ARTICLE IN PRESS

WAT E R R E S E A R C H 41 (2007) 2679 – 2689

Available at www.sciencedirect.com

journal homepage: www.elsevier.com/locate/watres

Control charts for the toxicity of finished water—Modeling

the structure of toxicity

Eleni M. Smetia,, Demetrios E. Koronakisb, Spyridon K. Golfinopoulosa

a
Department of Financial & Management Engineering, University of the Aegean, 31 Fostini Street, 82100 Chios, Greece
b
Water Quality Control Division, Water Supply & Sewerage Corporation of Athens, 156 Oropou Street, 11146 Athens, Greece

art i cle info ab st rac t

Article history: The aim of this study was to construct control charts for the data that were obtained from
Received 5 February 2006 the daily toxicological analysis of finished water (that is the water which has already been
Received in revised form treated for human consumption) from the treated-water tanks of the Water Supply &
15 February 2007 Sewerage Corporation of Athens. The basic idea of the control charts is to test the
Accepted 18 February 2007 hypothesis that there are only common causes of variability versus the alternative that
Available online 17 April 2007 there are special causes. The control charts are designed and evaluated under the
Keywords: assumption that the observations from the process are independent and identically
Statistical process control distributed (iid) normally. However, the independence assumption is often violated in
Control charts practice. Time or serial dependence (autocorrelation) may be present in many chemical
Autocorrelation procedures, and may have a significant effect on the properties of the control charts. The
Time series models fact that a serious amount of autocorrelation was present in the data for the toxicity of the
Water toxicity fished water had a serious impact on the typical control charts. The problem of the
autocorrelation was overcome by the usage of a more sophisticated method based on time-
series ARIMA models.
& 2007 Elsevier Ltd. All rights reserved.

1. Introduction the variability. There are two reasons of variability: common

Ecotoxicology deals with potentially harmful effects of
man-made chemicals, released into biosphere, on organisms
in the receiving environments. Ecotoxicological moni-
toring techniques are playing an increasingly important
role in the evaluation of water quality. Traditionally the
necessary tests involve the use of fish. However, the use of
fish in toxicity testing is expensive and time-consuming,
so alternatives are required. Microbial tests have
similar complex biochemical functions to those of higher
organisms.
To test the quality of drinking water in terms of toxicity,
there are several methods of statistical process control (SPC).
SPC uses statistical methods to improve the quality of a
process. This can be achieved by the systematic reduction of
causes and special causes. Common causes concern the
natural variability that always exists in every process and
there is no way to avoid it. Special causes are not an inherent
characteristic of the process, and therefore, they can be
identified and eliminated. SPC aims at the separation of the
two types of variability.
The main tools of SPC are the control charts. The control
charts (Fig. 1) attempt to follow-up the process in order to
locate and then eliminate the special causes of variability,
resulting in the improvement of the process. The most
important types of control charts for variables are: the
Shewhart control charts, the exponentially weighted moving
average (EWMA) control charts and the cumulative sum
(CUSUM) control charts. All types of control charts have some
common features. The center line corresponds to average

Corresponding author. Tel.: +30 2102823257; fax: +30 2271035499.

E-mail address: e.smeti@fme.aegean.gr (E.M. Smeti).
0043-1354/$ - see front matter & 2007 Elsevier Ltd. All rights reserved.
doi:10.1016/j.watres.2007.02.036
 ARTICLE IN PRESS
2680 WAT E R R E S E A R C H 41 (2007) 2679– 2689

