Detecting changes in autoregressive processes with X̄ and EWMA charts

IIE Transactions (Institute of Industrial Engineers)

Volumn 32, Issue 12, 2000, Pages 1103-1113

  English, John R ^a   Lee, Sen Chin ^b   Martin, Terry W ^a   Tilmon, Chuck ^c  

^a 3202 Bell Engineering Center   (United States)

^b STMICROELECTRONICS   (Singapore)

^c JB Hunt Logistics   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; CORRELATION METHODS; MATHEMATICAL MODELS; PROBABILITY; QUALITY CONTROL; RANDOM PROCESSES; REGRESSION ANALYSIS; TIME SERIES ANALYSIS;

AVERAGE RUN LENGTH; CONTROL CHARTS; EXPONENTIALLY WEIGHTED MOVING AVERAGE;

STATISTICAL PROCESS CONTROL;

EID: 0034553980     PISSN: 0740817X     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1007623715556     Document Type: Article

References (33)

1. Woodall, W.H. and Faltin, F.W. (1993) Auto-correlated data and SPC. ASQC Statistics Division Newsletter, 13, 18-21.
2. Alwan, L.C. and Roberts, H.V. (1988) Time series modeling for statistical process control. Journal of Business and Economic Statistics, 6, 87-95.
3. English, J.R., Krishnamurthi, M. and Sastri, T. (1991) Quality monitoring of continuous flow processes. Computers in Industrial Engineering, 20, 251-266.
4. English, J.R. (1994) Fixed control limits for continuous flow processes. IEEE Transactions on Engineering Management, 41, 310-314.
5. Wardell, D.G., Moskowitz, H. and Plante, R.D. (1992) Control charts in the presence of data correlation. Management Science, 38, 1084-1105.
6. Maragah, H.D. and Woodall, W.H. (1992) The effect of autocorrelation on the retrospective X-Chart. Journal of Statistical Computation and Simulation, 40, 29-42.
7. Yashchin, E. (1993) Performance CUSUM control schemes for serially correlated observations. Technometrics, 35, 37-52.
8. Ermer, D.S. (1980) A control chart for dependent data. ASQC Technical Conference Transactions, 121-128.
9. Harris, T.J. and Ross, W.H. (1991) Statistical process control procedures for correlated observations. The Canadian Journal of Chemical Engineering, 69, 48-57.
10. Notohardjono, B.D. and Ermer, D.S. (1986) Time series control charts for correlated and contaminated data. Journal of Engineering for Industry, 108, 219-226.
11. Yourstone, S.A. and Montgomery, D.C. (1989) A time-series approach to discrete real-time process quality control. Quality and Reliability Engineering International, 5, 305-317.
12. Wardell, D.G., Moskowitz, H. and Plante, R.D. (1994) Run-length distributions of special-cause control charts for correlated processes. Technometrics, 36, 3-17.
13. Alwan, L.C. and Radson, D. (1992) Time series investigation of subsample mean charts. IIE Transactions, 24, 66-80.
14. Rigdon, E.R., Cruthis, E.N. and Champ, C.W. (1994) Design strategies for individuals and moving range control charts. Journal of Quality Technology, 26, 274-287.
15. Alwan, L.C. (1991-92) Autocorrelation: fixed verses variable control limits. Quality Engineering, 4, 167-188.
16. Montgomery, D.C. and Mastrangelo, C.M. (1991) Some statistical process control methods for autocorrelated data. Journal of Quality Technology, 23, 179-193.
17. Bagshaw, M. and Johnson, R. (1977) Sequential procedures for detecting parameter changes in a time-series model. Journal of the American Statistical Association, 72, 593-597.
18. Box, G.E.P. and Ramirez, J. (1992) Cumulative score charts. Quality and Reliability Engineering International, 8, 17-27.
19. Superville, C. and Adams, B.M. (1994) An evaluation of forecastbased quality control schemes. Communications in Statistics - Computation and Simulation, 23, 645-661.
20. Lin, W. and Adams, B.M. (1996) Combined control charts for forecast-based monitoring schemes. Journal of Quality Technology, 28, 289-301.
21. 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, 273-285.
22. Tseng, S. and Adams, B.M. (1994) Monitoring autocorrelated processes with an exponentially weighted moving average forecast. Journal of Statistical Computation and Simulation, 50, 187-195.
23. Hu, S.J. and Roan, C. (1996). Change patterns of time series-based control charts. Journal of Quality Technology, 28, 302-312.
24. Alwan, L.C. (1992) Effects of autocorrelation on control chart performance. Communications in Statistics - Theory and Methods, 24, 1025-1049.
25. Alwan, L.C. and Radson, D. (1993) Subsampling and autocorrelation, in Proceedings of the 2nd Industrial Engineering Research Conference, Mitta, D.A., Burke, L.I., English, J.R., Gallimore, J., Klutke, G.A. and Tonkay, G.L. (eds) IIE, Norcross, GA. pp. 596-600.
26. MacGregor, J.F. (1988) On-line statistical process control. Chemical Engineering Progress, 84, 21-31.
27. Wardell, D.G., Moskowitz, H. and Plante, R.D. (1994) Run length distributions of residual control charts for autocorrelated processes. Journal of Quality Technology, 26, 308-316.
28. Box, G.E.P., Jenkins, G.M. and Reinsel, G.C. (1994) Time Series Analysis, Forecasting, and Control, 3rd edn, Prentice Hall, Englewood Cliffs, NJ.
29. Montgomery, D.C. (1996) Introduction to Statistical Quality Control, 3rd edn., John Wiley & Sons, New York.
30. Montgomery, D.C. and Runger, G.C. (1994) Applied Statistics and Probability for Engineers, John Wiley & Sons, New York.
31. Lucas, J.M. and Saccucci, M.S. (1990) Exponentially weighted moving average control schemes: properties and enhancements. Technometrics, 32, 1-12.
32. Hunter, J.S. (1986) The exponentially weighted moving average. Journal of Quality Technology, 18, 205-210.
33. Ng, C.H. and Case, K.E. (1989) Development and evaluation of control charts using exponentially weighted moving averages. Journal of Quality Technology, 21, 242-250.