Robustness Comparison of Exponentially Weighted Moving-Average Charts on Autocorrelated Data and on Residuals

• Autores: Daniel W. Apley, Hyun Cheol Lee
• Localización: Journal of quality technology: A quarterly journal of methods applications and related topics, ISSN 0022-4065, Vol. 40, Nº. 4, 2008, págs. 428-447
• Idioma: inglés
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• Resumen

  • A standard approach to the charting of autocorrelated data is to apply an exponentially weighted moving average control (EWMA) chart to either the autocorrelated data or to the residuals of an autoregressive moving average (ARMA) model of the process. However, studies have shown that many control charts for autocorrelated data lack robustness to ARMA modeling errors. These findings are corroborated by developing analytical expressions for the sensitivity of EWMA charts applied to residuals and to autocorrelated data. Results provide a basis for comparing the robustness of the two approaches.