二元自相关过程的残差T2控制图

多元自相关过程不满足现行多元质量控制理论的前提假设。该文探讨了两个随机变量相互独立,其中一个随机变量的观测值相互独立、另一随机变量服从一阶自回归模型的二元自相关过程。在参数已知的条件下,提出了二元自相关过程的残差T2控制图。通过M on te C arlo模拟,得到了一族该二元自相关过程在不同偏移量下的平均链长。分析结果表明残差T2控制图的适用范围由自相关的强弱和偏移量的大小决定,可以有效监控大部分该类二元自相关过程。

Residual-based T2 control chart for bivariate autocorrelated processes

Multivariate autocorrelated processes violate the fundamental assumption of independence for traditional statistical process control.This paper investigates bivariate autocorrelated processes in which the observations of one characteristic are autocorrelated following a first-order autoregressive model while the observations of the other characteristic are independent.The system parameters were monitored using an analysis for bivariate autocorrelated processes, termed the residual-based T~2 control chart.The average run lengths predicted by Monte Carlo simulations were given for a cluster of such processes with various mean shifts.Analysis of the result shows that the autocorrelation and mean shifts determine whether the residual-based T~2 control chart can be applied and that this chart can efficiently monitor most such processes.