In many statistical applications, data are collected over time, and they are likely correlated. In this paper, we investigate how to incorporate the correlation information into the local linear regression. Under the assumption that the error process is an auto-regressive process, a new estimation procedure is proposed for the nonparametric regression by using local linear regression method and...

Abstract Many researchers have shown interest in profile monitoring; however, most of the applications this field research are developed under assumption normal response variable. Little attention has been given to monitoring with non-normal variables, known as general linear models which consists two main categories (i.e., logistic and Poisson profiles). This paper aims monitor problem Phase I...