EWMA control charts for autoregressive processes

DOI10.1057/PALGRAVE.JORS.2601140MaRDI QIDQ4658456zbMATH OpenOpenAlexFDO

Authors Anne B. Koehler, Neil B. Marks, Richard T. O'Connell

Publication date 16 March 2005

Published in The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1057/palgrave.jors.2601140

zbMATH Keywords

algorithmic control chartsautoregressive modelEWMA control chartstatistical process control

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30) Production models (90B30)

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Cited in

(19)

• Behavior of EWMA type control charts for small smoothing parameters
• Fast initial response features for EWMA control charts
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• Geometric Brownian motion-based time series modeling methodology for statistical autocorrelated process control: logarithmic return model
• Control chart for monitoring autocorrelated process with multiple exogenous inputs
• Monitoring Processes That Wander Using Integrated Moving Average Models
• scientific article; zbMATH DE number 5952236 (Why is no real title available?)
• Control charts for monitoring processes with autocorrelated data
• EVVMA and cusum control charts in the presence of correlation
• EWMA Charts for Monitoring the Mean and the Autocovariances of Stationary Gaussian Processes
• Statistical process control for monitoring scheduling performance—addressing the problem of correlated data
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• Performance of control charts for autoregressive conditional heteroscedastic processes
• Robust residual control chart for contaminated time series: A solution to the effects of outlier-driven parameter misestimation on the control chart performance
• EWMA and DEWMA repetitive control charts under non-normal processes
• A distribution-free EWMA control chart for monitoring time-between-events-and-amplitude data
• The generally weighted moving average control chart for monitoring the process mean of autocorrelated observations
• EWMA charts for monitoring the mean and the autocovariances of stationary processes
• Asymptotic behavior of the variance of the EWMA statistic for autoregressive processes

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