Nomenclature PDM the time series of the toxicity data from the
Menidi old treated-water tank
ASP the time series of the toxicity data from the PDMf the time series of the residuals for the Menidi old
Aspropyrgos treated-water tank treated-water tank
ASPf the time series of the residuals for the Aspropyr- q the order of the moving average ARIMA operator
gos treated-water tank s the sample standard deviation
c4 a function of the sample size which is used for zi the exponentially weighted moving average sta-
estimating sigma by the sample standard devia- tistic
tion SHi the superior cumulative sum for the i sample
d the order of the non-seasonal differencing opera- SLi the inferior cumulative sum for the i sample
tor Xi the observation at time i
d2 a control chart function used for estimating sigma X̄ the average (arithmetic mean) of a sample
by the moving ranges
dASP stationary series formed by differencing the ASP Greek symbols
by 1 lag
dNDM stationary series formed by differencing the NDM l a constant in the formula for the exponentially
by 1 lag weighted moving average statistic
dPDM stationary series formed by differencing the PDM s2 variance
by 1 lag s standard deviation
ei the residual or error, i.e. the difference between
the observed value and the predicted value for the
Abbreviations
time period i
h a multiplier of the standard deviation for a
ACF autocorrelation function
cumulative sum control chart
AIC Akaike’s information criterion
H the decision interval for a cumulative sum control
ARL average run length
chart
ARL0 in-control average run length
Ht the inhibitory effect of a sample after the contact
BIC (Schwartz) Bayesian information criterion
time t in %
CCC common cause chart
I0 the initial luminescence intensity of the control
suspension in relative luminescence units
CUSUM cumulative sum control chart
It the luminescence intensity of sample after the
CV coefficient of variation

contact time t in relative luminescence units

EWMA exponentially weighted moving average control
chart
K the reference value for a cumulative sum control
chart
MAE mean absolute error

MR moving range
ME mean error

MR the average of the moving ranges

MSE mean squared error

NDM the time series of the toxicity data from the

PACF partial autocorrelation function
Menidi new treated-water tank RMSE root mean squared error
NDMf the time series of the residuals for the Menidi new QC quality control
treated-water tank SCC special cause chart
p the order of the autoregressive ARIMA operator SPC statistical process control

