A Statistical Control Chart based on ARMA (n, n-1) Model

摘要：

In this article, we apply the ARMA (n, n-1) model to the production system where there is some autocorrelation, and propose a new statistical control chart based on the model. The Monte Carlo Simulation is used to analyze the ability of the control chart. The results show that the ARMA (n, n1) control chart significantly outperforms the ARMA (1, 1) one when the production process is stable; when facing unstable production process, ARMA (n, n1) control chart can also have a good performance. Based on the results, we design the rules for choosing parameters and the procedure of constructing an ARMA (n, n-1) control chart.

关键词： Autocorrelation in Production Process SPC ARMA (n, n-1) Model Monte Carlo Simulation Average Run Length (ARL)

作者: Xun-bo LIU Xiao-ming SUN Yi-ying ZHU

作者单位: Department of Industrial Engineering and Logistics Engineering,Shanghai Jiaotong University,Shanghai School of Agricultural Economics and Rural Development,Renmin University of China,Beijing,China

会议类型: 国际会议

会议名称: 2010 IEEE 17th International Conference on Industrial Engineering and Engineering Management(2010年IEEE第17届工业工程与工程管理国际学术会议)

会议地点: 厦门

会议语种:英文

页码: 817-820

在线出版日期: 2010-10-29（万方平台首次上网日期，不代表论文的发表时间）