Model inadequacy and residuals control charts for autocorrelated processes

Testik M.

QUALITY AND RELIABILITY ENGINEERING INTERNATIONAL, vol.21, no.2, pp.115-130, 2005 (SCI-Expanded) identifier identifier


As a result of time series parameter estimation based on previous data, the probability content of residuals control charts may vary when standard control limits are used. In this paper, we consider the AR(I) process with the autoregressive parameter being estimated from a sample of observations. The Performance of the exponentially weighted moving average (EWMA) control chart for residuals is investigated. Modified control limits that account for the uncertainty in the parameter estimate are provided. Comparisons through simulation signify the importance of the modified control limits. Copyright (C) 2004 John Wiley Sons, Ltd.