A device manufacturing method, the method comprising: obtaining a measurement data time series of a plurality of substrates on which an exposure step and a process step have been performed; obtaining a status data time series relating to conditions prevailing when the process step was performed on at least some of the plurality of substrates; applying a filter to the measurement data time series and the status data time series to obtain filtered data; and determining, using the filtered data, a correction to be applied in an exposure step performed on a subsequent substrate.