Notes on shift effects for T2-type charts on multivariate ARMA residuals

Authors:
Xia Pan
Affiliations:
College of Business and Management, University of Illinois at Springfield, Springfield, IL, USA
Venue:
Computers and Industrial Engineering
Year:
2005

Citing 4
Cited 0

Multivariate generalizations of cumulative sum quality-control schemes

Technometrics
A multivariate exponentially weighted moving average control chart

Technometrics
Control charts in the presence of data correlation

Management Science
Monitoring processes that wander using integrated moving average models

Technometrics

Quantified Score

Hi-index	0.00

Visualization

Abstract

Statistical process control (SPC) needs to be aided by computers in order to deal with dynamic systems. Hence, more knowledge on the complexity of this issue is needed. This paper discusses in general the shift effects of residuals from vector autoregressive moving average process for Shewhart-type, i.e. Hotelling T^2-type charts (we call it H charts). Three types of parameter shift were considered: mean shift, covariance shift, and coefficient shift. The estimation effects were addressed. The discussions begin with the shift effects for residuals then for T^2-type chart on residuals. The out-of-control distributions of the chart statistic were provided in this paper.