Time series control charts are popular methods for statistical process control of autocorrelated processes. In order to implement these methods, however, a time series model of the process is required. Since time series models must always be estimated from process data, model estimation errors are unavoidable. In the presence of modeling errors, time series control charts that are designed under the assumption of a perfect model may have an actual in-control average run length that is substantially shorter than desired. This paper presents a method for incorporating model uncertainty information into the design of time series control charts to provide a level of robustness with respect to modeling errors. The focus is on exponentially weighted moving average charts and Shewhart individual charts applied to the time series residuals.
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November 2002
Technical Papers
Time Series Control Charts in the Presence of Model Uncertainty
Daniel W. Apley, Assistant Professor, Mem., ASME
Daniel W. Apley, Assistant Professor, Mem., ASME
Department of Industrial Engineering, Texas A&M University, College Station, TX 77843-3131
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Daniel W. Apley, Assistant Professor, Mem., ASME
Department of Industrial Engineering, Texas A&M University, College Station, TX 77843-3131
Contributed by the Manufacturing Engineering Division for publication in the JOURNAL OF MANUFACTURING SCIENCE AND ENGINEERING. Manuscript received September 2000; Revised January 2002. Associate Editor: S. J. Hu.
J. Manuf. Sci. Eng. Nov 2002, 124(4): 891-898 (8 pages)
Published Online: October 23, 2002
Article history
Received:
September 1, 2000
Revised:
January 1, 2002
Online:
October 23, 2002
Citation
Apley, D. W. (October 23, 2002). "Time Series Control Charts in the Presence of Model Uncertainty ." ASME. J. Manuf. Sci. Eng. November 2002; 124(4): 891–898. https://doi.org/10.1115/1.1510520
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