Applying fast initial response features on GWMA control charts for monitoring autocorrelation data

Shin-Li Lu

Communications in Statistics - Theory and Methods, 2016, vol. 45, issue 11, 3344-3356

Abstract: A generally weighted moving average (GWMA) control chart with fast initial response (FIR) features is addressed to monitor an autoregressive process mean shift. Numerical simulations based on average run length (ARL) show that the GWMA control chart with additional FIR feature requires less time to detect small or moderate shifts than GWMA control chart at low level of autocorrelation; whereas these two control charts perform similarly at high level of autocorrelation. Regardless of any level of autocorrelation, GWMA control charts provided with additional FIR feature have a good performance in detecting large shifts during the initial stage.

Date: 2016
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DOI: 10.1080/03610926.2014.904348

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