The process model
The first order autoregressive model, AR(1), is a representative
model for autocorrelated processes. In these processes, the current
observation is correlated with its previous observation. Past studies
emphasize the role of AR(1) model in process control (Guh, 2008;
Box and Jenkins, 1976). An AR(1) model can be expressed as
follows:
t t 1 t x x (21)