Article ID: | iaor2016354 |
Volume: | 31 |
Issue: | 8 |
Start Page Number: | 1383 |
End Page Number: | 1396 |
Publication Date: | Dec 2015 |
Journal: | Quality and Reliability Engineering International |
Authors: | Zhang Nien Fan, Pintar Adam L |
Keywords: | manufacturing industries, geography & environment, statistics: distributions, performance, simulation |
Processes that arise naturally, for example, from manufacturing or the environment, often exhibit complicated autocorrelation structures. When monitoring such a process for changes in variance, accounting for that structure is critical. While charts for monitoring the variance of processes of independent observations and some specific autocorrelated processes have been proposed in the past, the chart presented in this article can handle a general stationary process. The performance of the proposed chart was examined through simulations for the first‐order autoregressive and first‐order autoregressive‐moving average processes and demonstrated with examples.