Multiscale statistical process control

Another limitation of existing SPC methods is that they require the measurements to be uncorrelated, or white, whereas, in practice, autocorrelated measurements are extremely common. A common approach for decorrelat-ing autocorrelated measurements is to approximate the measurements by a time series model, and monitor the residual error. Unfortunately, this approach is not practical, particularly for multivariate processes with hundreds 

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Multiscale Statistical Process Control and Model-Based Denoising... 

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