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Information Journal Paper

Title

ROBUST CONTROL CHART FOR TIME SERIES DATA

Pages

  396-403

Abstract

 Control charts are the most useful tools for controlling the processes statistically. The construction of the control charts requires the estimation of the process parameters using random sample data. Usually the CLASSICAL ESTIMATORs of the process parameters are used to construct the control charts. The CLASSICAL ESTIMATORs of the parameters of the processes generating auto correlated data are sensitive to the presence of the OUTLIER observations. Applying classical methods of estimation while OUTLIERs are present, introduce biased estimates of the model parameters which result in wrong interpretation of the control chart. In this research a method called Iteratively Robust Filtered Fast Tau (IRFFT) which is insensitive to the presence of the OUTLIERs is proposed for estimating the parameters of the auto correlated models. The newly introduced estimators are used to construct ROBUST CONTROL CHART for auto correlated data. The suggested ROBUST CONTROL CHART is compared with the control chart whose parameters are estimated using LS method. Results of the simulation study for the two methods indicate that the ARL for the suggested ROBUST CONTROL CHART is much smaller under different scenarios. The findings may be extended to the other time series models.

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    APA: Copy

    SHARIATI, NIMA, & SHAHRIARI, HAMID. (2014). ROBUST CONTROL CHART FOR TIME SERIES DATA. INTERNATIONAL JOURNAL OF INDUSTRIAL ENGINEERING AND PRODUCTION MANAGEMENT (IJIE) (INTERNATIONAL JOURNAL OF ENGINEERING SCIENCE) (PERSIAN), 24(4), 396-403. SID. https://sid.ir/paper/65723/en

    Vancouver: Copy

    SHARIATI NIMA, SHAHRIARI HAMID. ROBUST CONTROL CHART FOR TIME SERIES DATA. INTERNATIONAL JOURNAL OF INDUSTRIAL ENGINEERING AND PRODUCTION MANAGEMENT (IJIE) (INTERNATIONAL JOURNAL OF ENGINEERING SCIENCE) (PERSIAN)[Internet]. 2014;24(4):396-403. Available from: https://sid.ir/paper/65723/en

    IEEE: Copy

    NIMA SHARIATI, and HAMID SHAHRIARI, “ROBUST CONTROL CHART FOR TIME SERIES DATA,” INTERNATIONAL JOURNAL OF INDUSTRIAL ENGINEERING AND PRODUCTION MANAGEMENT (IJIE) (INTERNATIONAL JOURNAL OF ENGINEERING SCIENCE) (PERSIAN), vol. 24, no. 4, pp. 396–403, 2014, [Online]. Available: https://sid.ir/paper/65723/en

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