Monitoring processes with changing variances
نویسندگان
چکیده
منابع مشابه
Monitoring Processes with Changing Variances
Statistical process control (SPC) has evolved beyond its classical applications in manufacturing to monitoring economic and social phenomena. This extension requires consideration of autocorrelated and possibly non-stationary time series. Less attention has been paid to the possibility that the variance of the process may also change over time. In this paper we use the innovations state space m...
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ژورنال
عنوان ژورنال: International Journal of Forecasting
سال: 2009
ISSN: 0169-2070
DOI: 10.1016/j.ijforecast.2009.05.026