Robust residual control chart for contaminated time series: A solution to the effects of outlier-driven parameter misestimation on the control chart performance

DOI10.1080/03610926.2020.1736303MaRDI QIDQ5079173zbMATH OpenOpenAlexFDO

Authors Nima Shariati

Publication date 25 May 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1080/03610926.2020.1736303

zbMATH Keywords

mean shift detectionoutlier contaminatedoutlier detectionresidual control chartrobust control charttime series

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A comparison of robust alternatives to Hotelling's \(T^2\) control chart
• A robust R control chart based on a two-step estimator of the process dispersion
• A synthetic control chart based on Cornish-Fisher expansions
• Control charts for time series
• EWMA control charts for autoregressive processes
• High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
• scientific article; zbMATH DE number 3395249 (Why is no real title available?)
• Parameter estimation of autoregressive models using the iteratively robust filtered fast- method
• Robust Estimation of the First-Order Autoregressive Parameter
• Robust Estimation of the Process Standard Deviation for Control Charts
• Robust forecasting with exponential and Holt-Winters smoothing
• Robust Statistics
• Run-Length Distributions of Special-Cause Control Charts for Correlated Processes
• Statistical Size Distributions in Economics and Actuarial Sciences

Cited in

(1)

• Robust design of ARMA and ACC charts for imperfect and autocorrelated processes under uncertainty

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