Effects of autocorrelation on control chart performance
- 1 January 1992
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 21 (4), 1025-1049
- https://doi.org/10.1080/03610929208830829
Abstract
In this article, we study the capability of the standard control chart for individual observations with fixed control limits to identify special causes reflected as isolated extreme points in the presence of autocorrelation. We consider both the application of standard Shewhart limits and moving-range limits and derive the risks of false positive and false negative when the control chart observations follow a general ARMA(p,q) process.Keywords
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