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ARL 1 Autocorrelation 1 control chart 1 outliers 1 residual responses 1
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Ghourabi, Mohamed El 1 Limam, Mohamed 1
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Journal of Applied Statistics 1
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Residual Responses to Change Patterns of Autocorrelated Processes
Ghourabi, Mohamed El; Limam, Mohamed - In: Journal of Applied Statistics 34 (2007) 7, pp. 785-798
This article studies the residual behaviour of various stationary processes in the presence of change patterns. Three types of change patterns are considered, Additive Outliers, Innovative Outliers and Level Shift. The knowledge of the residual behaviour is important for monitoring production...
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