performance, whereas the control limits (the other two lines)
correspond to the expected range of variation based on the
process. If all the points plot between the two control limits
and do not exhibit any identifiable pattern the process is said
to be in statistical control.
The typical control charts (Shewhart, CUSUM, EWMA) are
designed and evaluated on the assumption that the observa-
tions from the process are independent and identically
distributed (iid) normally. However, the independence as-
sumption is often violated in practice in some manufacturing
processes, such as chemical processes, where consecutive
measurements on process or product characteristics are often
highly autocorrelated (Montgomery, 2001). ‘‘Dependence’’ in a
time series refers to ‘‘serial dependence’’. So, the term
‘‘autocorrelation’’ is used to describe the correlation of one
variable at one point in time with observations of the same
variable at prior time points. When autocorrelation is present,
the in-control average run length (ARL), which concerns the
expected number of samples that should be received in order
to point out an erroneous signal (false alarm) for an out-of-
control process (while it is actually in control) decreases
dramatically. Therefore, there are problems of noticing
‘‘special causes’’ that do not exist and not detecting ‘‘special
causes’’ that truly exist, implying a high probability of false
positives and/or false negatives. As autocorrelation may have
a significant effect on the properties of the typical SPC control
charts they seem to be inappropriate for monitoring process
quality.
 ARTICLE IN PRESS
WAT E R R E S E A R C H
Fig. 1 – Shewhart charts (I Charts) on original data for PDM, NDM and ASP. The estimation of r is based on the average moving
range or the sample standard deviation.
Two techniques have been propounded in the field of
control charts that deal with autocorrelation. The first
approach is based on the typical control charts of the original
observations with an adjustment to the control limits to take
the autocorrelation into account (see, e.g. Vasilopoulos and
Stamboulis, 1978; Wardell et al., 1992, 1994; Zhang, 1998; Van
Brackle and Reynolds, 1997; Lu and Reynolds, 2001). This
approach is advisable only in case of small values of
autocorrelation. The second approach, which is the main
one, has been firstly introduced by Alwan and Roberts (1988).
They suggested the application of typical control charts to the
residuals from the fit of a time-series model to the data.
Control charts based on residuals have also been considered
4 1 (200 7) 267 9 – 268 9 2681
by other authors (see, e.g. Wardell et al., 1992; Montgomery
and Mastrangelo, 1991; Runger et al., 1995; Lu and Reynolds,
1999a, 1999b, 2001).
In this study, we analyze toxicity data of water for human
consumption from three treated-water tanks of the Water
Supply and Sewerage Company of Athens. Two of these tanks
are in Menidi (old and new treated-water tanks) and the third
one is in Aspropyrgos. The finished water in each of these
tanks comes from the ‘‘Menidi old unit’’, ‘‘Menidi new unit’’
and ‘‘Aspropyrgos unit’’ water treatment plants, respectively.
The raw water in the above water treatment plants comes
exclusively from the same reservoir, Mornos, which is an
artificial lake. Mornos is 250 km away from Athens. Its
 ARTICLE IN PRESS
2682 WAT E R R E S E A R C H
maximum capacity is 700 million m3 and the surrounding
area is free from any activities. The water treatment
procedure involves the following steps:
Prechlorination–Flocculation–Sedimentation–Filtration and
Postchlorination.
The typical SPC techniques and the time-series method
were applied to the data. This application showed the serious
effects of autocorrelation when the typical SPC control charts
are applied to autocorrelated observations. The problem of
the autocorrelation was overcome by the usage of the Alwan
and Roberts (1988) approach.
2. Materials and methods
2.1. Analytical toxicological control of treated water
The toxicity data from the Menidi old treated-water tank
(variable PDM), the Menidi new treated-water tank (variable
NDM) and the Aspropyrgos treated-water tank (variable ASP)
have been registered using a bioluminescence test, which is
based on the correlation between toxicity of the water sample
and its effects on the light intensity of marine bacteria Vibrio
fischeri (former Photobacterium phosphoreum), measured by the
bioluminometer Microtox (Strategic Diagnostics Microtox
1010, 2003). Toxic substances causing a disturbance to the
normal metabolism of the bacterium result in a reduction of
light output. The degree of toxicity is proportional to the
measured light loss.
Samples were adjusted to contain 2% NaCl, which provides
osmotic protection for the marine bioassay organism.
Expression of toxicity is the inhibitory effect of a test
sample after the contact time of 30 min (H30 Þ. This expression
is given by the below formula:
Ht ¼ ½ðI0  It Þ=It   100,
where Ht is the inhibitory effect of a sample after the contact
time of 30 min in %, It is the luminescence intensity of sample
after the contact time of 30 min in relative luminescence units
and I0 is the initial luminescence intensity of the control
suspension in relative luminescence units.
If the difference of light intensity is more than 20% the
sample is considered to be toxic. This is an upper specifica-
tion limit for the toxicity of finished water.
The data available concern 163 daily samples with size
n ¼ 1 for each one of the Menidi tanks and 91 for the
Aspropyrgos tank. All the tests were carried out according to
standard protocols described in the Microtox Acute Toxicity
Users’ Guide. The duplicate basic test procedure was used. In
duplicate testing, data quality is improved through cross
comparison. The duplicate test results are unacceptable if the
light measurements are different by more than 20% of either
value. The average value from the two readings is used in
subsequent calculations. All the tests were carried out by the
same person under the same operating conditions and on the
same day on which each water sample was received. With
respect to the Microtox test repeatability (within-laboratory
precision), zinc sulphate was used (as the reference toxicant)
to produce internal quality control (QC) data. The overall
mean of the reference toxicant duplicate measurements was
41 (2007) 2679– 2689
83.5 with a total standard deviation (‘‘within’’ and ‘‘between’’)
of 5.9. This is an estimate of the bioluminescence test
variability over time. The standard deviation within duplicate
measurements of the water samples was 1.7.
2.2. Theoretical background of the statistical analysis
2.2.1. Typical control charts of SPC
The first and simplest control chart for individual observa-
tions, which is used for the control of the process mean, is the
Shewhart chart for individuals (I Chart). In this chart, the
measurement data are plotted according to the time order.
The center line is set in the mean of the process or in its
estimation and the control limits are usually in a distance of
three standard deviations from both sides of the mean. The
standard deviation of the process is often practically un-
known and is estimated from the ‘‘moving ranges’’ of size 2 as
MR=d2 or from the sample standard deviation of the data as
s=c4 , where d2 (which is exactly 1.128) can be read from special
