计算机工程与应用 ›› 2007, Vol. 43 ›› Issue (18): 194-195.
• 工程与应用 • 上一篇 下一篇
孙学静,刘 飞
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SUN Xue-jing,LIU Fei
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摘要： 对受控自相关过程建立其时间序列模型,并得出自相关过程的预测及预测误差。其次,通过Shewhart控制图原理验证预测误差的独立性;最后讨论了对均值发生阶跃型故障的自相关过程的SPC控制,并通过Monte-Carlo模拟,对Shewhart控制图以及EWMA控制图的ARL进行了深入地比较分析。
Abstract: Firstly,an in-control time series based model of correlated process is constructed,and also the predictions and prediction errors. Secondly,control chart theory of Shewhart is presented for testing the independence of the related prediction errors. At last,SPC monitoring for step-type mean shifted correlated process is concerned.Simultaneity,Monte-Carlo simulations are presented to test the ARL properties of both Shewhart control chart and EWMA for the residuals from time series modeling of this shifted correlated process.
孙学静,刘 飞. 自相关过程SPC控制及其ARL的Monte-Carlo分析[J]. 计算机工程与应用, 2007, 43(18): 194-195.
SUN Xue-jing,LIU Fei. SPC control of correlated processes and Monte-Carlo analysis for its ARL property[J]. Computer Engineering and Applications, 2007, 43(18): 194-195.
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http://cea.ceaj.org/CN/Y2007/V43/I18/194
