Control charts for monitoring processes with autocorrelated data

DOI10.1016/S0362-546X(97)00011-4zbMATH Open0892.62075MaRDI QIDQ4378956FDOQ4378956

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)

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scientific article; zbMATH DE number 5233199

zbMATH Keywords

autocorrelation residual average run length ARMA model autoregressive process process monitoring exponentially weighted moving average control charts AR(1)Shewhart chart EWMA 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)

Cites Work

The Effect of Serial Correlation on the Performance of CUSUM Tests
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
EVVMA and cusum control charts in the presence of correlation
Monitoring Processes That Wander Using Integrated Moving Average Models
Effects of autocorrelation on control chart performance
Control Charts in the Presence of Data Correlation
The effect of autocorrelation on the retrospectiveX-chart
An evaluation of forecast-based quality control schemes

Cited In (23)

Title not available (Why is that?)
The effect of Phase I sample size on the run length performance of control charts for autocorrelated data
EWMA Charts for Monitoring the Mean and the Autocovariances of Stationary Gaussian Processes
Monitoring the mean of autocorrelated observations with one generally weighted moving average control chart
Monitoring correlated processes with binomial marginals
Performance of control charts for autoregressive conditional heteroscedastic processes
Control charts for monitoring correlated counts with a finite range
Title not available (Why is that?)
Control chart for autocorrelated processes with heavy tailed distributions
EWMA control charts for multivariate autocorrelated processes
Identifying the time of step change in the mean of autocorrelated processes
Title not available (Why is that?)
One-sided EWMA control charts for auto-correlated process of count data and its performance analysis
Robustness to non-normality and autocorrelation of individuals control charts
Self-starting control chart for simultaneously monitoring process mean and variance
Statistical control charts for monitoring the mean of a stationary process
Control chart for monitoring autocorrelated process with multiple exogenous inputs
Residual responses to change patterns of autocorrelated processes
One-Class Classification-Based Control Charts for Monitoring Autocorrelated Multivariate Processes
Geometric Brownian motion-based time series modeling methodology for statistical autocorrelated process control: logarithmic return model
A NOTE ON EWMA CHARTS FOR MONITORING MEAN CHANGES IN NORMAL PROCESSES
Variance charts for time series: a comparison study
Control charts based on fuzzy costs for monitoring short autocorrelated time series

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