scientific article; zbMATH DE number 1107636

MaRDI QIDQ4373573zbMATH OpenFDO

Authors J. Iwersen

Publication date 21 September 1999

zbMATH Keywords

AR(1)-modelautocorrelated processMAR(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)

Review text

In this paper, a method to monitor an autocorrelated process is discussed, for the univariate as well as the multivariate case. The method was introduced by the author [Statistical control charts: Performance of Shewhart and CUSUM charts. Ph.D. Thesis No. 63, Inst. Math. Stat. Oper. Res., Tech. Univ. Denmark (1992)]. The method extends the methods suggested by \textit{L. C. Alwan} and \textit{H. V. Roberts} [J. Bus. Econ. Stat. 6, No. 1, 87-95 (1988)] and \textit{D. C. Montgomery} and \textit{C. M. Mastrangelo} [J. Qual. Technol. 23, No. 3, 179-204 (1991)] in accounting for measurement error. The method builds on the well-known Kalman-filtering technique and standard control charts. We only consider observations from normal processes. In a case study where the distribution of process output from a filling head is being monitored, an AR(1)-model is considered. A MAR(1)-model is considered in a case study, where the distribution of process output from two filling heads on the same filling machine are being monitored simultaneously. Finally the extension to general models in the (M)ARIMA-class is indicated. For the entire collection see [Zbl 0867.00026].

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Cited in

(11)

• Multivariate statistical control for autocorrelated variables
• scientific article; zbMATH DE number 421719 (Why is no real title available?)
• Monitoring correlated processes with binomial marginals
• Applying State Space to SPC: Monitoring Multivariate Time Series
• Control charts for autocorrelated process data
• Effects of correlation on fraction non-conforming statistical process control procedures
• Analysis of Autocorrelations in Dynamic Processes
• SPC for short-run multivariate autocorrelated processes
• Parameter estimation in first-order autoregressive model for statistical process monitoring in the presence of data autocorrelation
• Alternative estimation procedure in SPC when the process data are correlated
• An adaptive control scheme for monitoring serially correlated process data

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