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논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 발행연도
- 2012.1
- 수록면
- 52 - 61 (10page)
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The design method for cumulative sum (CUSUM) control charts, which can be robust to autoregressive moving average (ARMA)modeling errors, has not been frequently proposed so far. This is because the CUSUM statistic involves a maximum function,which is intractable in mathematical derivations, and thus any modification on the statistic can not be favorably made. We propose residual-based robust CUSUM control charts for monitoring autocorrelated processes. In order to incorporate the effects of ARMA modeling errors into the design method, we modify parameters (reference value and decision interval) of CUSUM control charts using the approximate expected variance of residuals generated in model uncertainty, rather than directly modify the form of the CUSUM statistic. The expected variance of residuals is derived using a second-order Taylor approximation and the general form is represented using the order of ARMA models with the sample size for ARMA modeling. Based on the Monte carlo simulation, we demonstrate that the proposed method can be effectively used for statistical process control (SPC) charts, which are robust to ARMA modeling errors.
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참고문헌 (19)
참고문헌 신청
Adams, B. M. / 1998 / Robustness of Forecast-Based Monitoring Schemes / Journal of Quality Technology 30 (4) : 328 ~ 339
Alwan, L. C. / 1988 / Time-Series Modeling for Statistical Process Control / Journal of Business and Economic Statistics 6 (1) : 87 ~ 95
Apley, D. W. / 1999 / The GLRT for Statistical Process Control of Autocorrelated Processes / IIE Transactions 31 (12) : 1123 ~ 1134
Apley, D. W. / 2002 / Time Series Control Charts in the Presence of Model Uncertainty / Journal of Manufacturing Science and Engineering 124 (4) : 891 ~ 898
Box, G. / 2008 / Time Series Analysis, Forecasting and Control, 4th Edition / John Wiley and Sons, Inc.
Alwan, L. C. / 1988 / Time-Series Modeling for Statistical Process Control / Journal of Business and Economic Statistics 6 (1) : 87 ~ 95
Apley, D. W. / 1999 / The GLRT for Statistical Process Control of Autocorrelated Processes / IIE Transactions 31 (12) : 1123 ~ 1134
Apley, D. W. / 2002 / Time Series Control Charts in the Presence of Model Uncertainty / Journal of Manufacturing Science and Engineering 124 (4) : 891 ~ 898
Box, G. / 2008 / Time Series Analysis, Forecasting and Control, 4th Edition / John Wiley and Sons, Inc.
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