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有限相依随机序列的非贝叶斯变点最优监测
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作者 韩东 宗福季 《应用概率统计》 CSCD 北大核心 2024年第2期277-286,共10页
本文研究了有限相依样本序列的非贝叶斯变点检测问题.通过引入非负动态随机控制线,我们不仅构造并证明了两个最优控制图,而且还得到了比原定义更容易计算的Lorden测度和Pollak测度的最小值的表达式.
关键词 最优控制图 非贝叶斯变点监测 相依样本序列
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Parameters optimization for exponentially weighted moving average control chart using generalized regression neural network
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作者 梁宗保 《Journal of Chongqing University》 CAS 2006年第3期131-136,共6页
As a useful alternative of Shewhart control chart, exponentially weighted moving average (EWMA) control chat has been applied widely to quality control, process monitoring, forecast, etc. In this paper, a method was... As a useful alternative of Shewhart control chart, exponentially weighted moving average (EWMA) control chat has been applied widely to quality control, process monitoring, forecast, etc. In this paper, a method was introduced for optimal design of EWMA and multivariate EWMA (MEWMA) control charts, in which the optimal parameter pair ( λ, k) or ( λ, h ) was searched by using the generalized regression neural network (GRNN). The results indicate that the optimal parameter pair can be obtained effectively by the proposed strategy for a given in-control average running length (ARLo) and shift to detect under any conditions, removing the drawback of incompleteness existing in the tables that had been reported. 展开更多
关键词 parameter optimization exponentially weighted moving average control chart generalized regression neural network
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