English  |  正體中文  |  简体中文  |  全文筆數/總筆數 : 58605/92268 (64%)
造訪人次 : 545055      線上人數 : 66
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
搜尋範圍 查詢小技巧:
  • 您可在西文檢索詞彙前後加上"雙引號",以獲取較精準的檢索結果
  • 若欲以作者姓名搜尋,建議至進階搜尋限定作者欄位,可獲得較完整資料
  • 進階搜尋
    請使用永久網址來引用或連結此文件: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/27385

    題名: Alternative estimation procedure in SPC when the process data are correlated
    作者: Tsai, Tzong-ru;Wu, Shuo-jye;Lin, Jyh-jiuan;Chen, Yi-ju
    貢獻者: 淡江大學統計學系
    關鍵詞: Autoregressive moving average model;Exponentially weighted moving average control chart;First-order autoregressive model;Maximum likelihood estimation;Shewhart control chart
    日期: 2007-08
    上傳時間: 2009-12-30 14:59:58 (UTC+8)
    出版者: Abingdon: Taylor & Francis
    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.
    關聯: Journal of Statistical Computation and Simulation 77(7), pp.575-583
    DOI: 10.1080/10629360600569287
    顯示於類別:[統計學系暨研究所] 期刊論文


    檔案 描述 大小格式瀏覽次數
    Alternative estimation procedure in SPC when the process data are correlated.pdf400KbAdobe PDF0檢視/開啟



    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library & TKU Library IR teams. Copyright ©   - 回饋