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Effects of Using Generalized Moving Averages of Stationary Process Data and Their Applications

Published

Author(s)

Nien-Fan Zhang

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

Keywords

Autocorrelation function, invertible process, sampling interval, statistical process control

Citation

Zhang, N. (2008), Effects of Using Generalized Moving Averages of Stationary Process Data and Their Applications, Journal of the American Statistical Association (Accessed April 16, 2024)
Created October 16, 2008