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
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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



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