Phase I Analysis for Autocorrelated Processes

By R. A. Boyles. 2000

53 citations recorded by the source corpus.

Subfields: Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/b74311d17b8704bdd94a327f8c88bc6e516cd3c5

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In Statistics and Probability

1. Fugee Tsung
2. Daniel W. Apley
3. Changliang Zou

Citations in the corpus

• The Autoregressive T2 Chart for Monitoring Univariate Autocorrelated Processes (2002, background): “In related work, Boyles (2000) discusses estimating ARMA model parameters when assignable causes are present during Phase I. Assuming that our estimate of Σ is used and is suitable, the T 2 statistic would be T 2t = [Xt − µ̂0]′ Σ̂−1 [Xt − µ̂0] .”