Croux, C.; Gelper, S.; Mahieu, K. - Tilburg University, Center for Economic Research - 2010
This article presents a control chart for time series data, based on the one-step- ahead forecast errors of the Holt …. Moreover, robustness is important to maintain the reliability of the control chart after the occurrence of alarm observations …. The properties of the new control chart are examined in a simulation study and on a real data example. …