Abstract
We introduce simultaneous control charts for the mean and the variance of a time series. Our schemes are extensions of the well-known Shewhart charts for independent variables. We consider a modified X-S2-chart, a modified X-R-chart, a residual X-S2-chart and a residual X-R-chart. A comparison of these schemes is made by means of the average run length. It turns out that residual schemes lead to better results. For nearly all parameter combinations the residual X-S2-chart is found to be the best control design.
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Knoth, S., Schmid, W., Schöne, A. (2001). Simultaneous Shewhart-Type Charts for the Mean and the Variance of a Time Series. In: Lenz, HJ., Wilrich, PT. (eds) Frontiers in Statistical Quality Control 6. Frontiers in Statistical Quality Control, vol 6. Physica, Heidelberg. https://doi.org/10.1007/978-3-642-57590-7_5
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DOI: https://doi.org/10.1007/978-3-642-57590-7_5
Publisher Name: Physica, Heidelberg
Print ISBN: 978-3-7908-1374-6
Online ISBN: 978-3-642-57590-7
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