A Robust Control Chart for Monitoring the Mean of an Autocorrelated Process
Articles > Article · 2014
Authors: Burcu AYTAÇOĞLU, Hakan Savaş SAZAK
Communications in Statistics - Simulation and Computation, Journal Indexed in SCI Expanded, International, WoS, 2014, vol 44, pp 1787-1800
DOI: 10.1080/03610918.2013.833229
Summary
Residual control charts are frequently used for monitoring autocorrelated processes. In the design of a residual control chart, values of the true process parameters are often estimated from a reference sample of in-control observations by using least squares (LS) estimators. We propose a robust control chart for autocorrelated data by using Modified Maximum Likelihood (MML) estimators in constructing a residual control chart. Average run length (ARL) is simulated for the proposed chart when the underlying process is AR(1). The results show the superiority of the new chart under several situations. Moreover, the chart is robust to plausible deviations from assumed distribution of errors.