Control charts for monitoring processes with autocorrelated data

DOI10.1016/S0362-546X(97)00011-4MaRDI QIDQ4378956zbMATH OpenFDO

Authors Marion R. jun. Reynolds, Chao-Wen Lu

Publication date 16 August 1998

Published in Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0362-546X(97)00011-4

zbMATH Keywords

AR(1)ARMA modelautocorrelationautoregressive processaverage run lengthEWMA chartexponentially weighted moving average control chartsprocess monitoringresidualShewhart chart

Mathematics Subject Classification ID

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

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• scientific article; zbMATH DE number 5233199

Cites work

• An evaluation of forecast-based quality control schemes
• Control Charts in the Presence of Data Correlation
• Effects of autocorrelation on control chart performance
• EVVMA and cusum control charts in the presence of correlation
• Monitoring Processes That Wander Using Integrated Moving Average Models
• On the run length of a Shewhart chart for correlated data
• Performance of CUSUM Control Schemes for Serially Correlated Observations
• Run-Length Distributions of Special-Cause Control Charts for Correlated Processes
• The effect of autocorrelation on the retrospectiveX-chart
• The Effect of Serial Correlation on the Performance of CUSUM Tests

Cited in

(27)

• Control charts based on order-restricted tests
• EWMA control charts for multivariate autocorrelated processes
• Control charts based on fuzzy costs for monitoring short autocorrelated time series
• Geometric Brownian motion-based time series modeling methodology for statistical autocorrelated process control: logarithmic return model
• Variance charts for time series: a comparison study
• Control chart for monitoring autocorrelated process with multiple exogenous inputs
• Control chart for autocorrelated processes with heavy tailed distributions
• Monitoring Processes That Wander Using Integrated Moving Average Models
• Control Charts for the Detection of a Periodic Component
• The effect of Phase I sample size on the run length performance of control charts for autocorrelated data
• Self-starting control chart for simultaneously monitoring process mean and variance
• Monitoring correlated processes with binomial marginals
• One-Class Classification-Based Control Charts for Monitoring Autocorrelated Multivariate Processes
• Monitoring the mean of autocorrelated observations with one generally weighted moving average control chart
• scientific article; zbMATH DE number 1194757 (Why is no real title available?)
• EVVMA and cusum control charts in the presence of correlation
• scientific article; zbMATH DE number 1978889 (Why is no real title available?)
• EWMA Charts for Monitoring the Mean and the Autocovariances of Stationary Gaussian Processes
• Statistical control charts for monitoring the mean of a stationary process
• Robustness to non-normality and autocorrelation of individuals control charts
• A NOTE ON EWMA CHARTS FOR MONITORING MEAN CHANGES IN NORMAL PROCESSES
• Control charts for monitoring correlated counts with a finite range
• scientific article; zbMATH DE number 1917646 (Why is no real title available?)
• Performance of control charts for autoregressive conditional heteroscedastic processes
• Residual responses to change patterns of autocorrelated processes
• Identifying the time of step change in the mean of autocorrelated processes
• One-sided EWMA control charts for auto-correlated process of count data and its performance analysis

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