IDEAS home Printed from https://ideas.repec.org/a/eee/proeco/v106y2007i1p204-216.html
   My bibliography  Save this article

Using vector autoregressive residuals to monitor multivariate processes in the presence of serial correlation

Author

Listed:
  • Pan, Xia
  • Jarrett, Jeffrey

Abstract

No abstract is available for this item.

Suggested Citation

  • Pan, Xia & Jarrett, Jeffrey, 2007. "Using vector autoregressive residuals to monitor multivariate processes in the presence of serial correlation," International Journal of Production Economics, Elsevier, vol. 106(1), pages 204-216, March.
  • Handle: RePEc:eee:proeco:v:106:y:2007:i:1:p:204-216
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0925-5273(06)00156-3
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Yang, S.F. & Rahim, M.A., 2005. "Economic statistical process control for multivariate quality characteristics under Weibull shock model," International Journal of Production Economics, Elsevier, vol. 98(2), pages 215-226, November.
    2. Xia Pan & Jeffrey Jarrett, 2004. "Applying State Space to SPC: Monitoring Multivariate Time Series," Journal of Applied Statistics, Taylor & Francis Journals, vol. 31(4), pages 397-418.
    3. Don G. Wardell & Herbert Moskowitz & Robert D. Plante, 1992. "Control Charts in the Presence of Data Correlation," Management Science, INFORMS, vol. 38(8), pages 1084-1105, August.
    4. Jarrett, Jeffrey E. & Pan, Xia, 2007. "The quality control chart for monitoring multivariate autocorrelated processes," Computational Statistics & Data Analysis, Elsevier, vol. 51(8), pages 3862-3870, May.
    5. Villalobos, J. Rene & Munoz, Luis & Gutierrez, Marco A., 2005. "Using fixed and adaptive multivariate SPC charts for online SMD assembly monitoring," International Journal of Production Economics, Elsevier, vol. 95(1), pages 109-121, January.
    6. Dale, B. G. & Elkjaer, M. B. F. & van der Wiele, A. & Williams, A. R. T., 2001. "Fad, fashion and fit: An examination of quality circles, business process re-engineering and statistical process control," International Journal of Production Economics, Elsevier, vol. 73(2), pages 137-152, September.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Peruchi, Rogério Santana & Balestrassi, Pedro Paulo & de Paiva, Anderson Paulo & Ferreira, João Roberto & de Santana Carmelossi, Michele, 2013. "A new multivariate gage R&R method for correlated characteristics," International Journal of Production Economics, Elsevier, vol. 144(1), pages 301-315.
    2. Yaping Li & Haiyan Li & Zhen Chen & Ying Zhu, 2022. "An Improved Hidden Markov Model for Monitoring the Process with Autocorrelated Observations," Energies, MDPI, vol. 15(5), pages 1-13, February.
    3. A. Snoussi, 2011. "SPC for short-run multivariate autocorrelated processes," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(10), pages 2303-2312.
    4. Du, Shichang & Lv, Jun, 2013. "Minimal Euclidean distance chart based on support vector regression for monitoring mean shifts of auto-correlated processes," International Journal of Production Economics, Elsevier, vol. 141(1), pages 377-387.
    5. Leoni, Roberto Campos & Costa, Antonio Fernando Branco & Machado, Marcela Aparecida Guerreiro, 2015. "The effect of the autocorrelation on the performance of the T2 chart," European Journal of Operational Research, Elsevier, vol. 247(1), pages 155-165.
    6. Jeffrey Jarrett, 2014. "The quality movement in hospital care," Quality & Quantity: International Journal of Methodology, Springer, vol. 48(6), pages 3153-3167, November.
    7. Roberto Campos Leoni & Marcela Aparecida Guerreiro Machado & Antonio Fernando Branco Costa, 2016. "The T -super-2 chart with mixed samples to control bivariate autocorrelated processes," International Journal of Production Research, Taylor & Francis Journals, vol. 54(11), pages 3294-3310, June.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Jeffrey Jarrett, 2014. "The quality movement in hospital care," Quality & Quantity: International Journal of Methodology, Springer, vol. 48(6), pages 3153-3167, November.
    2. Peruchi, Rogério Santana & Balestrassi, Pedro Paulo & de Paiva, Anderson Paulo & Ferreira, João Roberto & de Santana Carmelossi, Michele, 2013. "A new multivariate gage R&R method for correlated characteristics," International Journal of Production Economics, Elsevier, vol. 144(1), pages 301-315.
