Run Length Distributions of Residual Control Charts for Autocorrelated Processes
作者:
WardellDon G.,
MoskowitzHerbert,
PlanteRobert D.,
期刊:
Journal of Quality Technology
(Taylor Available online 1994)
卷期:
Volume 26,
issue 4
页码: 308-317
ISSN:0022-4065
年代: 1994
DOI:10.1080/00224065.1994.11979542
出版商: Taylor&Francis
关键词: Autocorrelated Process;Average Run Length;Run Length Distributions
数据来源: Taylor
摘要:
A FORTRAN program is given to calculate the run length distribution (RLD), the average run length (ARL), and the standard deviation of the run length (SDRL) for residual control charts used to monitor autocorrelated process output. RLD, ARL, and SDRL values are calculated for processes that can be modeled by pure autoregressive models of orderp(AR(p)), pure moving-average models of order 1 (MA(1)), and mixed autoregressive moving-average models of orderspand 1 (ARMA(p,1)), given that the assignable cause to be detected is a step shift in the process mean.
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