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Comparisons of Control Charts for Autocorrelated Data

Published

Author(s)

Nien F. Zhang

Abstract

Recently, statistical process control (SPC) methodolgies have been developed to accommodate autocorrelated data. A primary method to deal with autocorrelated data is the use of residual charts. Although this methodology has the advantage that it can be applied to any autocorrelated data, it needs modeling effort in practice. In addition, for a residual X chart, sometimes the detection capability is small comparing to the X chart and EWMA chart. Zhang (1998) proposed EWMAST chart, which is constructed by charting the EWMA statistic for stationary processes to monitor the process mean. The chart was also proposed by Schmid and Schone (1997). The performance among the EWMAST chart, the X chart, the X residual chart and other charts were compared in Zhang (1998). In this paper, I will compare the EWMAST chart with the residual CUSUM chart and residual EWMA chart as well as the X chart via the average run length.
Citation
Journal of the American Statistical Association

Keywords

average run length, exponentially weighted moving average, process mean shift, statistical process control

Citation

Zhang, N. (1999), Comparisons of Control Charts for Autocorrelated Data, Journal of the American Statistical Association (Accessed April 19, 2024)
Created January 1, 1999, Updated February 17, 2017