教師資料查詢 | 類別: 期刊論文 | 教師: 蔡宗儒 TZONG-RU TSAI (瀏覽個人網頁)

標題:Alternative estimation procedure in SPC when the process data are correlated
學年
學期
出版(發表)日期2007/08/01
作品名稱Alternative estimation procedure in SPC when the process data are correlated
作品名稱(其他語言)
著者Tsai, Tzong-ru; Wu, Shuo-jye; Lin, Jyh-jiuan; Chen, Yi-ju
單位淡江大學統計學系
出版者Abingdon: Taylor & Francis
著錄名稱、卷期、頁數Journal of Statistical Computation and Simulation 77(7), pp.575-583
摘要If the process observations are autocorrelated, the performance of control chart is influenced significantly. This autocorrelation leads to a large false-alarm rate. This article considers the problem of monitoring the mean of AR(1) process with random error. We provide a simple algorithm to improve the estimation results of process parameters. Simulation results show that the proposed method can produce stable and adequate estimates for the AR(1) process with random error, even though the sample size is small.
關鍵字Autoregressive moving average model; Exponentially weighted moving average control chart; First-order autoregressive model; Maximum likelihood estimation; Shewhart control chart
語言英文
ISSN1563-5163
期刊性質國外
收錄於SCI;EI;SSCI
產學合作
通訊作者
審稿制度
國別英國
公開徵稿
出版型式電子版
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