A SPC procedure for detecting level shifts of autocorrelated processes

Journal of Quality Technology

Volumn 30, Issue 4, 1998, Pages 340-351

  Atienza, O O ^a,b,c,d   Tang, L C ^a,b,d   Ang, B W ^a,b  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

^b Dept of Indust and Syst Eng ^*  (Singapore)

^c AlliedSignal Aerospace   (Singapore)

^d ASQ   (Singapore)

Author keywords

Average Run Length; Control Charts; Outliers; Statistical; Time Series Analysis

Indexed keywords

CORRELATION METHODS; DATA PROCESSING; MATHEMATICAL MODELS; MONITORING; PERFORMANCE; REGRESSION ANALYSIS; STATISTICAL PROCESS CONTROL;

PROCESS MONITORING;

PROCESS CONTROL;

EID: 0032188355     PISSN: 00224065     EISSN: None     Source Type: Journal    
DOI: 10.1080/00224065.1998.11979870     Document Type: Article

References (15)

1. ALWAN, L. C. (1992). "Effects of Autocorrelation on Control Chart Performance". Communications in Statistics - Theory and Methods 21, pp. 1025-1049.
2. ALWAN, L. C. and ROBERTS, H. V. (1988). "Time-Series Modeling for Statistical Process Control". Journal of Business & Economic Statistics 6, pp. 87-95.
3. BALKE, N. S. (1993). "Detecting Level Shifts in Time Series". Journal of Business & Economics Statistics 11, pp. 81-92.
4. BOX, G. E. P. and JENKINS, G. M. (1976). Time Series Analysis, Forecasting and Control. Holden Day, Oakland, CA.
5. BROCKWELL, P. J. and DAVIS, R. A. (1987). Time Series: Theory and Methods. Springer-Verlag, New York, NY.
6. CHANG, I.; TIAO, G.; and CHEN, C. (1988). "Estimation of Time Series Parameters in the Presence of Outliers". Technometrics 30, pp. 193-204.
7. CHEN, C. and LIU, L. M. (1993). "Joint Estimation of Model Parameters and Outlier Effects in Time Series". Journal of the American Statistical Association 88, pp. 284-297.
8. HARRIS, T. J. and ROSS, W. H. (1991). "Statistical Process Control Procedures for Correlated Observations". Canadian Journal of Chemical Engineering 69, pp. 48-57.
9. MONTGOMERY, D. C. (1991). Introduction to Statistical Quality Control, 2nd. ed. John Wiley & Sons, New York, NY.
10. MONTGOMERY, D. C. and FRIEDMAN, D. J. (1989). "Statistical Process Control in Computer Integrated Manufacturing" in Statistical Process Control in Automated Manufacturing edited by J. B. Keats and N. F. Hubele. Marcel Dekker, New York, NY.
11. PANKRATZ, A. (1991). Forecasting with Dynamic Regression Models. John Wiley & Sons, New York, NY.
12. RUNGER, G. C.; WILLEMAIN, T. R.; and PRABHU, S. (1995). "Average Run Lengths for CUSUM Control Charts Applied to Residuals". Communications in Statistics - Theory and Methods 24, pp. 273-282.
13. TSAY, R. S. (1988). "Outliers, Level Shifts, and Variance Changes in Time Series". Journal of Forecasting 7, pp. 1-20.
14. WARDELL, D. G.; MOSKOWITZ, H.; and PLANTE, R. D. (1994a). "Run-Length Distributions of Special-Cause Control Charts for Correlated Processes" (with discussion). Technometrics 36, pp. 3-27.
15. WARDELL, D. G.; MOSKOWITZ, H.; and PLANTE, R. D. (1994b). "Run-Length Distributions of Residual Control Charts for Autocorrelated Processes." Journal of Quality Technology 26, pp. 308-317.