Applying State Space to SPC: Monitoring Multivariate Time Series

DOI10.1080/02664760410001681701zbMath1121.62460OpenAlexW2084500408MaRDI QIDQ3591907

Xia Pan, Jeffrey Jarrett

Publication date: 11 September 2007

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664760410001681701

zbMATH Keywords

multivariate time seriesstate-spaceSPCquality control chartsAoki's approach

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (8)

Heterogeneous recurrence monitoring and control of nonlinear stochastic processes ⋮ A new proposal to solve the autocorrelation problem for monitoring processes in the cutlery industry ⋮ SPC for short-run multivariate autocorrelated processes ⋮ Some statistical aspects of methods for detection of turning points in business cycles ⋮ Monitoring Variability and Analyzing Multivariate Autocorrelated Processes ⋮ Real-time covariance estimation for the local level model ⋮ On the Run Length of a State-Space Control Chart for Multivariate Autocorrelated Data ⋮ Bayesian sequential update for monitoring and control of high-dimensional processes

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