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Robust Control Charts for Time Series Data

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  • Croux, C.
  • Gelper, S.
  • Mahieu, K.

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  • Croux, C. & Gelper, S. & Mahieu, K., 2010. "Robust Control Charts for Time Series Data," Discussion Paper 2010-107, Tilburg University, Center for Economic Research.
    • Handle: RePEc:tiu:tiucen:229a21da-3d8a-4764-9d78-5d5089f38287
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    File URL: https://pure.uvt.nl/ws/portalfiles/portal/1269559/2010-107.pdf
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    References listed on IDEAS

    as
    1. De Gooijer, Jan G. & Hyndman, Rob J., 2006. "25 years of time series forecasting," International Journal of Forecasting, Elsevier, vol. 22(3), pages 443-473.
    2. Alwan, Layth C & Roberts, Harry V, 1988. "Time-Series Modeling for Statistical Process Control," Journal of Business & Economic Statistics, American Statistical Association, vol. 6(1), pages 87-95, January.
    3. Gardner, Everette Jr., 2006. "Exponential smoothing: The state of the art--Part II," International Journal of Forecasting, Elsevier, vol. 22(4), pages 637-666.
    4. J. L. Alfaro & J. Fco. Ortega, 2009. "A comparison of robust alternatives to Hotelling's T2 control chart," Journal of Applied Statistics, Taylor & Francis Journals, vol. 36(12), pages 1385-1396.
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