Performance of CUSUM control schemes for serially correlated observations
Performance of CUSUM control schemes for serially correlated observations
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DOI：
10.2307/1269288
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发表时间：
1993-02
期刊：
影响因子：
2.5
通讯作者：
E. Yashchin
中科院分区：
文献类型：
--
作者：
E. Yashchin
本文讨论的情况下，人们有兴趣在评估的游程长度特性的累积和控制方案时，底层数据显示存在的串行相关。在实际应用中，这种情况是常见的问题，与监测等特征的数据，如预测误差，措施的模型充分性，方差分量。所讨论的问题也是相关的情况下，数据转换被用来减少串行相关的幅度。分析的基本思想是用一系列独立同分布的观测值来代替序列相关的观测值，这些观测值的游程特征大致相同。所提出的方法的几类过程中产生的统计过程控制领域的应用进行了详细讨论，它表明，它导致的近似，可以被认为是可以接受的…
This article discusses situations in which one is interested in evaluating the run-length characteristics of a cumulative sum control scheme when the underlying data show the presence of serial correlation. In practical applications, situations of this type are common in problems associated with monitoring such characteristics of data as forecasting errors, measures of model adequacy, and variance components. The discussed problem is also relevant in situations in which data transformations are used to reduce the magnitude of serial correlation. The basic idea of analysis involves replacing the sequence of serially correlated observations by a sequence of independent and identically distributed observations for which the runlength characteristics of interest are roughly the same. Applications of the proposed method for several classes of processes arising in the area of statistical process control are discussed in detail, and it is shown that it leads to approximations that can be considered acceptable in...