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QICID: 20666
Title: Optimal Design of Second-Order Linear Filters for Control Charting
Copyright: 2006, ASA/ASQ
Author: Chin, Chang-Ho; Apley, Daniel W.
Organization: Kung Hee University, Yongin-si, Gyeonggi-do, Republic of Korea; Northwestern University, Evanston, IL
Subject: Autocorrelation,Control charts,Linear models,Markov chains,Statistical process control (SPC),Time series;
Series: Technometrics, Vol. 48, No. 3, August 2006, pp. 337-348
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Abstract: [This abstract is based on the authors' abstract.]In many control charting methods, the statistic to be charted can be viewed as the output of a linear filter applied to the sequence of process observations. While recent work has generalized this concept, this study focuses on the category of all second-order linear filters applied to the residuals of a time series model of the process data. An algorithm is presented for optimizing the design of the second-order filter that is more efficient and robust than one used to optimize the general linear filter, and that performs nearly as well in most situations.
Number of pages: 12
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