Time Series Control Charts in the Presence of Model Uncertainty

[+] Author and Article Information
Daniel W. Apley

Department of Industrial Engineering, Texas A&M University, College Station, TX 77843-3131e-mail: apley@tamu.edu

J. Manuf. Sci. Eng 124(4), 891-898 (Oct 23, 2002) (8 pages) doi:10.1115/1.1510520 History: Received September 01, 2000; Revised January 01, 2002; Online October 23, 2002
Copyright © 2002 by ASME
Your Session has timed out. Please sign back in to continue.


Montgomery,  D. C., and Woodall,  W. H., 1997, “A Discussion on Statistically-Based Process Monitoring and Control,” J. Quality Tech. 29(2), pp. 121–162.
Johnson,  R. A., and Bagshaw,  M., 1974, “The Effect of Serial Correlation on the Performance of CUSUM tests,” Technometrics, 16(1), pp. 103–112.
Vasilopoulos,  A. V., and Stamboulis,  A. P., 1978, “Modification of Control Chart Limits in the Presence of Data Correlation,” J. Quality Tech., 10(1), pp. 20–30.
Lu,  C. W., and Reynolds,  M. R., 1999, “EWMA Control Charts for Monitoring the Mean of Autocorrelated Processes,” J. Quality Tech., 31(2), pp. 166–188.
Alwan,  L. C., and Roberts,  H. V., 1988, “Time-Series Modeling for Statistical Process Control,” Journal of Business and Economic Statistics, 6(1), pp. 87–95.
Apley,  D. W., and Shi,  J., 1999, “The GLRT for Statistical Process Control of Autocorrelated Processes,” IIE Transactions, 31(12), pp. 1123–1134.
Berthouex,  P. M., Hunter,  W. G., and Pallesen,  L., 1978, “Monitoring Sewage Treatment Plants: Some Quality Control Aspects,” J. Quality Tech., 10, pp. 139–149.
Dooley,  K. J., and Kapoor,  S. G., 1990, “An Enhanced Quality Evaluation System for Continuous Manufacturing Processes,” Parts 1 and 2, ASME J. Eng. Ind., 112, pp. 57–68.
Dooley,  K. J., Kapoor,  S. G., Dessouky,  M. I., and DeVor,  R. E., 1986, “An Integrated Quality Systems Approach to Quality and Productivity Improvement in Continuous Manufacturing Processes,” ASME J. Eng. Ind., 108, pp. 322–327.
English,  J. R., Krishnamurthi,  M., and Sastri,  T., 1991, “Quality Monitoring of Continuous Flow Processes,” Computers and Industrial Engineering, 20(2), pp. 251–260.
Lin,  W. S., and Adams,  B. M., 1996, “Combined Control Charts for Forecast-Based Monitoring Schemes,” J. Quality Tech., 28(3), pp. 289–301.
Montgomery,  D. C., and Mastrangelo,  C. M., 1991, “Some Statistical Process Control Methods for Autocorrelated Data,” J. Quality Tech., 23(3), pp. 179–193.
Notohardjono,  B. D., and Ermer,  D. S., 1986, “Time Series Control Charts for Correlated and Contaminated Data,” ASME J. Eng. Ind., 108, pp. 219–226.
Runger,  G. C., Willemain,  T. R., and Prabhu,  S., 1995, “Average Run Lengths for Cusum Control Charts Applied to Residuals,” Commun. Stat: Theory Meth., 24(1), pp. 273–282.
Superville,  C. R., and Adams,  B. M., 1994, “An Evaluation of Forecast-Based Quality Control Schemes,” Commun. Stat: Sim. Comp, 23(3), pp. 645–661.
Vander Wiel,  S. A., 1996, “Monitoring Processes That Wander Using Integrated Moving Average Models,” Technometrics, 38(2), pp. 139–151.
Wardell,  D. G., Moskowitz,  H., and Plante,  R. D., 1994, “Run-Length Distributions of Special-Cause Control Charts for Correlated Processes,” Technometrics, 36(1), pp. 3–17.
Adams,  B. M., and Tseng,  I. T., 1998, “Robustness of Forecast-Based Monitoring Schemes,” J. Quality Tech., 30(4), pp. 328–339.
Montgomery, D. C., 1996, Introduction to Statistical Quality Control, 3rd ed., Wiley, New York.
Lucas,  J. M., and Saccucci,  M. S., 1990, “Exponentially Weighted Moving Average Control Schemes: Properties and Enhancements,” Technometrics, 32(1), pp. 1–12.
Box, G., Jenkins, G., and Reinsel, G., 1994, Time Series Analysis, Forecasting, and Control, 3rd ed., Prentice-Hall, Englewood Cliffs, NJ.
Hu,  S. J., and Roan,  C., 1996, “Change Patterns of Time Series-Based Control Charts,” J. Quality Tech., 28(3), pp. 302–312.
Zhang,  N. F., 1998, “A Statistical Control Chart for Stationary Process Data,” Technometrics, 40(1), pp. 24–38.
Pandit, S. M. and Wu, S. M., 1990, “Time Series and System Analysis with Applications,” Krieger, Malabar, FL.


Grahic Jump Location
Relative increase r in the EWMA control limits when model uncertainty is considered, for various λ, n,ϕ⁁, and θ⁁
Grahic Jump Location
Residuals et and EWMA statistic zt for the ARMA(1,1) example in Section 5 with a mean shift of magnitude μ=2.5 occurring at observation number 11
Grahic Jump Location
Relative increase r in the EWMA control limits for p cascaded AR(1) processes, for various λ, p, and ϕ⁁. Sample size is n=100 for all cases




Some tools below are only available to our subscribers or users with an online account.

Related Content

Customize your page view by dragging and repositioning the boxes below.

Related Journal Articles
Related eBook Content
Topic Collections

Sorry! You do not have access to this content. For assistance or to subscribe, please contact us:

  • TELEPHONE: 1-800-843-2763 (Toll-free in the USA)
  • EMAIL: asmedigitalcollection@asme.org
Sign In