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Monitoring of autocorrelated general linear profiles

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ABSTRACT A collection of quality data represented by a functional relationship between response and explanatory variables is called a profile. In the literature, the errors of profiles are often assumed… Click to show full abstract

ABSTRACT A collection of quality data represented by a functional relationship between response and explanatory variables is called a profile. In the literature, the errors of profiles are often assumed to be independent. However, quality data often exhibits time correlations in real applications. Therefore, in this paper, we investigate a general linear regression model with a between-profile autocorrelation. We propose a multivariate exponentially weighted moving average chart for monitoring shifts in the regression parameters, and an exponentially weighted moving average chart for monitoring shifts in the standard deviation. A simulation study reveals that our proposed schemes outperform competing existing schemes based on the average run length criterion. An example is used to illustrate the applicability of the proposed scheme.

Keywords: general linear; autocorrelated general; linear profiles; monitoring autocorrelated

Journal Title: Journal of Statistical Computation and Simulation
Year Published: 2018

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