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A Distribution‐freeCUSUMChart for Monitoring Variability of AutocorrelatedProcesses
Author(s) -
Kim SeongHee
Publication year - 2015
Publication title -
quality and reliability engineering international
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.913
H-Index - 62
eISSN - 1099-1638
pISSN - 0748-8017
DOI - 10.1002/qre.1649
Subject(s) - autocorrelation , control chart , chart , statistics , ewma chart , variance (accounting) , mathematics , x bar chart , marginal distribution , distribution (mathematics) , control limits , shewhart individuals control chart , econometrics , process (computing) , computer science , random variable , mathematical analysis , accounting , business , operating system
We present a distribution‐free tabular cumulative sum chart for monitoring the variability of an autocorrelated process. A quantity known as the asymptotic variance parameter is employed as a measure of the variability, and a distribution‐free tabular cumulative sum chart is applied to variance estimates calculated from batches of nonoverlapping samples. The proposed chart is applicable to a stationary process with a general marginal distribution and a general autocorrelation structure. It also determines control limits analytically without trial‐and‐error simulations. The performance of the proposed chart is tested on stationary processes with both normal and nonnormal marginals with various autocorrelation structures. Copyright © 2014 John Wiley & Sons, Ltd.