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Optimal Design of Second-Order Linear Filters for Control Charting

Summary: [This abstract is based on the authors' abstract.]In many control charting methods, the statistic to be charted can be viewed as the output of a linear filter applied to the sequence of process observations. While recent work has generalized this concept, this study focuses on the category of all second-order linear filters applied to the residuals of a time series model of the process data. An algorithm is presented for optimizing the design of the second-order filter that is more efficient and robust than one used to optimize the general linear filter, and that performs nearly as well in most situations.

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  • Topics: Statistical Process Control (SPC)
  • Keywords: Autocorrelation,Control charts,Linear models,Markov chains,Statistical process control (SPC),Time series
  • Author: Chin, Chang-Ho; Apley, Daniel W.
  • Journal: Technometrics