Alternative estimation procedure in SPC when the process data are correlated

淡江大學機構典藏 > 商管學院 > 統計學系暨研究所 > 期刊論文 > Item 987654321/27385

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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

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