A note on moving average forecasts of long memory processes with an application to quality control

International Journal of Forecasting

Volumn 18, Issue 2, 2002, Pages 291-297

  Ramjee, Radhika ^a   Crato, Nuno ^b   Ray, Bonnie K ^c  

^a Raritan Valley College   (United States)

^b ISEG LISBON SCHOOL OF ECONOMICS AND MANAGEMENT   (Portugal)

^c IBM T J WATSON RESEARCH CENTER   (United States)

Author keywords

Autocorrelation; Control charts; Long range dependence; Time series

Indexed keywords

EID: 0036203786     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0169-2070(01)00159-5     Document Type: Article

References (10)

1. Statistics for long memory processes
2. Prediction by exponentially weighted moving averages and related methods
3. Design of exponentially weighted moving average schemes
4. Tests for Hurst effect
5. Exponentially weighted moving average and control schemes: Properties and enhancements
6. Some statistical process control methods for autocorrelated data
7. Monitoring processes that wander using integrated moving average models
8. Control charts in the presence of data correlation
9. Run length distributions of special-cause control charts for correlated processes