Constructing control charts for autocorrelated data using an exhaustive systematic samples pooled variance estimator

IF 2.6 2区 工程技术 Q2 ENGINEERING, INDUSTRIAL Journal of Quality Technology Pub Date : 2023-01-12 DOI:10.1080/00224065.2022.2148590
S. Grimshaw
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引用次数: 1

Abstract

Abstract SPC with positive autocorrelation is well known to result in frequent false alarms if the autocorrelation is ignored. The autocorrelation is a nuisance and not a feature that merits modeling and understanding. This paper proposes exhaustive systematic sampling, which is similar to Bayesian thinning except no observations are dropped, to create a pooled variance estimator that can be used in Shewhart control charts with competitive performance. The expected value and variance are derived using quadratic forms that is nonparametric in the sense no distribution or time series model is assumed. Practical guidance for choosing the systematic sampling interval is offered to choose a value large enough to be approximately unbiased and not too big to inflate variance. The proposed control charts are compared to time series residual control charts in a simulation study that validates using the empirical reference distribution control limits to preserve stated in-control false alarm probability and demonstrates similar performance.
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使用穷举系统样本池方差估计器构建自相关数据的控制图
具有正自相关的SPC如果忽略自相关,会导致频繁的虚警。自相关是一种麻烦,不值得建模和理解的特征。本文提出了穷尽系统抽样,它类似于贝叶斯稀疏,只是没有丢弃观测值,以创建一个可用于具有竞争性能的Shewhart控制图的池方差估计器。期望值和方差使用二次型推导,在没有假设分布或时间序列模型的意义上是非参数的。为选择系统抽样间隔提供了实用指导,以选择一个足够大的值,以近似无偏,而不是太大,以膨胀方差。在仿真研究中,将所提出的控制图与时间序列残差控制图进行了比较,验证了使用经验参考分布控制极限来保持所述的控制虚警概率,并展示了相似的性能。
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来源期刊
Journal of Quality Technology
Journal of Quality Technology 管理科学-工程:工业
CiteScore
5.20
自引率
4.00%
发文量
23
审稿时长
>12 weeks
期刊介绍: The objective of Journal of Quality Technology is to contribute to the technical advancement of the field of quality technology by publishing papers that emphasize the practical applicability of new techniques, instructive examples of the operation of existing techniques and results of historical researches. Expository, review, and tutorial papers are also acceptable if they are written in a style suitable for practicing engineers. Sample our Mathematics & Statistics journals, sign in here to start your FREE access for 14 days
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