Geometric Brownian Motion-Based Time Series Modeling Methodology for Statistical Autocorrelated Process Control: Logarithmic Return Model
Fitting a time series model to the process data before applying a control chart to the residuals is essential to fulfill the basic assumptions of statistical process control (SPC). Autoregressive integrated moving average (ARIMA) model has been one of the well-established time series modeling approa...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2022-01-01
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| Series: | International Journal of Mathematics and Mathematical Sciences |
| Online Access: | http://dx.doi.org/10.1155/2022/4783090 |
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