| 基于最佳均方预报的自相关过程控制图 |
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| 引用本文： | 王彩玲,赵选民,李颖.基于最佳均方预报的自相关过程控制图[J].系统工程,2007,25(6):94-100. |
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| 作者姓名： | 王彩玲 赵选民 李颖 |
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| 作者单位： | 西北工业大学,应用数学系,陕西,西安,710072 |
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| 基金项目： | 国家自然科学基金;航空基础科学基金;陕西省自然科学基金 |
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| 摘 要： | 给出一阶自回归过程的参数估计公式,利用估计的参数构建了基于最佳均方预报误差的控制图,并给出了过程启动后才发生漂移的平均运行链长（ARL）计算公式.将此控制图与利用估计的参数构建的单值控制图进行了比较,结果表明误差控制图总体上优于单值控制图.
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| 关 键 词： | 自相关过程 最佳均方预报 参数估计 控制图 |
| 文章编号： | 1001-4098（2007）06-0094-07 |
| 修稿时间： | 2007-03-10 |
A Control Chart of Autocorrelated Processes Based on Best Mean Square Predictors |
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| WANG Cai-ling,SHI Yi-min,LI Ying.A Control Chart of Autocorrelated Processes Based on Best Mean Square Predictors[J].Systems Engineering,2007,25(6):94-100. |
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| Authors: | WANG Cai-ling SHI Yi-min LI Ying |
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| Abstract: | In this paper, formulae of parameter estimation are given for a first order autoregressive process, and control charts based on best mean square predictors are constructed using estimated parameters. Calculated formula of average run length are also given after processes already run some time, and control chart of errors are compared with individual control chart constructed using estimated parameters. The results indicate that control chart of errors is generally excel to individual control chart. |
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| Keywords: | Autocorrelated Processes Best Mean Square Predictor Parameter Estimation Control Chart |
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