{"id":"https://openalex.org/W2089462687","doi":"https://doi.org/10.1080/03610910903147771","title":"On the Run Length of a State-Space Control Chart for Multivariate Autocorrelated Data","display_name":"On the Run Length of a State-Space Control Chart for Multivariate Autocorrelated Data","publication_year":2009,"publication_date":"2009-09-03","ids":{"openalex":"https://openalex.org/W2089462687","doi":"https://doi.org/10.1080/03610910903147771","mag":"2089462687"},"language":"en","primary_location":{"id":"doi:10.1080/03610910903147771","is_oa":false,"landing_page_url":"https://doi.org/10.1080/03610910903147771","pdf_url":null,"source":{"id":"https://openalex.org/S153329750","display_name":"Communications in Statistics - Simulation and Computation","issn_l":"0361-0918","issn":["0361-0918","1532-4141"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Communications in Statistics - Simulation and Computation","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://hal.science/hal-00520669","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5101404515","display_name":"Manuel Vargas Vargas","orcid":"https://orcid.org/0000-0002-9701-8148"},"institutions":[{"id":"https://openalex.org/I79189158","display_name":"University of Castilla-La Mancha","ror":"https://ror.org/05r78ng12","country_code":"ES","type":"education","lineage":["https://openalex.org/I79189158"]}],"countries":["ES"],"is_corresponding":false,"raw_author_name":"Manuel Vargas","raw_affiliation_strings":["Facultad de Ciencias Econ\u00f3micas y Empresariales , Universidad de Castilla-La Mancha , Albacete , Espa\u00f1a","Facultad de Ciencias Econ\u00f3micas y Empresariales, Universidad de Castilla-La Mancha, Albacete, Espa\u00f1a"],"affiliations":[{"raw_affiliation_string":"Facultad de Ciencias Econ\u00f3micas y Empresariales , Universidad de Castilla-La Mancha , Albacete , Espa\u00f1a","institution_ids":["https://openalex.org/I79189158"]},{"raw_affiliation_string":"Facultad de Ciencias Econ\u00f3micas y Empresariales, Universidad de Castilla-La Mancha, Albacete, Espa\u00f1a","institution_ids":["https://openalex.org/I79189158"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5002332084","display_name":"Jos\u00e9 Luis Alfaro Navarro","orcid":"https://orcid.org/0000-0002-6226-5931"},"institutions":[{"id":"https://openalex.org/I79189158","display_name":"University of Castilla-La Mancha","ror":"https://ror.org/05r78ng12","country_code":"ES","type":"education","lineage":["https://openalex.org/I79189158"]}],"countries":["ES"],"is_corresponding":true,"raw_author_name":"Jos\u00e9 Luis Alfaro","raw_affiliation_strings":["Facultad de Ciencias Econ\u00f3micas y Empresariales , Universidad de Castilla-La Mancha , Albacete , Espa\u00f1a","Facultad de Ciencias Econ\u00f3micas y Empresariales, Universidad de Castilla-La Mancha, Albacete, Espa\u00f1a"],"affiliations":[{"raw_affiliation_string":"Facultad de Ciencias Econ\u00f3micas y Empresariales , Universidad de Castilla-La Mancha , Albacete , Espa\u00f1a","institution_ids":["https://openalex.org/I79189158"]},{"raw_affiliation_string":"Facultad de Ciencias Econ\u00f3micas y Empresariales, Universidad de Castilla-La Mancha, Albacete, Espa\u00f1a","institution_ids":["https://openalex.org/I79189158"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5021506720","display_name":"J Jos\u00e9 Mond\u00e9jar","orcid":null},"institutions":[{"id":"https://openalex.org/I79189158","display_name":"University of Castilla-La Mancha","ror":"https://ror.org/05r78ng12","country_code":"ES","type":"education","lineage":["https://openalex.org/I79189158"]}],"countries":["ES"],"is_corresponding":false,"raw_author_name":"Jos\u00e9 Mond\u00e9jar","raw_affiliation_strings":["Facultad de Ciencias Sociales , Universidad de Castilla-La Mancha , Cuenca , Espa\u00f1a","Facultad de Ciencias Sociales, Universidad de Castilla-La Mancha, Cuenca, Espa\u00f1a"],"affiliations":[{"raw_affiliation_string":"Facultad de Ciencias Sociales , Universidad de Castilla-La Mancha , Cuenca , Espa\u00f1a","institution_ids":["https://openalex.org/I79189158"]},{"raw_affiliation_string":"Facultad de Ciencias Sociales, Universidad de Castilla-La Mancha, Cuenca, Espa\u00f1a","institution_ids":["https://openalex.org/I79189158"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5002332084"],"corresponding_institution_ids":["https://openalex.org/I79189158"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":{"value":0.15640322,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":96},"biblio":{"volume":"38","issue":"9","first_page":"1823","last_page":"1833"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11443","display_name":"Advanced Statistical Process Monitoring","score":0.9998000264167786,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11443","display_name":"Advanced Statistical Process Monitoring","score":0.9998000264167786,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11890","display_name":"Scientific