出版日期：2007-08-01 00:00:00

著者：Tsai, Tzong-ru; Wu, Shuo-jye; Lin, Jyh-jiuan; Chen, Yi-ju

單位：淡江大學統計學系

出版者：Abingdon: Taylor & Francis

著錄名稱、卷期、頁數：Journal of Statistical Computation and Simulation 77(7), pp.575-583

摘要：If the process observations are autocorrelated, the performance of control chart is influenced significantly. This autocorrelation leads to a large false-alarm rate. This article considers the problem of monitoring the mean of AR(1) process with random error. We provide a simple algorithm to improve the estimation results of process parameters. Simulation results show that the proposed method can produce stable and adequate estimates for the AR(1) process with random error, even though the sample size is small.

關鍵字：Autoregressive moving average model; Exponentially weighted moving average control chart; First-order autoregressive model; Maximum likelihood estimation; Shewhart control chart

語言：en

ISSN：1563-5163

期刊性質：國外

收錄於：SCI EI SSCI

審稿制度：是

國別：GBR

出版型式：電子版