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Author(s): Souza, A.
Souza, F. M.
Zanini, R. R.
Reichert, B.
Valau De Lima Junior, A.
Date: 2015
Title: Applications residual control charts based on variable limits
Volume: 5
Number: 5
Pages: 44 - 50
ISSN: 2248-9622
Keywords: ARCH models
ARIMA models
Autocorrelated data
Statistical process control
Volatility in industrial processes
Abstract: The main purpose of this paper is to verify the stability of a productive process in the presence of the effects of autocorrelation and volatility, in order to capture these characteristics by a joint forecast model which produces residuals that are evaluated by a control chart based on variable control limits. The methodology employed will be the joint estimation of the residuals by ARIMA – ARCH models and the conditional standard deviation from residuals to establish the chart control limits. The joint AR (1)-ARCH (1) model shows that an appropriate forecasting model brings a great contribution to the performance of residual control charts in monitoring the stability of industrial variables using just one chart to monitor mean and variance together
Peerreviewed: yes
Access type: Open Access
Appears in Collections:BRU-RI - Artigos em revistas científicas internacionais com arbitragem científica

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