Control Charts for Time Series: A Review

  • Sven Knoth
  • Wolfgang Schmid
Part of the Frontiers in Statistical Quality Control book series (FSQC, volume 7)


A state of the art survey in Statistical Process Control (SPC) for dependent data will be given. First papers about the influence on and the modification of standard SPC schemes are written some decades ago. After that, in the end of the 1980s and during the 1990s the consideration of dependence in the field of SPC became very popular. It turned out, that falsely assuming independence mostly leads to improper SPC schemes. Therefore, one has to be aware of dependence.

Roughly speaking we can distinguish two different types of SPC schemes for dependent data, residual and modified schemes. The first ones are based on the standard schemes that are applied to the (empirical) residuals of a suitable time series model. For getting the latter ones the stopping rule of the scheme is modified. Furthermore, some special issues of CUSUM schemes in case of dependent data are considered.

In case of the most simple model of dependent data — the autoregressive process of order one — we compare modified and residual EWMA and CUSUM schemes.

We present some approximation methods for computation of SPC schemes characteristics. Furthermore, some theoretical relations between the schemes for dependent data and for independent data will be sketched.


Control Chart Exponentially Weighted Move Average Statistical Process Control Target Process Autocovariance Function 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© Springer-Verlag Berlin Heidelberg 2004

Authors and Affiliations

  • Sven Knoth
    • 1
  • Wolfgang Schmid
    • 1
  1. 1.Dep. of StatisticsEurope-UniversityFrankfurt(Oder)Germany

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