Max-Chart for Autocorrelated Processes

Thaga K., Kgosi P. M. and Gabaitiri L.
Additional contact information
Thaga K.: Department of Statistics, University of Botswana, Private Bag UB00705 Gaborone, Botswana
Kgosi P. M.: Department of Statistics, University of Botswana, Private Bag UB00705 Gaborone, Botswana
Gabaitiri L.: Department of Statistics, University of Botswana, Private Bag UB00705 Gaborone, Botswana

Stochastics and Quality Control, 2007, vol. 22, issue 1, 87-105

Abstract: Statistical process control procedures are usually implemented under the assumption that the observations from a process are independent over time. However, this assumption is often violated. Therefore, we propose a single Shewhart-type control chart for autocorrelated process by fitting a time series model into the process and monitoring the residuals from the forecast values of a fitted time series model. Numerical results illustrate the ARL of the AR(1) plus random error model, for the cases of step changes in the mean and/or standard deviation. Compared to other charts that monitor autocorrelated processes, this chart quickly detects shifts in the process location and spread particularly for large shifts.

Date: 2007
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://doi.org/10.1515/EQC.2007.87 (text/html)
For access to full text, subscription to the journal or payment for the individual article is required.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bpj:ecqcon:v:22:y:2007:i:1:p:87-105:n:10

Ordering information: This journal article can be ordered from
https://www.degruyter.com/journal/key/eqc/html

DOI: 10.1515/EQC.2007.87

Access Statistics for this article

Stochastics and Quality Control is currently edited by George P. Yanev

More articles in Stochastics and Quality Control from De Gruyter
Bibliographic data for series maintained by Peter Golla ().