Abstract
In this paper we investigate the autoregressive T2 control chart for statistical process control of autocorrelated processes. The method involves the monitoring, using Hotelling's T2 statistic, of a vector formed from a moving window of observations of the univariate autocorrelated process. It is shown that the T2 statistic can be decomposed into the sum of the squares of the residual errors for various order autoregressive time series models fit to the process data. Guidelines for designing the autoregressive T2 chart are presented, and its performance is compared to that of residual-based CUSUM and Shewhart individual control charts. The autoregressive T2 chart has a number of characteristics, including some level of robustness with respect to modeling errors, that make it an attractive alternative to residual-based control charts for autocorrelated processes.
Additional information
Notes on contributors
Daniel W. Apley
Dr. Apley is an Assistant Professor in the Department of Industrial Engineering. His email address is [email protected].
Fugee Tsung
Dr. Tsung is an Assistant Professor in the Department of Industrial Engineering and Engineering Management. His email address is [email protected].