Abstract:

Since the classical ARMA residual control chart is susceptible to outlier values, this paper first establishes a robust ARMA model based on the Institute of Geodesy & Geophysics III  IGGIII weight function to obtains an independent residual distribution sequence. Then a robust residual control chart is constructed based on the estimations of the mean and standard deviation by the weighted three mean and average absolute deviation, respectively. Simulations and empirical tests show that the robust control chart can resist the outlier interferences better, and the monitoring effect is better than that of the traditional control chart. 

Key words: Robust estimation ,  Outliers ,  Robust ARMA residual control chart ,  IGGⅢ weight function