tables (see Ryan, 1989), and c4 is a function of the sample size
and approximates the value 1 as the sample size increases.
These charts are appropriate for fast detection of large shifts
in the process, while they are insensible to small shifts. For
the increase of the effectiveness of the Shewhart charts there
have been recommended criteria which indicate that a
process shift or trend has begun. These criteria are known
as run rules and are based on runs of consecutive points
increasing/decreasing or oscillating above and below the
center line.
The EWMA and the CUSUM charts are better at detecting
small changes in the process mean than Shewhart charts
(Montgomery, 2001; Champ and Woodall, 1987).
The EWMA chart was first introduced by Roberts (1959). The
EWMA statistic is defined as zi ¼ lxi þ ð1  lÞzi1 and it is a
weighted average of all past and current observations with
weights that decrease geometrically. The constant l can take
values in the interval 0olp1. The most common choices for l
are in the interval ½0:05; 0:25. The starting value z0 is the
process target value m0 or the average of preliminary data or, if
it is not available, the sample mean. The EWMA control chart
is constructed by plotting zi versus the time order i. Additional
information about the EWMA chart can be found elsewhere
(e.g. Lucas and Saccucci, 1990).
The CUSUM charts were first introduced by Page (1954).
There are two approaches for CUSUM charts: the tabular
CUSUM and the V-mask CUSUM. Montgomery (2001) strongly
advises not to use the V-mask procedure due to disadvan-
tages and problems that are associated with this scheme. The
tabular CUSUM is constructed as follows. For each observa-
tion two cumulative sums SHi and SLi are calculated for the
detection of positive and negative shifts of the mean,
respectively. The cumulative sums are named superior and
inferior CUSUMS, respectively. It is
SHi ¼ max½0; Xi  ðX̄ þ KÞ þ SHi1  and
SLi ¼ max½0; ðX̄  KÞ  Xi þ SLi1 .
The initial prices of these sums are zero ðSH0 ¼ SL0 ¼ 0Þ. The
price of K is selected to be the half of the mean change that is
wished to be detected, usually 0:5s, and H ¼ hs (with h usually
4 or 5) is the decision interval. If either SHi or SLi exceeds the
 ARTICLE IN PRESS
WAT E R R E S E A R C H
decision interval H, then the process is considered to be out of
control.
The moving-range control chart MR, where MRi ¼ jXiþ1  Xi j
and Xi is the observation at time i, may be used to control
variability. However, some authors (e.g. Sullivan and Woodall,
1996a) have pointed out that this chart cannot really
contribute significantly to the identification of a shift in
process variability.
2.2.2. The time-series model based approach for
autocorrelated data (Alwan and Roberts approach)
The main approach for autocorrelated data was proposed by
Alwan and Roberts (1988) and uses time-series modeling to
help the detection of the existence of systematic variation
and to gain a more accurate sorting out of special causes.
Alwan and Roberts suggest the implementation of two charts:
The common cause chart (CCC) and mainly the special cause
chart (SCC). The CCC is a time plot of the fitted values
obtained when the autocorrelated process is modeled with an
ARIMA model. The CCC is not a control chart because of the
fact that it does not have control limits but it basically
accounts for the systematic variation that exists in the
process. The SCC is a typical SPC control chart applied to
the residuals of the time-series ARIMA model.
2.2.3. ARIMA models
The Box–Jenkins methodology (Box et al., 1994) is followed to
find an appropriate ARIMAðp; d; qÞ model. This methodology
involves three steps:
a. Identification of the model (specification of the number of
differences ðdÞ, of the original series that is needed to
produce the stationary process and identification of the
orders p and q for the autoregressive and moving average).
b. Estimation of the parameters.
c. Diagnostic checking.
An appropriate model is selected by using criteria such as
mean squared error (MSE), Akaike’s information criterion
(AIC), Schwartz Bayesian information criterion (BIC). The MSE
is the average or mean value of the squared errors (residuals).
When two or more models are compared, the one with the
smaller MSE is the one with the better fit. The Box–Jenkins
methodology premises that the selected model has as few
parameters as possible in terms of parsimony (simplicity).
The AIC (Akaike, 1974) and BIC (Schwartz, 1978) take into
account the number of terms in the models. The penalty term
of BIC is more stringent than the penalty term of AIC. Thus,
Table 1 – Descriptive statistics of the toxicity data for PDM, NDM and ASP
Toxicity Number of samples Mean Standard deviation
PDM 163 4.4 12.64
NDM 163 4.5 12.23
ASP 91 0.8 9.98
4 1 (200 7) 267 9 – 268 9 2683
BIC tends to choose models that are more parsimonious than
those chosen by AIC.
3. Results–discussion
3.1. Typical SPC control charting for the toxicity data
Table 1 shows the descriptive statistics of the toxicity data for
the three treated-water tanks. The normality tests (Kolmo-
gorov Smirnov–Lilliefore Correction) indicated that the null
hypothesis, according to which the data are distributed
normally, cannot be rejected in any of the treated-water
tanks at 5% significant level (p-values: more than 0.150 for
both PDM and ASP, and 0.055 for NDM).
The typical Shewhart charts on original data (Fig. 1), using
moving ranges (MR=d2 ) to estimate standard deviation s,
detected several out-of-control points in every treated-water
tank (13 in the Menidi old tank, 9 in the Menidi new tank and
12 in the Aspropyrgos tank). On the other hand, the typical
Shewhart charts on original data, using the sample standard
deviation ðs=c4 Þ to estimate standard deviation s, gave only
one point out of the control limits in every water tank (Fig. 1).
In the first case there are many false positive signals and in
the second one, some false negatives might occur. In case the
data are not autocorrelated, there is no substantial difference
between the two approaches of the estimation of s (Alwan,
1992). In presence of autocorrelation, the estimator of s that is
based upon moving ranges underestimates s (Ryan, 1989)
giving as a result many false out of control indications,
whereas the estimator of s that is based on the sample
standard deviation overestimates s resulting into non-sensi-
tive control charts even though we have large shifts on the
process (Wardell et al., 1994). Therefore, if the data are time
depended, the typical SPC control charts are inadequate.
Herein, the form of the data in the charts indicates that
there exists a serious amount of autocorrelation in the data.
The inquest of special causes becomes even more compli-
cated if run rules are applied to these control charts (Alwan,
1992). Therefore, the Shewhart control charts on these data
are inadequate to distinguish common causes from special
causes of variation.
3.2. Time-series modeling
The first 80% of the total measurements of each variable were
used to identify and estimate the parameters of the time-
series models (estimation period). The rest of the data (20%)
were withheld to validate the models (validation period).
Holding data out for validation purposes is a very important
Minimum Median Maximum Range
49 4 20 69
43 4 19 62
29 2 19 48
 ARTICLE IN PRESS
2684 WAT E R R E S E A R C H 41 (2007) 2679– 2689

