자기회귀이동평균(1,1) 잡음모형에서 이상원인 탐지 및 재수정 절차 = Procedure for monitoring special causes and readjustment in ARMA(1,1) noise model

다국어 초록 (Multilingual Abstract)

An integrated process control (IPC) procedure is a scheme which simultaneously applies the engineering control procedure (EPC) and statistical control procedure (SPC) techniques to reduce the variation of a process. In the IPC procedure, the observed deviations are monitored during the process where adjustments are repeatedly done by its controller. Because the effects of the noise, the special cause, and the adjustment are mixed, the use and properties of the SPC procedure for the out-of-control process are complicated. This paper considers efficiency of EWMA charts for detecting special causes in an ARMA(1,1) noise model with a minimum mean squared error adjustment policy. And we propose the readjustment procedure after having a true signal. This procedure can be considered when the elimination of the special cause is not practically possible.

참고문헌 (Reference)

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