TIME-SERIES INVESTIGATION OF SUBSAMPLE MEAN CHARTS

Abstract

Autocorrelation of quality-control measurements violates one of the basic assumptions underlying the use of statistical control charts for process mean. Several investigators have studied the impact of autocorrelation on charting procedures based on single observations, however, little work has been directed to charts with subsampling. This paper examines different properties of the subsample means in the presence of autocorrelation. Specifically, using aggregation and systematic sampling theory, we show the time-series behavior of the subsample means. We also investigate the Type I error rate for the X¯ chart and present recommendations for statistical process control in the presence of autocorrelation. Our investigation of the Type I error provides additional insights of the impact of autocorrelation on the subsample range statistic.