A comparison of control charts for the average of autocorrelated processes

Control charts are extensively used with the purpose of monitoring some parameters of theprocess. In general these charts are based on the normality and independence assumptionsof the sample observations. However, there are situations where the independence is notvalid such as in chemical processes...

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Detalles Bibliográficos
Autores: Mingoti, Sueli A., Yassukawa, Fabiane R. S.
Tipo de recurso: artículo
Estado:Versión publicada
Fecha de publicación:2009
País:Brasil
Institución:Universidade Federal Fluminense (UFF)
Repositorio:Sistemas & Gestão
Idioma:portugués
OAI Identifier:oai:ojs.www.revistasg.uff.br:article/45
Acceso en línea:https://www.revistasg.uff.br/sg/article/view/SGV3N1A5
Access Level:acceso abierto
Palabra clave:Control Charts
Autocorrelated Processes
Geostatistics
Monte Carlo
Time Series
Gráficos de controle
Processos autocorrelacionados
Geoestatística
Séries temporais
Descripción
Sumario:Control charts are extensively used with the purpose of monitoring some parameters of theprocess. In general these charts are based on the normality and independence assumptionsof the sample observations. However, there are situations where the independence is notvalid such as in chemical processes or sampling on-line. In this paper we compared thecontrol charts based on geostatistics and time series methodologies with the well-knowncharts Shewhart, CUSUM and EWMA, when used to monitor the average of autocorrelatedprocesses. The comparison was performed by using Monte Carlo simulation implemented inthe software R for Windows.