Title: Robust control charts for time series data
Authors: Croux, Christophe ×
Gelper, Sarah
Mahieu, Koen #
Issue Date: 2011
Publisher: Elsevier
Series Title: Expert Systems with Applications vol:38 issue:11 pages:13810-13815
Abstract: This article presents a control chart for time series data, based on the one-step-ahead forecast errors of the Holt–Winters forecasting method. We use robust techniques to prevent that outliers affect the estimation of the control limits of the chart. 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.
ISSN: 0957-4174
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Research Center for Operations Research and Business Statistics (ORSTAT), Leuven
Leuven Statistics Research Centre (LStat)
× corresponding author
# (joint) last author

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