Autocorrelation Function for PDM Partial Autocorrelation Function for PDM

1 1

Partial Autocorrelations
Autocorrelations
0.6 0.6
0.2 0.2
-0.2 -0.2
-0.6 -0.6
-1 -1
0 5 10 15 20 25 0 5 10 15 20 25
lag lag
Autocorrelation Function for NDM Partial Autocorrelation Function for NDM

Partial Autocorrelations
1 1
Autocorrelations

0.6 0.6

0.2 0.2

-0.2 -0.2

-0.6 -0.6

-1 -1
0 5 10 15 20 25 0 5 10 15 20 25
lag lag
Autocorrelation Function for ASP Partial Autocorrelation Function for ASP
Partial Autocorrelations

1 1
Autocorrelations

0.6 0.6
0.2 0.2

-0.2 -0.2

-0.6 -0.6

-1 -1
0 5 10 15 20 25 0 5 10 15 20 25
lag lag

Fig. 2 – Sample autocorrelation functions and sample partial autocorrelation functions for PDM, NDM and ASP.

diagnostic test of a model. It gives the best indication of the
accuracy that can be expected when forecasting the future. A
good model has similar error measures in the validation
period to those in the estimation period (although they are
often at least slightly larger (Nau, 2005).
The sample autocorrelation function (ACF) and the sample
partial autocorrelation function (PACF) with 95% probability
limits (Fig. 2) confirm that the measurements on water
toxicity are moderate to highly positively autocorrelated in
every treated-water tank. The graphs of the ACF and PACF
show that the procedure is not stationary for PDM, NDM and
ASP. Stationarity is achieved by taking the first differences of
the series (differencing by one lag). That is, the creation of a
new time series of successive differences (Xi  Xi1 , where Xi
is the observation at time i and Xi1 is the observation of the
previous time period). The new time series that the differen-
cing produces from PDM, NDM and ASP are named dPDM,
dNDM and dASP, respectively. The ACFs and PACFs for
the new variables (Fig. 3) are useful identification tools of
the orders p and q for the autoregressive and moving
average ARIMA operators. The ACFs of the differenced series
display a sharp cut-off at lag 1 and is not significantly
different from zero after lag 1. The PACFs decay quickly.
Therefore, an ARIMAð0; 1; 1Þ would be an advisable model
in order to explain the process. However, several alternative
models (stationary and non-stationary) were examined
and the final selection of the appropriate ARIMA models
was based on BIC and on the performance of the models in
the validation set. Low BIC value in comparison to other
models is indicative of a good model. Table 2 summarizes the
performance of the selected models for both the estimation
and validation periods. It displays the root squared error
(RMSE), the mean absolute error (MAE) and the mean error
(ME). The selected models gave similar results both for the
estimation and the validation periods. Therefore, the models
are likely to perform as well as expected in forecasting the
future.
The estimated models are ARIMAð0; 1; 1Þ for each one of the
three variables.
PDM: Xi ¼ Xi1  0:6294ei1 þ ei ,
NDM: Xi ¼ Xi1  0:6954ei1 þ ei ,
ASP: Xi ¼ Xi1  0:5883ei1 þ ei ,
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WAT E R R E S E A R C H 4 1 (200 7) 267 9 – 268 9 2685

