Please use this identifier to cite or link to this item:
http://hdl.handle.net/10071/13593
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 |
Files in This Item:
File | Description | Size | Format | |
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Applications Residual Control Charts Based on Variable Limits.pdf | Versão Editora | 546,02 kB | Adobe PDF | View/Open |
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