and industry; control charts
62L10: Sequential statistical analysis