Control charts for time series

Nonlinear Analysis, Theory, Methods and Applications

Volumn 30, Issue 7, 1997, Pages 4007-4016

  Kramer, Holger ^a   Schmid, Wolfgang ^a  

^a NONE

Author keywords

Modified control charts; Residual charts; Shewhart charts; Statistical process control; Time series

Indexed keywords

EID: 0042045273     PISSN: 0362546X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0362-546X(97)00278-2     Document Type: Article

References (21)

1. ALWAN, L. C. & ROBERTS, H. V., Time-series modeling for statistical process control, Journal of Business and Economic Statistics, 6(1), 87-95 (1988).
2. Box, G. E. P., JENKINS, G. M. & REINSEL, G. C., Time Series Analysis - Forecasting and Control, Prentice Hall, Englewood Cliffs (1994).
3. BROCKWELL, P. J. & DAVIS, R. A., Time Series: Theory and Methods, Springer, New York (1991).
4. BROOK, D. & EVANS, D. A., An approach to the probability distributions of CUSUM run length, Biometrika, 59, 3, 539-549 (1972).
5. CROWDER, S. V., A simple method for studying run length distributions of EWMA charts, Technometrics, 29(4), 401-407 (1987).
6. FULLER, W. A., Introduction to Statistical Time Series, Wiley, New York (1996).
7. HARRIS, T. J. & ROSS, W. H., Statistical process control procedures for correlated observations, Canadian Journal of Chemical Engineering, 69, 48-57 (1991).
8. KRAMER, H. G. & SCHMID, W., The influence of parameter estimation on the ARL of Shewhart type charts for time series, Technical Report, Europe-University, Frankfurt (Oder), Germany (1996).
9. LU, C.-W. & REYNOLDS JR., M. R., Control charts based on residuals for monitoring autocorrelated processes, Technical Report, Dept. of Statistics, Virginia Polytechnic Institute and State University, Blacksburg (VA) (1995).
10. MONTGOMERY, D. C. & MASTRANGELO, C. M., Some statistical process control methods for autocorrelated data, Journal of Quality Technology, 23(3), 179-204 (1991).
11. PAGE, E. S., Continuous inspection schemes, Biometrika, 41, 100-114 (1954).
12. ROBERTS, S. W., Control chart test based on geometric moving averages, Technometrics, 1(3), 239-250 (1959).
13. RYAN, T. P., Discussion of "Some statistical process control methods for autocorrelated data", Journal of Quality Technology, 23(3), 200-202 (1991).
14. SCHMID, W., On EWMA charts for time series, Frontiers in Statistical Quality Control (to appear) (1994).
15. SCHMID, W., On the run length of a Shewhart chart for correlated data, Statistical Papers, 36, 111-130 (1995).
16. SCHMID, W., CUSUM control schemes for Gaussian processes, Statistical Papers (to appear) (1996).
17. SHEWHART, W. A., Economic Control of Manufactured Product, Van Nostrand, New York (1931).
18. TONG, Y. L., The Multivariate Normal Distribution, Springer, New York (1990).
19. TSENG, S. & ADAMS, B. M., Monitoring autocorrelated processes with an exponentially weighted moving average forecast, Journal of Statist. Comput. Simul., 50, 187-195 (1994).
20. VASILOPOULOS, A. V. & STAMBOULIS, A. P., Modification of control chart limits in the presence of data correlation, Journal of Quality Technology, 10(1), 20-30 (1978).
21. WARDELL, D. G., MOSKOWITZ, H. & PLANTE, R. D., Run-length distributions of special-cause control charts for correlated processes, Technometrics, 36(1), 3-27 (1994).