GARCH型相关过程及其质量控制图

GARCH Type Autocorrelated Quality Process and Quality Control Chart

化工等连续生产过程,质量指标常常表现出自相关性,违反了常规控制图的独立性假定.一般的修正方法都是基于ARMA模型表示质量过程.本文应用GARCH时间序列模型,建立了GARCH型自相关的质量过程,并提出了GARCH型控制图,为条件异方差的质量自相关过程控制提供了处理工具,可以解决实际工作中因设备、原材料或操作因素等使质量波动幅度变化的过程控制问题.

There is a significant autocorrelation in observations from continue process, such as chemical industry, which may not meet with the independent assumption of normal control chart. The control chart literature dealing with autocorrelation is based on the ARMA model. With the theory and method of GARCH model in time series analysis, this paper proposes an autocorrelated model of continue quality process and a kind of quality control chart-GARCH type quality control chart. And then, the control of the drift and the volatility of variance of quality index in quality management have been resolved.