A simulation study and evaluation of multivariate forecast based control charts applied to ARMA processes

DOI10.1080/0094965031000062168zbMath1042.62089OpenAlexW2011573246MaRDI QIDQ4469066

Michael D. Conerly, B. Michael Adams, John N. Dyer

Publication date: 14 June 2004

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/0094965031000062168

zbMATH Keywords

tablesautocorrelationstatistical process controlBox-JenkinsMEWMA

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics in engineering and industry; control charts (62P30) Probabilistic models, generic numerical methods in probability and statistics (65C20)

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Artificial neural networks in applying MCUSUM residuals charts for AR(1) processes ⋮ Evaluating the precision of bivariate attribute measurements ⋮ A new proposal to solve the autocorrelation problem for monitoring processes in the cutlery industry ⋮ One-Class Classification-Based Control Charts for Monitoring Autocorrelated Multivariate Processes ⋮ On the Run Length of a State-Space Control Chart for Multivariate Autocorrelated Data

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