scientific article; zbMATH DE number 946617

MaRDI QIDQ4715541zbMATH OpenFDO

Authors Monica Dumitrescu

Publication date 23 April 1997

zbMATH Keywords

control chartsAR(1) processesdisturbancesMCEWMA chartmoving centerline exponentially weighted moving average

Mathematics Subject Classification ID

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

Recommendations

• An analytical approach to EWMA control chart for AR(1) process observations with exponential white noise
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• Performance of control charts for autoregressive conditional heteroscedastic processes
• A simulation study and evaluation of multivariate forecast based control charts applied to ARMA processes
• Robust control charts for the mean of a locally linear time series
• Robust Estimation of the Process Standard Deviation for Control Charts

Cited in

(2)

• On ARL-Unbiased Control Charts
• A simulation study and evaluation of multivariate forecast based control charts applied to ARMA processes

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