Autocorrelation Function for dPDM Partial Autocorrelation Function for dPDM

1

Partial Autocorrelations
1

Autocorrelations
0.6 0.6

0.2 0.2

-0.2 -0.2

-0.6 -0.6

-1 -1
0 5 10 15 20 25 0 5 10 15 20 25
lag lag

Autocorrelation Function for dNDM Partial Autocorrelation Function for dNDM

1

Partial Autocorrelations
1
Autocorrelations

0.6 0.6

0.2 0.2

-0.2 -0.2

-0.6 -0.6

-1 -1
0 5 10 15 20 25 0 5 10 15 20 25
lag lag

Autocorrelation Function for dASP Partial Autocorrelation Function for dASP

Partial Autocorrelations

1 1
Autocorrelations

0.6 0.6

0.2 0.2

-0.2 -0.2

-0.6 -0.6

-1 -1
0 5 10 15 20 25 0 5 10 15 20 25
lag lag

Fig. 3 – Sample autocorrelation functions and sample partial autocorrelation functions for dPDM, dNDM and dASP.

Table 2 – Error statistics for the selected models of the toxicity data for PDM, NDM and ASP

Statistic PDM: ARIMA(0,1,1) with no NDM: ARIMA(0,1,1) with no ASP: ARIMA(0,1,1) with no
constant constant constant

Estimation Validation Estimation Validation Estimation Validation

period period period period period period

RMSE 9.33073 9.05085 9.28666 9.79153 6.41239 5.80558

MAE 6.98312 7.62017 7.32305 7.78385 5.03069 4.78155
ME 0.022535 0.483222 0.435758 0.573015 0.465342 1.75819

where Xt is the observation at time t, Xt1 is its previous time-
period value, et are the residuals and et1 are the previous
time-period residuals.
The series of the residuals from the models that were
applied to PDM, NDM and ASP are named PDMf, NDMf and
ASPf, respectively. The residuals fulfilled all the diagnostic
checks. The p-value of the Ljung–Box statistic equals to
0:934; 0:836 and 0.175 for PDM, NDM and ASP, respectively and
signifies that the null hypothesis that the autocorrelations,
for all lags up to the 48th lag, equal zero is not rejected. The
ACF and PACF of the residuals (Fig. 4) corroborate the
conclusion that the residuals are not autocorrelated. We
can, therefore, conclude that the autocorrelation is elimi-
nated. The normal probability plots as well as the KS–Lillifore
correction tests for normality indicate that the residuals are
following a normal distribution. The Breusch and Pagan test
for difference in variance of the residuals between the first
half and the second half was not significant. We can,
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2686 WAT E R R E S E A R C H 41 (2007) 2679– 2689

Autocorrelation Function for PDMf Partial Autocorrelation Function for PDMf

1 1

Partial Autocorrelations
Autocorrelations
0.6 0.6

0.2 0.2

-0.2 -0.2

-0.6 -0.6

-1 -1
0 5 10 15 20 25 0 5 10 15 20 25
lag lag
Autocorrelation Function for NDMf Partial Autocorrelation Function for NDMf
1 1

