自相关过程SPC控制及其ARL的Monte-Carlo分析  

SPC control of correlated processes and Monte-Carlo analysis for its ARL property

作　　者：孙学静[1] 刘飞[1] 

机构地区：[1]江南大学自动化研究所,江苏无锡214122

出　　处：《计算机工程与应用》2007年第18期194-195,245,共3页Computer Engineering and Applications

基　　金：新世纪优秀人才支持计划(No.NCET-05-0485)。

摘　　要：对受控自相关过程建立其时间序列模型,并得出自相关过程的预测及预测误差。其次,通过Shewhart控制图原理验证预测误差的独立性;最后讨论了对均值发生阶跃型故障的自相关过程的SPC控制,并通过Monte-Carlo模拟,对Shewhart控制图以及EWMA控制图的ARL进行了深入地比较分析。Firstly,an in-control time series based model of correlated process is constructed,and also the predictions and prediction errors. Secondly,control chart theory of Shewhart is presented for testing the independence of the related prediction errors. At last,SPC monitoring for step-type mean shifted correlated process is concerned.Simuhaneity,Monte-Carlo simulations are presented to test the ARL properties of both Shewhart control chart and EWMA for the residuals from time series modeling of this shifted correlated process.

关 键 词：自相关 时间序列 SPC Monte—Carlo模拟 ARL 

分 类 号：TP391[自动化与计算机技术—计算机应用技术]