Alternative estimation procedure in SPC when the process data are correlated
學年 96
學期 1
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 en
ISSN 1563-5163
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 GBR
公開徵稿
出版型式 電子版
相關連結

機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/27385 )

機構典藏連結

SDGS 優質教育,產業創新與基礎設施