Partial Autocorrelations
Autocorrelations

0.6 0.6

0.2 0.2

-0.2 -0.2

-0.6 -0.6

-1 -1
0 5 10 15 20 25 0 5 10 15 20 25
lag lag
Autocorrelation Function for ASPf Partial Autocorrelation Function for ASPf
1 1
Partial Autocorrelations

0.6
Autocorrelations

0.6
0.2 0.2
-0.2 -0.2

-0.6 -0.6

-1 -1
0 5 10 15 20 25 0 5 10 15 20 25
lag lag

Fig. 4 – Sample autocorrelation functions and sample partial autocorrelation functions for PDMf, NDMf and ASPf.

therefore, infer that the residuals can be considered as ‘‘white
noise’’ and the estimated models are good models for the
time series. Now, typical SPC control charts can be applied on
the residuals.
Fig. 5 shows the CCC, which are charts of the fitted values
from the ARIMA models for the toxicity in each one of the
three treated-water tanks and they give the current level of
the conditional mean of the processes. On the same chart, the
actual observations were plotted, although the CCC does not
require it.
A SCC is a Shewhart chart for individuals applied to
the residuals. Fig. 6 shows the SCC charts of the residuals
(PDMf, NDMf and ASPf for the PDM, NDM and ASP treated-
water tanks, respectively), using moving ranges to estimate
the standard deviation. There are 3 points out of the control
limits for PDMf and none for NDMf and ASPf. Even though
we use the sample standard deviation s to estimate the
standard deviation s, there is no substantial difference in
these graphs. Therefore, the differences between the two
ways to estimate standard deviations that were noticed
when we applied Shewhart charts on the original data are
eliminated.
Wardell et al. (1994) showed that the Shewhart chart on
residuals has a small sensitivity in the small shifts when the
process is positively autocorrelated and they consider that
EWMA or CUSUM on the residuals can give better results in
detecting small shifts, as in the case of traditional SPC control
charts. In order to improve the sensitivity of the Shewhart
chart on residuals Runger et al. (1995) suggested the use of the
CUSUM chart on the residuals.
Fig. 7 presents the EWMA charts on the residuals PDMf,
NDMf and ASPf. In order to achieve the same in-control ARL
ðARL0 ¼ 370:4Þ as in the case of 3-sigma Shewhart charts, we
use l ¼ 0:2 and 2.859-sigma control limits (Lu and Reynolds,
1999b). EWMA charts on the residuals give 2 points out of the
control limits for PDMf and none for NDMf and ASPf.
Fig. 8 presents the CUSUM charts on the residuals of the
variables PDMf, NDMf and ASPf. These charts are designed
using K ¼ 0:5s. Therefore, they are appropriate for detecting
shifts of magnitude one standard deviation. The decision
interval is H ¼ 4:77s in order to achieve the same in-control
ARL ðARL0 ¼ 370:4Þ as in the case of 3-sigma Shewhart charts
(Hawkins, 1993). The two-sided CUSUM charts on the
residuals give 5 points out of the control limits for PDMf
 ARTICLE IN PRESS
WAT E R R E S E A R C H 4 1 (200 7) 267 9 – 268 9 2687

Time Sequence Plot for PDM Time Sequence Plot for NDM
ARIMA(0,1,1) ARIMA(0,1,1)
30 37
actual actual
10 fitted 17 forecast
PDM

NDM
-10 -3

-30 -23

-50 -43
0 30 60 90 120 150 180 0 30 60 90 120 150 180
Time Sequence Plot for ASP
ARIMA(0,1,1)
20
actual
10
forecast
0
ASP

-10

-20

-30
0 20 40 60 80 100

Fig. 5 – Time sequence plots (CCC) for PDM, NDM and ASP.

I Chart of PDMf I Chart of NDMf

30 UCL=28.64
40

30 20
UCL=25.43
Individual Value

Individual Value

20
10
10 _
_ X=0.46
0 0
X=-0.08

-10 -10
-20
LCL=-25.59 -20
-30
LCL=-27.72
-40 -30
1 16 32 48 64 80 96 112 128 144 160 1 16 32 48 64 80 96 112 128 144 160
Observation Observation

I Chart of ASPf
20
UCL=17.08

10
Individual Value

_
0 X=-0.72

-10

LCL=-18.52
-20
1 9 18 27 36 45 54 63 72 81 90
Observation

Fig. 6 – Special cause charts—I Charts for PDMf, NDMf and ASPf.

