Establishment of Control Chart for Correlated Data and Application

摘要：

Assume that observations are independent and identically distributed for common control chart in practice, but observations often appear to be nonindependent and show correlation by the data, which disobey the independence assumption. This paper analyzes deviation and impact for correlated data using common control charts, propose model fitting method for correlated data, establish control chart method and process for correlated data. Empirical analysis shows effectiveness of these methods.

关键词： correlated data ARIMA model residual control charts

作者: Wang Binhui Hou Yawen

作者单位: College of Economics, University of Jinan, Guangzhou, P.R.China, 510632

会议类型: 国际会议

会议名称: 2010 International Conference on Probability and Statistics of the International Institute for General Systems Studies(国际一般系统理论研究会中国概率统计学会第二届学术会议IIGSS-CPS2010)

会议地点: 南京

会议语种:英文

页码: 383-387

在线出版日期: 2010-07-29（万方平台首次上网日期，不代表论文的发表时间）