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自相关过程SPC控制及其ARL的Monte-Carlo分析 被引量：1

SPC control of correlated processes and Monte-Carlo analysis for its ARL property
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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。 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.Simuhaneity,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.
作者 孙学静 刘飞
机构地区 江南大学自动化研究所
出处 《计算机工程与应用》 CSCD 北大核心 2007年第18期194-195,245,共3页 Computer Engineering and Applications
基金 新世纪优秀人才支持计划(No.NCET-05-0485)。
关键词 自相关 时间序列 SPC Monte—Carlo模拟 ARL correlated process time series Statistical Process Control（SPC） Monte-Carlo simulation ARL
分类号 TP391 [自动化与计算机技术—计算机应用技术]
  • 相关文献

参考文献8

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二级参考文献10

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共引文献23

同被引文献11

  • 1陈文宇,吴跃.Hopfield神经网络参数设置[J].计算机工程与应用,2006,42(31):34-36. 被引量：12
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计算机工程与应用
2007年 第18期

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