A statistical control chart for stationary process data

In the statistical process control environment, a primary method to deal with autocorrelated data is the use of a residual chart. Although this methodology has the advantage that it can be applied to any autocorrelated data, it needs some modeling effort in practice. In addition, the detection capability of the residual chart is not always great. This article proposes a statistical control chart for stationary process data. It is simple to implement, and no modeling effort is required. Comparisons are made among the proposed chart, the residual chart, and other charts. When the process autocorrelation is not very strong and the mean changes are not large, the new chart performs better than the residual chart and the other charts.