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https://ah.lib.nccu.edu.tw/handle/140.119/78912| 題名: | On the Hotelling T2 control chart for the vector autoregressive process | 作者: | Cheng, Tsung-Chi;Hsieh, P.-H.;Yang, Su-Fen 鄭宗記;楊素芬 |
貢獻者: | 統計系 | 關鍵詞: | Auto regressive process; Control charts; Correlated observations; Hotelling`s T; Hotelling`s T<sup>2</sup> statistic; Model parameters; Monte Carlo approach; Multivariate monitoring; Phase I; Phase II; Sample sizes; Statistical quality control; Vector autoregressive model; Flowcharting; Sampling; Value engineering; Process control | 日期: | Sep-2011 | 上傳時間: | 8-Oct-2015 | 摘要: | A vector autoregressive (VAR) model has become a popular multivariate monitoring technique for serially correlated observations often observed in practice. In this article, we examine, via a Monte Carlo approach, the effect of a shift in the model parameter and the sample size in both Phase I and Phase II schemes on control chart statistics, namely, different versions of Hotelling`s T2 when a VAR model is employed. The effects are reported and specific T 2 statistics under various sample sizes is recommended. © 2011 IEEE. | 關聯: | 2011 IEEE International Conference on Quality and Reliability, ICQR 2011, 論文編號 6031725, 278-282 | 資料類型: | conference | DOI: | http://dx.doi.org/10.1109/ICQR.2011.6031725 |
| Appears in Collections: | 會議論文 |
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