and none for NDMf and ASP. CUSUM charts show more points of future quality (Wardell et al., 1994). Similarly, the SCC can
out of control than the EWMA charts do. These additional be used to detect any assignable cause, including changes in
out-of-control points were close to the control limits of the the structure of the time series.
EWMA charts. Therefore, if we compare the CUSUM charts The differences between the estimated models for the three
with the EWMA charts we can see that the CUSUM charts are treated-water tanks can be explained by the fact that,
more effective in detecting small shifts than the EWMA although the initial raw water comes from the same reservoir,
charts. there are slight differences in the way of treatment between
The Alwan and Roberts (1988) approach takes advantage of the three treatment water plants and in the time that the
the fact that the process is autocorrelated to make forecasts water remains in each tank.
 ARTICLE IN PRESS
2688 WAT E R R E S E A R C H 41 (2007) 2679– 2689

EWMA Chart of PDMf EWMA Chart of NDMf

10 10
+2.9SL=9.42
+2.9SL=8.02

5 5
EWMA

EWMA
_
_ _
0 X=-0.08 0 X=0.46

-5 -5

-2.9SL=-8.18 -2.9SL=-8.49
-10 -10
1 16 32 48 64 80 96 112 128 144 160 1 16 32 48 64 80 96 112 128 144 160
Sample Sample

EWMA Chart of ASPf

5.0 +2.9SL=4.93

2.5
EWvMA

0.0 _
_
X=-0.72

-2.5

-5.0
-2.9SL=-6.38
-7.5
1 9 18 27 36 45 54 63 72 81 90
Sample

Fig. 7 – EWMA charts for PDMf, NDMf and ASPf.

CUSUM Chart of PDMf CUSUM Chart of NDMf

50
50
UCL=44.8
UCL=40.6

25
Cumulative Sum
Cumulative Sum

25

0 0 0 0

-25 -25

LCL=-40.6
LCL=-44.8
-50 -50
1 16 32 48 64 80 96 112 128 144 160 1 16 32 48 64 80 96 112 128 144 160
Sample Sample

CUSUM Chart of ASPf

30
UCL=28.30
Cumulative Sum

20

10

0 0

-10

-20

LCL=-28.30
-30
1 9 18 27 36 45 54 63 72 81 90
Sample

Fig. 8 – CUSUM charts for PDMf, NDMf and ASPf.

There is no reason for concern about the out-of-control cient to ensure good quality characteristics (Deming, 1986). A
indications that were located by the control charts used, as all modern definition of quality is ‘‘quality is inversely propor-
the original measurements of the toxicity in every one of the tional to variability’’ (Montgomery, 2001). In this sense, quality
treated-water tanks were under the specification limit. improvement means the reduction of the unwanted varia-
However, meeting only the specification limits is not suffi- bility. The control charts aim exactly at detecting the
 ARTICLE IN PRESS
WAT E R R E S E A R C H
occurrence of special cause of variability. An out-of-control
indication shows that something unusual has happened in
the process. After the investigation of the process, one can
trace the cause of trouble. Hence, corrective actions may be
undertaken before problems accumulate.
4. Conclusions
The typical SPC control charts are ineffective, because of the
existence of autocorrelation in the toxicity data for the three
treated-water tanks. The serious amount of autocorrelation
that was present in the data dramatically reduced the
performance of the charts, giving a large number of false
alarms when s was estimated via the average moving range
MR and covering real alarms when s was estimated via the
sample standard deviation s.
The more sophisticated Alwan and Roberts (1988) approach
eliminated the autocorrelation of the data. The SCC, which is
a Shewhart chart of individual observations applied to the
residuals which were obtained after fitting the process with
an ARIMA model, gave 3 out-of-control clues on PDMf and
none on NDMf and ASPf. For fast localization of small shifts,
EWMA and CUSUM charts applied to the residuals are more
suitable.
The appropriate models to explain the toxicity procedure
were ARIMAð0; 1; 1Þ in any case of the three examined treated-
water tanks. The time-series based method captures the
dynamic structure of the data and gives reasonable control
charts that can be useful tools for the improvement of the
water quality.
Acknowledgment
We would like to thank Dr. N. Thanasoulias for the useful
discussion and exchange of ideas.
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