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MAD Control Chart for Autoregressive Models with Skew-Normal Distribution

Author

Listed:
  • Gorgin Vahideh

    (Department of Statistics, Faculty of Mathematical Sciences, Ferdowsi University of Mashhad, Mashhad, Iran)

  • Sadeghpour Gildeh Bahram

    (Department of Statistics, Faculty of Mathematical Sciences, Ferdowsi University of Mashhad, Mashhad, Iran)

Abstract

The major problem in analyzing control charts is to work with autocorrelated data. This problem can be solved by fitting a suitable model to the data and using the control chart for the residuals. The problem becomes very important, when the distribution of observation is nonnormal, in addition to being autocorrelated. Much recent research has focused on the development of appropriate statistical process control techniques for the autocorrelated data or nonnormal distribution, but few studies have considered monitoring the process mean of both nonnormal and autocorrelated data. In this paper, a simulation study is conducted to compare the performances of the control chart based on the median absolute deviation method (MAD) with those of existing control charts for the skew normal distribution. Simulation results indicate considerable improvement over existing control charts for nonnormal data can be achieved when the control charts with control limits based on the MAD method are used to monitor the process mean of nonnormal autocorrelated data.

Suggested Citation

  • Gorgin Vahideh & Sadeghpour Gildeh Bahram, 2020. "MAD Control Chart for Autoregressive Models with Skew-Normal Distribution," Stochastics and Quality Control, De Gruyter, vol. 35(1), pages 17-23, June.
    • Handle: RePEc:bpj:ecqcon:v:35:y:2020:i:1:p:17-23:n:1
    DOI: 10.1515/eqc-2019-0006
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    References listed on IDEAS

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    1. Choobineh, F. & Branting, D., 1986. "A simple approximation for semivariance," European Journal of Operational Research, Elsevier, vol. 27(3), pages 364-370, December.
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