The effect of the autocorrelation on the performance of the T^2 chart

DOI10.1016/J.EJOR.2015.05.077MaRDI QIDQ319950zbMATHOpenAlexFDO

Authors Roberto Campos Leoni, Antonio Fernando Branco Costa, Marcela Aparecida Guerreiro Machado

Publication date 6 October 2016

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ejor.2015.05.077

zbMATH Keywords

statistical process controlquality controlhotelling \(T^2\) chartVAR (1) model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30) Measures of association (correlation, canonical correlation, etc.) (62H20) Graphical methods in statistics (62A09)

Recommendations

• Multivariate Quality Control Chart for Autocorrelated Processes
• The quality control chart for monitoring multivariate autocorrelated processes
• Residual-based \(T^2\) control chart for monitoring multivariate auto-correlated processes
• scientific article; zbMATH DE number 1240623
• The moving-range chart and autocorrelated processes

Cites work

• scientific article; zbMATH DE number 2199188 (Why is no real title available?)
• A class of Markov chain models for average run length computations for autocorrelated processes
• A new sampling strategy to reduce the effect of autocorrelation on a control chart
• Adaptive sampling enhancement for Hotelling's \(T^{2}\) charts
• Economic and economic-statistical design of a chi-square chart for CBM
• Effect of measurement error and autocorrelation on the \(X^-\) chart
• Hotelling's \(T^{2}\) charts with variable sample size and control limit
• Multivariate Quality Control Chart for Autocorrelated Processes
• Multivariate control charts based on the James-Stein estimator
• Multivariate statistical quality control using R.
• Shift detection and source identification in multivariate autocorrelated processes
• Statistical quality control. A modern introduction

Cited in

(8)

• Some robust approaches based on copula for monitoring bivariate processes and component-wise assessment
• The new synthetic and runs-rules schemes to monitor the process mean of autocorrelated observations with measurement errors
• Shewhart-type monitoring schemes with supplementary w-of-w runs-rules to monitor the mean of autocorrelated samples
• A control chart to monitor the process mean based on inspecting attributes using control limits of the traditional X-bar chart
• The effect of autocorrelation on the diagnostic procedures
• Run-sum control charts for monitoring the coefficient of variation
• Geometric Brownian motion-based time series modeling methodology for statistical autocorrelated process control: logarithmic return model
• Optimizing joint location-scale monitoring -- an adaptive distribution-free approach with minimal loss of information

This page was built for publication: The effect of the autocorrelation on the performance of the \(T^2\) chart

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q319950)