2022
DOI: 10.1007/s10182-022-00462-8
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Control charts for measurement error models

Abstract: We consider a linear measurement error model (MEM) with AR(1) process in the state equation which is widely used in applied research. This MEM could be equivalently re-written as ARMA(1,1) process, where the MA(1) parameter is related to the variance of measurement errors. As the MA(1) parameter is of essential importance for these linear MEMs, it is of much relevance to provide instruments for online monitoring in order to detect its possible changes. In this paper we develop control charts for online detecti… Show more

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Cited by 2 publications
(2 citation statements)
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“…The monitoring is commonly visualised using a control chart, where process scores are plotted against time. The EWMA procedure, introduced by Roberts ( 53 ) to detect mean changes across time, was used in this application. The procedure combines past and current information and tracks a weighted sum of the original observations, where more recent observations receive higher weights ( 54 ).…”
Section: Methodsmentioning
confidence: 99%
“…The monitoring is commonly visualised using a control chart, where process scores are plotted against time. The EWMA procedure, introduced by Roberts ( 53 ) to detect mean changes across time, was used in this application. The procedure combines past and current information and tracks a weighted sum of the original observations, where more recent observations receive higher weights ( 54 ).…”
Section: Methodsmentioning
confidence: 99%
“…Golosnoy et al [5] suggested using an EWMA control chart for monitoring a linear measurement error model. Mitra et al [6] designed an AEWMA-type control chart without prior knowledge about the shift magnitude.…”
Section: Introductionmentioning
confidence: 99%