Zhang, N.
(2008),
Effects of Using Generalized Moving Averages of Stationary Process Data and Their Applications, Journal of the American Statistical Association
(Accessed April 25, 2024)
Official websites use .gov
A .gov website belongs to an official government organization in the United States.
Secure .gov websites use HTTPS
A lock (
) or https:// means you’ve safely connected to the .gov website. Share sensitive information only on official, secure websites.
Effects of Using Generalized Moving Averages of Stationary Process Data and Their Applications
Published
Author(s)
Abstract
Due to the high frequency sampling of on-line data acquisition systems, most of the on-line data are auto correlated. The autocorrelation of the process data has impacts on the applications of statistical analysis methodologies since the assumption of uncorrelated observations will not be valid. The effect of the autocorrelation can be reduced by some data treatment mechanism such as using large sampling intervals. However, this approach discards the intermediate data and thus increases the possibility of missing important events in the process. In this article, the effects of using generalized moving averages can be calculated. The applications of these results can be found in process control in various industries.Citation
Journal of the American Statistical Association
Pub Type
Journals
Keywords
Autocorrelation function, invertible process, sampling interval, statistical process control
Citation
Created October 16, 2008