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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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