Access the full text.
Sign up today, get DeepDyve free for 14 days.
M. Bagshaw, Richard Johnson (1974)
The Effect of Serial Correlation on the Performance of CUSUM Tests IITechnometrics, 16
G. Box, G. Jenkins, J. Macgregor (1968)
Some Recent Advances in Forecasting and ControlJournal of The Royal Statistical Society Series C-applied Statistics, 17
J. McClain (1974)
Dynamics of Exponential Smoothing with Trend and Seasonal TermsManagement Science, 20
G. Box, G. Jenkins, J. Macgregor (1972)
Some Recent Advances in Forecasting and Control. Part II.
J. Hunter (1986)
The exponentially weighted moving averageJournal of Quality Technology, 18
M. Beneke, L. Leemis, R. Schlegel, B. Foote (1988)
Spectral analysis in quality control: a control chart based on the periodogramTechnometrics, 30
S. Crowder (1987)
A simple method for studying run-length distribution of exponentially weighted moving average chartsTechnometrics, 29
D. Montgomery (1980)
The Economic Design of Control Charts: A Review and Literature SurveyJournal of Quality Technology, 12
Layth Alwan, H. Roberts (1988)
Time-Series Modeling for Statistical Process ControlJournal of Business & Economic Statistics, 6
J. Lucas, Michael Saccucci (1990)
Exponentially weighted moving average control schemes: Properties and enhancementsQuality Engineering, 36
A. Vasilopoulos, A. Stamboulis (1978)
Modification of Control Chart Limits in the Presence of Data CorrelationJournal of Quality Technology, 10
Traditional statistical process control charts assume that observations are independent and normally distributed about some mean. We investigate the robustness of traditional charts to data correlation when the correlation can be described by an ARMA(1,1) model. We compare the performance of the Shewhart chart and the Exponentially Weighted Moving Average (EWMA) chart to the performance of the Special-Cause Control (SCC) chart and the Common-Cause Control (CCC) chart proposed by Alwan and Roberts (1988), which are designed to account for data correlation. We also explore the possibility of putting limits on the CCC chart, in order to predict quality abnormalities. The measure of performance used is the average run length (ARL). The results show that the ability of the EWMA chart to detect shifts in the process mean is quite robust to data correlation, while the corresponding individuals Shewhart chart rarely detects such shifts more quickly than the other charts. The SCC and CCC charts are shown to be preferred in most cases when a shift in the process mean exceeds 2 standard deviations. The experimental results can aid practitioners in deciding which chart would be most effective at detecting specified shifts in the process mean given the nature of their particular correlated environments. Two methodologies are utilized to explain the relative performance of the SPC charts compared: the dynamic step response function, and response surface methodology. Such methods not only facilitate a discussion of our results, but also make it possible to predict the relative performance of the charts when the process can be described by a model which is more complex than the ARMA(1,1) model.
Management Science – INFORMS
Published: Aug 1, 1992
Keywords: Keywords : statistical process control ; time series ; average run length
Read and print from thousands of top scholarly journals.
Already have an account? Log in
Bookmark this article. You can see your Bookmarks on your DeepDyve Library.
To save an article, log in first, or sign up for a DeepDyve account if you don’t already have one.
Copy and paste the desired citation format or use the link below to download a file formatted for EndNote
Access the full text.
Sign up today, get DeepDyve free for 14 days.
All DeepDyve websites use cookies to improve your online experience. They were placed on your computer when you launched this website. You can change your cookie settings through your browser.