Journal of the Korean Data and Information Science Society

The Korean Data and Information Science Society (한국데이터정보과학회)
권호 표지

Bivariate EWMA Control Charts for Autocorrelated Processes

  • Cho, Gyo-Young (Department of statistics, Kyungpook National University) ;
  • Ahn, Young-Sun (Department of Statistics, Kyungpook National University)
  • Published : 2002.04.30
Download PDF
⟨ Previous Next ⟩

Abstract

In this paper we establish bivariate exponentially weighted moving average (EWMA) control charts for autocorrelated processes using residual vectors. We first derive the residual vectors, their expectation, variance-covariance matrix, then evaluate the control chart based on the average run length (ARL).

Keywords

References

  1. ASQC Technical Confidence Transactions Forecast Stability and Control Charts Abraham, B.;Kartha, C.P
  2. Multivariate Quality Control, in Encyclopedia of Statistical Sciences 6 Alt, F. B.
  3. Journal of Business and Economic Statistics v.6 Time-Series Modeling for Statistical Process Control Alwan, L.C.;Roberets, H.V.
  4. AIChE Journal v.44 Multivariate PCA with Application to Multivariate Statistical Process Monitoring Bakshi, B. R.
  5. Time-series Analysis, Forecasting and Control Box, G.E.;Jenkins, G.M.
  6. Quality and Relilability Engineering International v.18 Cumulative Score Chart Box, G.;Ramirez, J.
  7. Biometrika v.59 An Approach to the Probability Distribution of CUSUM Run Length Brook, D.;Evans, D.A.
  8. The Canadian Journal of Chemical Engineering v.69 Statistical Process Control Procedures for Correlated Observations Harris, T.J.;Ross, W.H.
  9. Communications in Statistics-Theory and Methods v.14 Multivariate Quality Control Jackson, J. E.
  10. Technical Report no.166 Charting Correlated Process Data Longnecker, M.T.;Ryan, T.P.
  11. IIE Transactions v.27 A Review of Multivariate Control Charts Lowry, C. A.;Montgomery, D. C.
  12. Technometrics v.34 A Multivariate Exponentially Weighted Moving Average Control Chart Lowry, C. A.;Woodall, W. H.
  13. Journal of Quality Technology v.29 Assessment of Multivariate Process Control Techniques Mason, R. L.;Champ, C. W.;Tracy, N. D.;Wierda, S. J.;Young, J. C.
  14. Journal of Quality Technology v.28 Monitoring a Multivariate Step Process Mason, R. L.;Tracy, N. D.;Young, J. C.
  15. Journal of Process Control v.8 Monitoring of Multivariable Dynamic Processes and Sensor Auditing Negiz, A.;Cinar, A.
  16. International Journal of Production Research v.34 Multivariate Statistical Process Control for Autocorrelated Processes Runger, G. C.
  17. communications in Statistics-Theory and Methods v.25 Average Run Length for CUSUM Charts Applied to Residuals Runger, G. C.;Willemain, T. R.;Prabhu, S.S.
  18. Technometrics v.36 Run Length Distributions of Special Cause Control Charts for Correlated Processes Wardell, D. G.;Moskowitz, H.;Plante, R. D.
  19. Technometrics v.35 Performance of CUSUM Control Schemes for Serially Correlated Observations Yashchin, E.
  20. Quality and Reliability EngineeringInternational v.5 A Time-Series Approach to Discrete Real-Time Process Quality Control Yourstone, S. A.;Montgomery, D. C.