Autocorrelated non-normal data in control charts

A common problem in control chart analyses is dealing with autocorrelated data. This problem is very often faced by fitting a suitable time-dependence model to data and by building the chosen control chart on its residuals based on the assumption that the stochastic process, of which the observed dataset is considered as a finite realization, is gaussian. In this paper the chance of dealing with autocorrelated non- gaussian data in control charts is analyzed. In particular, two cases will be considered: the case of uncorrectly modeled autocorrelated data and the case where time- dependence in data is disregarded.