Model-Based and Model-Free Control of Autocorrelated Processes
作者:
RungerGeorge C.,
WillemainThomas R.,
期刊:
Journal of Quality Technology
(Taylor Available online 1995)
卷期:
Volume 27,
issue 4
页码: 283-292
ISSN:0022-4065
年代: 1995
DOI:10.1080/00224065.1995.11979608
出版商: Taylor&Francis
关键词: Cumulative Sum Control Charts;Residuals;Shewhart Control Charts;Simulation;Statistical Process Control;Time Series Analysis
数据来源: Taylor
摘要:
Advances in automated sampling technology have made autocorrelated data commonplace. Positive autocorrelation degrades control charts designed by classical methods. If a correct time-series model of the autocorrelated process is available, many have advocated the use of control charts on the residuals from the model. Using the average run length criterion in an AR(1) model, we show that plotting averages of batches of the raw data can be an effective alternative to plotting residuals. We consider both weighted averages and the simple, model-free approach of arithmetic averages. We compare these statistics to residuals in both Shewhart and cumulative sum (CUSUM) control charts.
点击下载:
PDF (1161KB)
返 回