Title
Using vector autoregressive residuals to monitor multivariate processes in the presence of serial correlation
Document Type
Article
Date of Original Version
3-1-2007
Abstract
Traditional literature on statistical quality control discusses separately multivariate control charts for independent processes and univariate control charts for autocorrelated processes. We extend univariate residual monitoring to the multivariate environment, and propose using vector autoregressive residuals (VAR) to monitor multivariate processes in the presence of serial correlation. We mathematically examine the effects of shifts in process parameters on the VAR residual chart, and give examples using data from a plastic production process. The results indicate the feasibility of VAR residual chart to achieve quality control and improvement. © 2006 Elsevier B.V. All rights reserved.
Publication Title, e.g., Journal
International Journal of Production Economics
Volume
106
Issue
1
Citation/Publisher Attribution
Pan, Xia, and Jeffrey Jarrett. "Using vector autoregressive residuals to monitor multivariate processes in the presence of serial correlation." International Journal of Production Economics 106, 1 (2007): 204-216. doi: 10.1016/j.ijpe.2006.07.002.