Lambda控制图在自相关过程中的性能研究

Suyi Li, Wenjia Wang
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引用次数: 0

摘要

随着现代在线数据采集技术的发展,越来越多的过程被观察到是自相关的。将传统的Shewhart控制图甚至CUSUM和EWMA等先进的控制图应用于自回归过程会产生误导。处理自相关最常用的方法是首先对过程拟合ARMA模型,然后对残差应用控制图。然而,他们的表现并不令人满意。本文研究了Lambda控制图,探讨了该方案的特点和性能。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
A study on the performance of Lambda Control Chart for autocorrelated processes
With the development of modern techniques of online data collection, more and more processes are observed to be autocorrelated. Applying traditional Shewhart control chart or even some advanced control charts like CUSUM and EWMA on autoregressive processes will be misleading. The most popular method dealing with autocorrelation is to firstly fit an ARMA model to the processes, and then apply control charts on the residuals. However, their performance is not satisfactory. In this paper, we study the Lambda Control Chart, and explore the characteristics and performance of this scheme.
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