Notes on shift effects for T2-type charts on multivariate ARMA residuals

@article{Pan2005NotesOS,
  title={Notes on shift effects for T2-type charts on multivariate ARMA residuals},
  author={Xia Pan},
  journal={Computers & Industrial Engineering},
  year={2005},
  volume={49},
  pages={381-392}
}
Statistical process control (SPC) needs to be aided by computers in order to deal with dynamic systems. Hence, more knowledge on the complexity of this issue is needed. This paper discusses in general the shift effects of residuals from vector autoregressive moving average process for Shewhart-type, i.e. Hotelling T^2-type charts (we call it H charts). Three types of parameter shift were considered: mean shift, covariance shift, and coefficient shift. The estimation effects were addressed. The… CONTINUE READING

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