English, Article edition: MONITORING AUTOCORRELATED PROCESS MEAN AND VARIANCE USING A GWMA CHART BASED ON RESIDUALS SHEY-HUEI SHEU; SHIN-LI LU

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Bookmark: http://trove.nla.gov.au/version/131561
Physical Description
  • article
Language
  • English

Edition details

Title
  • MONITORING AUTOCORRELATED PROCESS MEAN AND VARIANCE USING A GWMA CHART BASED ON RESIDUALS
Author
  • SHEY-HUEI SHEU
  • SHIN-LI LU
Physical Description
  • article
Notes
  • This investigation elucidates the feasibility of monitoring a process for which observational data are largely autocorrelated. Special causes typically affect not only the process mean but also the process variance. The EWMA control chart has recently been developed and adopted to detect small shifts in the process mean and/​or variance. This work extends the EWMA control chart, called the generally weighted moving average (GWMA) control chart, to monitor a process in which the observations can be regarded as a first-order autoregressive process with a random error. The EWMA and GWMA control charts of residuals used to monitor process variability and to monitor simultaneously the process mean and variance are considered to evaluate how average run lengths (ARLs) differ in each case.
  • Autocorrelation, EWMA, generally weighted moving average, autoregressive process, average run length
  • RePEc:wsi:apjorx:v:25:y:2008:i:06:p:781-792
Language
  • English
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