| 題名: | Monitoring of autocorrelated general linear profiles |
| 作者: | Yi-Hua Tina Wang;Yunru Lai |
| 關鍵詞: | General linear profiles;phase II;between-profile autocorrelation;exponentially weighted moving average |
| 日期: | 2018-12-13 |
| 上傳時間: | 2019-03-16 12:11:22 (UTC+8) |
| 摘要: | A collection of quality data represented by a functional relationship between response and explanatory variables is called a profile. In the literature, the errors of profiles are often assumed to be independent. However, quality data often exhibits time correlations in real applications. Therefore, in this paper, we investigate a general linear regression model with a between-profile autocorrelation. We propose a multivariate exponentially weighted moving average chart for monitoring shifts in the regression parameters, and an exponentially weighted moving average chart for monitoring shifts in the standard deviation. A simulation study reveals that our proposed schemes outperform competing existing schemes based on the average run length criterion. An example is used to illustrate the applicability of the proposed scheme. |
| 關聯: | Journal of Statistical Computation and Simulation 89(3), p.519-535 |
| DOI: | 10.1080/00949655.2018.1558227 |
| 顯示於類別: | [統計學系暨研究所] 期刊論文
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