{"title":"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","authors":"S. Grimshaw","doi":"10.1080/00224065.2022.2148590","DOIUrl":null,"url":null,"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.","PeriodicalId":54769,"journal":{"name":"Journal of Quality Technology","volume":null,"pages":null},"PeriodicalIF":2.6000,"publicationDate":"2023-01-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"Constructing control charts for autocorrelated data using an exhaustive systematic samples pooled variance estimator\",\"authors\":\"S. Grimshaw\",\"doi\":\"10.1080/00224065.2022.2148590\",\"DOIUrl\":null,\"url\":null,\"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.\",\"PeriodicalId\":54769,\"journal\":{\"name\":\"Journal of Quality Technology\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":2.6000,\"publicationDate\":\"2023-01-12\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Quality Technology\",\"FirstCategoryId\":\"5\",\"ListUrlMain\":\"https://doi.org/10.1080/00224065.2022.2148590\",\"RegionNum\":2,\"RegionCategory\":\"工程技术\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"ENGINEERING, INDUSTRIAL\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Quality Technology","FirstCategoryId":"5","ListUrlMain":"https://doi.org/10.1080/00224065.2022.2148590","RegionNum":2,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"ENGINEERING, INDUSTRIAL","Score":null,"Total":0}
Constructing control charts for autocorrelated data using an exhaustive systematic samples pooled variance estimator
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.
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.
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