EFFECTS OF AUTOCORRELATION ON CONTROL CHART PERFORMANCE

被引:136
作者
ALWAN, LC
机构
[1] University of Wisconsin-Milwaukee, School of Business Administration, Milwaukee, P.O. Box 742
关键词
STATISTICAL PROCESS CONTROL; SHEWHART CHART; MOVING-RANGE; SPECIAL CAUSE;
D O I
10.1080/03610929208830829
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this article, we study the capability of the standard control chart for individual observations with fixed control limits to identify special causes reflected as isolated extreme points in the presence of autocorrelation. We consider both the application of standard Shewhart limits and moving-range limits and derive the risks of false positive and false negative when the control chart observations follow a general ARMA(p,q) process.
引用
收藏
页码:1025 / 1049
页数:25
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