Time series analysis of process data

DOI10.1504/IJOR.2007.012851MaRDI QIDQ2474678zbMATH OpenOpenAlexFDO

Authors J. Mahaney, D. L. Baker, James H. Hamburg, David Booth

Publication date 6 March 2008

Published in International Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1504/ijor.2007.012851

zbMATH Keywords

ARMA(1,1)control chartingJEjoint estimation analysisoil concentration dataoutlier detectionsheet-like process dataSPCstatistical process controltime series

Mathematics Subject Classification ID

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

Review text

Summary: Statistical Process Control (SPC) is an integral component of almost every industrial process, and proper outlier (i.e., out of control) detection is crucial if processes are to remain in statistical control. The goal of this research is to determine whether a simple model may be useful as an approximation to a more exact and thus more difficult model; and still provide sufficient accuracy in outlier detection. We test an ARMA\((1,1)\) model with the \textit{C. Chen} and \textit{C.-M. Liu} [J. Am. Stat. Assoc. 88, No. 421, 284--297 (1993)] joint estimation (JE) outlier detection algorithm with different sets of process data. We find that this approach is quite useful, especially for practitioners.

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Cited in

(3)

• Detecting outliers for complex nonlinear systems with dynamic ensemble learning
• SPC of processes with predicted data: application of the data mining methodology
• Outlier detection for control process data based on wavelet-HMM methods

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