Autocorrelation means each reading is related to the ones before it, as in chemical processes with large tanks, thermal systems and tool sensors sampled every second. Positive autocorrelation makes the moving range small compared with the true spread, so individuals chart limits come out too narrow and false alarms pile up. Fixes include sampling less often, charting the residuals of a time series model, or using an EWMA-based scheme.
Lag-1 autocorrelation on the bath temp is 0.8. No wonder the I chart alarms every hour, the limits are fiction.
Also heard as
- serial correlation
- autocorrelated data
Related terms
I-MR chart
Individuals and moving range chart: the control chart for one measurement per period, such as one batch or one lot.
EWMA
Exponentially weighted moving average: a chart or controller that blends each reading with the past to catch small, slow shifts.
Control limits
Boundaries on a control chart computed from the process's own variation, marking how far routine noise normally reaches.
Residual
Difference between an observed value and the value a fitted model predicts for it.