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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/27385


    Title: Alternative estimation procedure in SPC when the process data are correlated
    Authors: Tsai, Tzong-ru;Wu, Shuo-jye;Lin, Jyh-jiuan;Chen, Yi-ju
    Contributors: 淡江大學統計學系
    Keywords: Autoregressive moving average model;Exponentially weighted moving average control chart;First-order autoregressive model;Maximum likelihood estimation;Shewhart control chart
    Date: 2007-08
    Issue Date: 2009-12-30 14:59:58 (UTC+8)
    Publisher: Abingdon: Taylor & Francis
    Abstract: 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.
    Relation: Journal of Statistical Computation and Simulation 77(7), pp.575-583
    DOI: 10.1080/10629360600569287
    Appears in Collections:[統計學系暨研究所] 期刊論文

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