Model inadequacy and residuals control charts for autocorrelated processes

被引：22
|
作者：
Testik, MC [1 ]
机构：
[1] Cukurova Univ, Muhendislik Mimarlik Fak, Dept Ind Engn, TR-01330 Adana, Turkey
来源：
QUALITY AND RELIABILITY ENGINEERING INTERNATIONAL | 2005年 / 21卷 / 02期
关键词：
exponentially weighted moving average; control charts; autoregressive model; autocorrelation;
D O I：
10.1002/qre.611
中图分类号：
T [工业技术];
学科分类号：
08 ;
摘要：
As a result of time series parameter estimation based on previous data, the probability content of residuals control charts may vary when standard control limits are used. In this paper, we consider the AR(I) process with the autoregressive parameter being estimated from a sample of observations. The Performance of the exponentially weighted moving average (EWMA) control chart for residuals is investigated. Modified control limits that account for the uncertainty in the parameter estimate are provided. Comparisons through simulation signify the importance of the modified control limits. Copyright (C) 2004 John Wiley Sons, Ltd.
引用
收藏
页码：115 / 130
页数：16
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