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The Usage of Time Series Control Charts for Financial Process Analysis
12 references·1 citing·40 second hop
The Usage of Time Series Control Charts for Financial Process Analysis (2012)The Usage of Time Series Control Charts f…Statistical Process Control in Automated Manufacturing (2020)Statistical Process Control i…Statistical Quality Control (2008)Statistical Quality ControlA simulation study and evaluation of multivariate forecast based control charts applied to ARMA processes (2003)A simulation study and evalua…The AutoregressiveT2 Chart for Monitoring Univariate Autocorrelated Processes (2002)The AutoregressiveT2 Chart fo…Statistical Quality Control (2001)Statistical Quality ControlEWMA Control Charts for Monitoring the Mean of Autocorrelated Processes (1999)EWMA Control Charts for Monit…Control Charts for Monitoring the Mean and Variance of Autocorrelated Processes (1999)Control Charts for Monitoring…Batch-means control charts for autocorrelated data (1996)Batch-means control charts fo…Understanding Statistical Process Control (1993)Understanding Statistical Pro…Effects of autocorrelation on control chart performance (1992)Effects of autocorrelation on…Statistical process control procedures for correlated observations (1991)Statistical process control p…Understanding Statistical Process Control (1986)Understanding Statistical Pro…Capabilities of Statistical Residual-Based Control Charts in Short- and Long-Term Stock Trading (2016)Capabilities of Statistical R…Time Series Analysis Forecasting and Control (1971)Time-Series Modeling for Statistical Process Control (1988)Exponentially Weighted Moving Average Control Schemes: Properties and Enhancements (1990)A New SPC Monitoring Method: The ARMA Chart (2000)Distribution-free multivariate process control based on log-linear modeling (2008)A survey of control-chart pattern-recognition literature (1991–2010) based on a new conceptual classification scheme (2012)Time Series Analysis Forecasting and Control. (1971)The State of Statistical Process Control as We Proceed into the 21st Century (2000)A Rank-Based Multivariate CUSUM Procedure (2001)The Performance of Exponentially Weighted Moving Average Charts With Estimated Parameters (2001)Introduction to Stochastic Control Theory (1970)Time Series Analysis: Forecasting and Control (1977)Introduction to Statistical Quality Control (1992)The Exponentially Weighted Moving Variance (1993)Run-Length Distributions of Special-Cause Control Charts for Correlated Processes (1994)Quality, productivity, and competitive position (1982)Application of statistical process control in healthcare improvement: systematic review (2007)Plotting basic control charts: tutorial notes for healthcare practitioners (2008)Out of the Crisis (1982)Model-Based and Model-Free Control of Autocorrelated Processes (1995)EVVMA and cusum control charts in the presence of correlation (1997)SPC Procedures for Monitoring Autocorrelated Processes (2007)Statistical Quality Control (1990)Some Statistical Process Control Methods for Autocorrelated Data (1991)A statistical process control approach for estimating the warm-up period (2003)A statistical process control approach to selecting a warm-up period for a discrete-event simulation (2005)Double sampling % MathType!Translator!2!1!AMS LaTeX.tdl!TeX -- AMS-LaTeX!% MathType!MTEF!2!1!+-% feaaeaart1ev0aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXatLxBI9gBamrr1ngBPrwtHrhAYaqeguuDJXwA% KbstHrhAGq1DVbqee0evGueE0jxyaibaieYlf9irVeeu0dXdh9vqqj% -hEeeu0xXdbba9frFj0-OqFfea0dXdd9vqaq-JfrVkFHe9pgea0dXd% ar-Jb9hs0dXdbPYxe9vr0-vr0-vqpWqaaeaabiGaciaacaqabeaada% qabqaaaOqaamaanaaabaGaamiwaaaaaaa!3C35! $$\overline{X} $$ control chart for a first-order autoregressive moving average process model (2007)Time Series Analysis: Forecasting and Control. (1978)Dual CUSUM control schemes for detecting a range of mean shifts (2005)Directional MEWMA Schemes for Multistage Process Monitoring and Diagnosis (2008)A New Measure of Process Capability:Cpm (1988)Process Capability Indices in Theory and Practice (2000)Fitting the ratcliff diffusion model to experimental data (2007)Process Capability Indices (2017)Performance Moment Integration (PMI) Method for Quality Assessment in Reliability-Based Robust Design Optimization (2005)Integration of Possibility-Based Optimization and Robust Design for Epistemic Uncertainty (2006)Introduction to Engineering Statistics and Six Sigma: Statistical Quality Control and Design of Experiments and Systems (2009)Algorithmic Statistical Process Control: An Elaboration (1993)The Quality of Standard, Routine and Nonroutine Processes (2003)Control charts, Cusum techniques and funnel plots. A review of methods for monitoring performance in healthcare (2009)
this work references cited by second hop

References

  • 1986Understanding Statistical Process Control472 cited
  • 1991Statistical process control procedures for correlated observations382 cited
  • 1999EWMA Control Charts for Monitoring the Mean of Autocorrelated Processes303 cited
  • 1993Understanding Statistical Process Control240 cited
  • 1999Control Charts for Monitoring the Mean and Variance of Autocorrelated Processes197 cited
  • 1992Effects of autocorrelation on control chart performance178 cited
  • 2008Statistical Quality Control136 cited
  • 2002The AutoregressiveT2 Chart for Monitoring Univariate Autocorrelated Processes136 cited
  • 2001Statistical Quality Control106 cited
  • 1996Batch-means control charts for autocorrelated data46 cited
  • 2020Statistical Process Control in Automated Manufacturing28 cited
  • 2003A simulation study and evaluation of multivariate forecast based control charts applied to ARMA processes23 cited

Cited by

  • 2016Capabilities of Statistical Residual-Based Control Charts in Short- and Long-Term Stock Trading9 cited

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