Measurement and Uncertainty Evaluation","score":0.9829000234603882,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11871","display_name":"Advanced Statistical Methods and Models","score":0.9715999960899353,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/autocorrelation","display_name":"Autocorrelation","score":0.8862830400466919},{"id":"https://openalex.org/keywords/control-chart","display_name":"Control chart","score":0.6837189793586731},{"id":"https://openalex.org/keywords/statistical-process-control","display_name":"Statistical process control","score":0.6693958640098572},{"id":"https://openalex.org/keywords/multivariate-statistics","display_name":"Multivariate statistics","score":0.611840009689331},{"id":"https://openalex.org/keywords/shewhart-individuals-control-chart","display_name":"Shewhart individuals control chart","score":0.5606719851493835},{"id":"https://openalex.org/keywords/process","display_name":"Process (computing)","score":0.5554790496826172},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.5419910550117493},{"id":"https://openalex.org/keywords/state-space","display_name":"State space","score":0.5265864729881287},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5168326497077942},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5092650651931763},{"id":"https://openalex.org/keywords/chart","display_name":"Chart","score":0.4869343042373657},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.4742652177810669},{"id":"https://openalex.org/keywords/state-space-representation","display_name":"State-space representation","score":0.42669668793678284},{"id":"https://openalex.org/keywords/data-mining","display_name":"Data mining","score":0.40862447023391724},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.36547350883483887},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.22788503766059875},{"id":"https://openalex.org/keywords/ewma-chart","display_name":"EWMA chart","score":0.19263190031051636}],"concepts":[{"id":"https://openalex.org/C5297727","wikidata":"https://www.wikidata.org/wiki/Q786970","display_name":"Autocorrelation","level":2,"score":0.8862830400466919},{"id":"https://openalex.org/C196985124","wikidata":"https://www.wikidata.org/wiki/Q1369242","display_name":"Control chart","level":3,"score":0.6837189793586731},{"id":"https://openalex.org/C113644684","wikidata":"https://www.wikidata.org/wiki/Q1356717","display_name":"Statistical process control","level":3,"score":0.6693958640098572},{"id":"https://openalex.org/C161584116","wikidata":"https://www.wikidata.org/wiki/Q1952580","display_name":"Multivariate statistics","level":2,"score":0.611840009689331},{"id":"https://openalex.org/C159848633","wikidata":"https://www.wikidata.org/wiki/Q7495725","display_name":"Shewhart individuals control chart","level":5,"score":0.5606719851493835},{"id":"https://openalex.org/C98045186","wikidata":"https://www.wikidata.org/wiki/Q205663","display_name":"Process (computing)","level":2,"score":0.5554790496826172},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.5419910550117493},{"id":"https://openalex.org/C72434380","wikidata":"https://www.wikidata.org/wiki/Q230930","display_name":"State space","level":2,"score":0.5265864729881287},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5168326497077942},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5092650651931763},{"id":"https://openalex.org/C190812933","wikidata":"https://www.wikidata.org/wiki/Q28923","display_name":"Chart","level":2,"score":0.4869343042373657},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.4742652177810669},{"id":"https://openalex.org/C52918065","wikidata":"https://www.wikidata.org/wiki/Q230945","display_name":"State-space representation","level":2,"score":0.42669668793678284},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.40862447023391724},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.36547350883483887},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.22788503766059875},{"id":"https://openalex.org/C74746147","wikidata":"https://www.wikidata.org/wiki/Q5324652","display_name":"EWMA chart","level":4,"score":0.19263190031051636},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C111919701","wikidata":"https://www.wikidata.org/wiki/Q9135","display_name":"Operating system","level":1,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1080/03610910903147771","is_oa":false,"landing_page_url":"https://doi.org/10.1080/03610910903147771","pdf_url":null,"source":{"id":"https://openalex.org/S153329750","display_name":"Communications in Statistics - Simulation and Computation","issn_l":"0361-0918","issn":["0361-0918","1532-4141"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Communications in Statistics - Simulation and Computation","raw_type":"journal-article"},{"id":"pmh:oai:HAL:hal-00520669v1","is_oa":true,"landing_page_url":"https://hal.science/hal-00520669","pdf_url":null,"source":{"id":"https://openalex.org/S4306402512","display_name":"HAL (Le Centre pour la Communication Scientifique Directe)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1294671590","host_organization_name":"Centre National de la Recherche Scientifique","host_organization_lineage":["https://openalex.org/I1294671590"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Communications in Statistics - Simulation and Computation, 2009, 38 (09), pp.1823-1833. ⟨10.1080/03610910903147771⟩","raw_type":"Journal articles"},{"id":"pmh:oai:tara.tcd.ie:2262/46783","is_oa":false,"landing_page_url":"http://hdl.handle.net/2262/46783","pdf_url":null,"source":{"id":"https://openalex.org/S4306400387","display_name":"Trinity's Access to Research Output (TARA) (Trinity College Dublin)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205274468","host_organization_name":"Trinity College Dublin","host_organization_lineage":["https://openalex.org/I205274468"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":""}],"best_oa_location":{"id":"pmh:oai:HAL:hal-00520669v1","is_oa":true,"landing_page_url":"https://hal.science/hal-00520669","pdf_url":null,"source":{"id":"https://openalex.org/S4306402512","display_name":"HAL (Le Centre pour la Communication Scientifique Directe)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1294671590","host_organization_name":"Centre National de la Recherche Scientifique","host_organization_lineage":["https://openalex.org/I1294671590"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Communications in Statistics - Simulation and Computation, 2009, 38 (09), pp.1823-1833. ⟨10.1080/03610910903147771⟩","raw_type":"Journal articles"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":38,"referenced_works":["https://openalex.org/W121342495","https://openalex.org/W157958861","https://openalex.org/W158001369","https://openalex.org/W1585261948","https://openalex.org/W1965155137","https://openalex.org/W1968459931","https://openalex.org/W1969310047","https://openalex.org/W1976308805","https://openalex.org/W1976669489","https://openalex.org/W1982515809","https://openalex.org/W1986803336","https://openalex.org/W1988581389","https://openalex.org/W1991773146","https://openalex.org/W1994468060","https://openalex.org/W2006339403","https://openalex.org/W2006926846","https://openalex.org/W2007830322","https://openalex.org/W2011573246","https://openalex.org/W2019642826","https://openalex.org/W2023592030","https://openalex.org/W2038100178","https://openalex.org/W2048766054","https://openalex.org/W2049725330","https://openalex.org/W2077479283","https://openalex.org/W2081808573","https://openalex.org/W2084500408","https://openalex.org/W2097477259","https://openalex.org/W2105934661","https://openalex.org/W2121773979","https://openalex.org/W2160352638","https://openalex.org/W2212022629","https://openalex.org/W2247931287","https://openalex.org/W2261442997","https://openalex.org/W2324187247","https://openalex.org/W2612970312","https://openalex.org/W2790114015","https://openalex.org/W3105717122","https://openalex.org/W4301502985"],"related_works":["https://openalex.org/W4385650182","https://openalex.org/W2752333462","https://openalex.org/W2931607628","https://openalex.org/W2186702638","https://openalex.org/W203332907","https://openalex.org/W65343030","https://openalex.org/W3087721664","https://openalex.org/W2040862285","https://openalex.org/W1992612228","https://openalex.org/W2003069561"],"abstract_inverted_index":{"The":[0],"literature":[1],"on":[2],"statistical":[3,85],"process":[4,66,86],"control":[5,87,97],"(SPC)":[6],"describes":[7],"the":[8,16,26,33,39,42,45,50,55,58,64,69,111],"negative":[9],"effects":[10],"of":[11,15,29,35,44],"autocorrelation":[12],"in":[13,18,83],"terms":[14],"increase":[17],"false":[19],"alarms.":[20],"This":[21,89],"has":[22],"been":[23,81],"treated":[24],"by":[25],"individual":[27],"modeling":[28],"each":[30],"series":[31],"or":[32],"application":[34],"VAR":[36,112],"models.":[37],"In":[38,54,72],"former":[40],"case,":[41],"analysis":[43],"cross":[46,59],"correlation":[47,60],"structure":[48],"between":[49],"variables":[51],"is":[52,61],"altered.":[53],"latter,":[56],"if":[57],"not":[62],"strong,":[63],"filtering":[65],"may":[67],"modify":[68],"weakest":[70],"relations.":[71],"order":[73],"to":[74,106],"improve":[75],"these":[76],"aspects,":[77],"state-space":[78],"models":[79],"have":[80],"introduced":[82],"multivariate":[84],"(MSPC).":[88],"article":[90],"presents":[91],"a":[92,96],"proposal":[93],"for":[94,99],"building":[95],"chart":[98],"innovations,":[100],"estimating":[101],"its":[102,108],"average":[103],"run":[104],"length":[105],"highlight":[107],"advantages":[109],"over":[110],"approach":[113],"mentioned":[114],"above.":[115]},"counts_by_year":[{"year":2019,"cited_by_count":1},{"year":2014,"cited_by_count":2}],"updated_date":"2026-03-20T23:20:44.827607","created_date":"2016-06-24T00:00:00"}