Monitoring the mean and the variance of a stationary process

Sven Knoth · Wolfgang Schmid

38 citations0/0 files storedStatistica Neerlandica

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Advanced Statistical Process Monitoring Probability and Statistical Research Fault Detection and Control Systems

Abstract

We deal with the problem of how deviations in the mean or the variance of a time series can be detected. Several simultaneous control charts are introduced which are based on EWMA (exponentially weighted moving average) statistics for the mean and the empirical variance. The combined X − S2 EWMA chart is extended to time series. Further simultaneous charts are considered. The comparision of these schemes shows that the residual attempt must be favored if a variance change is present.

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References

1992Introduction to Statistical Quality Control 1932Economic Control of Quality of Manufactured Product.1972An Approach to the Probability Distribution of Cusum Run Length 1988Time-Series Modeling for Statistical Process Control 1991Some Statistical Process Control Methods for Autocorrelated Data 1991Statistical process control procedures for correlated observations 1994Run-Length Distributions of Special-Cause Control Charts for Correlated Processes 1978Modification of Control Chart Limits in the Presence of Data Correlation

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