RUN-LENGTH DISTRIBUTIONS OF RESIDUAL CONTROL CHARTS FOR AUTOCORRELATED PROCESSES

被引:25
|
作者
WARDELL, DG [1 ]
MOSKOWITZ, H [1 ]
PLANTE, RD [1 ]
机构
[1] PURDUE UNIV,KRANNERT GRAD SCH MANAGEMENT,CTR MANAGEMENT MFG ENTERPRISES,W LAFAYETTE,IN 47907
关键词
AUTOCORRELATED PROCESS; AVERAGE RUN LENGTH; RUN LENGTH DISTRIBUTIONS;
D O I
10.1080/00224065.1994.11979542
中图分类号
T [工业技术];
学科分类号
08 ;
摘要
A FORTRAN program is given to calculate the run length distribution (RLD), the average run length (ARL), and the standard deviation of the run length (SDRL) for residual control charts used to monitor autocorrelated process output. RLD, ARL, and SDRL values are calculated for processes that can be modeled by pure autoregressive models of order p (AR(p)), pure moving-average models of order 1 (MA(1)), and mixed autoregressive moving-average models of orders p and 1 (ARMA(p,1)), given that the assignable cause to be detected is a step shift in the process mean.
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页码:308 / 317
页数:10
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