    3. A. Snoussi, 2011. "SPC for short-run multivariate autocorrelated processes," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(10), pages 2303-2312.
    4. Ord, J. Keith & Koehler, Anne B. & Snyder, Ralph D. & Hyndman, Rob J., 2009. "Monitoring processes with changing variances," International Journal of Forecasting, Elsevier, vol. 25(3), pages 518-525, July.
    5. Du, Shichang & Lv, Jun, 2013. "Minimal Euclidean distance chart based on support vector regression for monitoring mean shifts of auto-correlated processes," International Journal of Production Economics, Elsevier, vol. 141(1), pages 377-387.
    6. Pan, J.N., 2007. "A study of multivariate pre-control charts," International Journal of Production Economics, Elsevier, vol. 105(1), pages 160-170, January.
    7. Ching-Hsin Wang & Feng-Chia Li, 2020. "Economic design under gamma shock model of the control chart for sustainable operations," Annals of Operations Research, Springer, vol. 290(1), pages 169-190, July.
    8. Marta Benková & Dagmar Bednárová & Gabriela Bogdanovská & Marcela Pavlíčková, 2023. "Use of Statistical Process Control for Coking Time Monitoring," Mathematics, MDPI, vol. 11(16), pages 1-30, August.
    9. Trkman, Peter, 2010. "The critical success factors of business process management," International Journal of Information Management, Elsevier, vol. 30(2), pages 125-134.
    10. Xia Pan & Jeffrey Jarrett, 2012. "Why and how to use vector autoregressive models for quality control: the guideline and procedures," Quality & Quantity: International Journal of Methodology, Springer, vol. 46(3), pages 935-948, April.
    11. Zhang, Cai Wen & Xie, Min & Goh, Thong Ngee, 2008. "Economic design of cumulative count of conforming charts under inspection by samples," International Journal of Production Economics, Elsevier, vol. 111(1), pages 93-104, January.
    12. Ramjee, Radhika & Crato, Nuno & Ray, Bonnie K., 2002. "A note on moving average forecasts of long memory processes with an application to quality control," International Journal of Forecasting, Elsevier, vol. 18(2), pages 291-297.
    13. Liu, J.Y. & Xie, M. & Goh, T.N. & Liu, Q.H. & Yang, Z.H., 2006. "Cumulative count of conforming chart with variable sampling intervals," International Journal of Production Economics, Elsevier, vol. 101(2), pages 286-297, June.
    14. Roberto Campos Leoni & Marcela Aparecida Guerreiro Machado & Antonio Fernando Branco Costa, 2016. "The T -super-2 chart with mixed samples to control bivariate autocorrelated processes," International Journal of Production Research, Taylor & Francis Journals, vol. 54(11), pages 3294-3310, June.
    15. Friederike Wall, 2015. "Beneficial Effects Of Randomized Organizational Change On Performance," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 18(05n06), pages 1-23, August.
    16. Wu, Sarah Jinhui & Zhang, Dongli, 2013. "Analyzing the effectiveness of quality management practices in China," International Journal of Production Economics, Elsevier, vol. 144(1), pages 281-289.
    17. Tari, Juan Jose & Molina, Jose Francisco & Castejon, Juan Luis, 2007. "The relationship between quality management practices and their effects on quality outcomes," European Journal of Operational Research, Elsevier, vol. 183(2), pages 483-501, December.
    18. Messaoud, Amor & Weihs, Claus & Hering, Franz, 2008. "Detection of chatter vibration in a drilling process using multivariate control charts," Computational Statistics & Data Analysis, Elsevier, vol. 52(6), pages 3208-3219, February.
    19. Ridley, D. & Duke, D., 2007. "Moving -window spectral model based statistical process control," International Journal of Production Economics, Elsevier, vol. 105(2), pages 492-509, February.
    20. E. Andersson & D. Bock & M. Frisen, 2006. "Some statistical aspects of methods for detection of turning points in business cycles," Journal of Applied Statistics, Taylor & Francis Journals, vol. 33(3), pages 257-278.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:proeco:v:106:y:2007:i:1:p:204-216. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/ijpe .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.