Effect of autocorrelation estimators on the performance of the X control chart

Jorge Garza-Venegas · Víctor G. Tercero‐Gómez · Linda Lee Ho · Philippe Castagliola · Giovanni Celano

22 citations0/0 files storedJournal of Statistical Computation and Simulation

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

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

Abstract

Control charts are powerful Statistical Process Monitoring tools to detect departures from in-control situations. However, their power detection relies on the fact that all assumptions underlying their design are met, such as independence of data and knowledge of the process model parameters. When parameters are estimated, the average and the standard deviation of the ARL (AARL and SDARL, respectively) are used as performance measures as they summarize the variation due to the Phase I estimations. Considering these performance measures, the effect of several autocorrelation estimators on the X¯ chart performance was investigated in case of stationary AR(1) processes. Further, a bootstrapping technique was developed to adjust the corresponding control limits and obtain a guaranteed ARL performance. The effect on the out-of-control ARL due to this adjustment is also presented. Results show that overestimation of the autoregressive parameter leads to higher values of both in-control and out-of-control ARL's.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 22 citations exist upstream.

References

1971Time Series Analysis Forecasting and Control.2006Effects of Parameter Estimation on Control Chart Properties: A Literature Review 2001The Performance of Exponentially Weighted Moving Average Charts With Estimated Parameters 2008Phase I Statistical Process Control Charts: An Overview and Some Results 2013Some Recent Developments on the Effects of Parameter Estimation on Control Charts 2015The Difficulty in Designing Shewhart X and X Control Charts with Estimated Parameters 2015Another Look at the EWMA Control Chart with Estimated Parameters 2013Guaranteed Conditional Performance of Control Charts via Bootstrap Methods

Cited by

2020On autoregressive model selection for the exponentially weighted moving average control chart of residuals in monitoring the mean of autocorrelated processes 2020A combined mixed- s -skip sampling strategy to reduce the effect of autocorrelation on the X scheme with and without measurement errors 2019Side-sensitive synthetic and runs-rules charts for monitoring AR(1) processes with skipping sampling strategies 2019Shewhart-type monitoring schemes with supplementary w-of-w runs-rules to monitor the mean of autocorrelated samples

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

Imported from OpenAlex (CC0) — nothing here is generated.