Process Capability Analysis in the Presence of Autocorrelation

Mohamadi, Mohsen; Foumani, Mehdi; Abbasi, Babak

Process Capability Analysis in the Presence of Autocorrelation

Document Type : Original Manuscript

Authors

¹ Faculty of Industrial and Mechanical Engineering, Qazvin Branch, Islamic Azad University, Qazvin, Iran

² Young Researchers Club, Qazvin Branch, Islamic Azad University, Qazvin, Iran

³ School of Mathematical and Geospatial Sciences, RMIT University, Melbourne, Australia

Abstract

The classical method of process capability analysis necessarily assumes that collected data are independent; nonetheless, some processes such as biological and chemical processes are autocorrelated and violate the independency assumption. Many processes exhibit a certain degree of correlation and can be treated by autoregressive models among which the autoregressive model of order one (AR (1)) is the most commonly used one. In this paper, we discuss the effect of autocorrelation on the process capability analysis when a set of observations are produced by an autoregressive model of order one. We employ the multivariate regression model to modify the process capability estimated from the classical method where AR (1) parameters are utilized as regression explanatory variables. Finally, the performance of the method developed in this paper is investigated using a Monte Carlo simulation.

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