Autocorrelated data in quality control charts
Hood, Terri Frantom
Ensor, Katherine B.
Master of Arts thesis
Control charts are regularly developed with the assumption that the process observations have an independent relationship. However, a common occurrence in certain industries is the collection of autocorrelated data. Two approaches are investigated that deal with this issue. The time series approach is based on modeling the data with an appropriate time series model to remove the autocorrelative structure. The EWMA approach is based on modeling the observations as a weighted average of previous data. The residuals from the two approaches are plotted on control charts and the average run lengths are compared. Both methods are applied to simulations that generate in-control data and data that have strategically located nonstandard conditions. The nonstandard conditions simulated are process change, linear drift, mean shift, and variance shift. It is proposed that the time series approach tends to perform better in these situations.