NONPARAMETRIC CONTROL CHART FOR MONITORING PROFILES USING CHANGE POINT FORMULATION AND ADAPTIVE SMOOTHING
NONPARAMETRIC CONTROL CHART FOR MONITORING PROFILES USING CHANGE POINT FORMULATION AND ADAPTIVE SMOOTHING
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DOI：
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发表时间：
2009-07
影响因子：
1.4
通讯作者：
Changliang Zou;P. Qiu;D. Hawkins
中科院分区：
文献类型：
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作者：
Changliang Zou;P. Qiu;D. Hawkins
在许多应用中，过程的质量最好由响应变量和一个或多个解释变量之间的函数关系来表征。配置文件监控用于检查此关系随时间的稳定性。基于非参数回归的控制图在控制（IC）或失控（OC）关系过于复杂而无法用参数指定时特别有用。本文提出了一种新的非参数控制图，使用广义似然比检验的序贯变点公式。其控制限由自助程序确定。这个图表可以在没有任何关于误差分布的知识的情况下实现，只要预先有几个IC配置文件即可。此外，受益于某些良好的性能的动态变点的方法和建议的图表统计，建议的控制图不仅提供了一个平衡的保护，对不同幅度的变化，但也适应IC和OC回归函数之间的差异的平滑。因此，对于各种OC条件，它具有接近最佳的性能。
In many applications, quality of a process is best characterized by a functional relationship between a response variable and one or more explanatory variables. Profile monitoring is used for checking the stability of this relationship over time. Control charts based on nonparametric regression are particularly useful when the in-control (IC) or out-of-control (OC) relationship is too complicated to be specified parametrically. This paper proposes a novel nonparametric control chart, using a sequential change-point formulation with generalized likelihood ratio tests. Its control limits are determined by a bootstrap procedure. This chart can be implemented without any knowledge about the error distributions, as long as a few IC profiles are available beforehand. Moreover, benefiting from certain good properties of the dynamic change-point approach and of the proposed charting statistic, the proposed control chart not only offers a balanced protection against shifts of different magnitudes, but also adapts to the smoothness of the difference between IC and OC regression functions. Consequently, it has a nearly optimal performance for various OC conditions.