• 主题
高级搜索  >
历史搜索 清空历史
首页> 外文期刊>Statistics and computing >Accurate ARL computation for EWMA-S~2 control charts
【24h】

Accurate ARL computation for EWMA-S~2 control charts

机译：EWMA-S〜2控制图的准确ARL计算

获取原文
获取原文并翻译 | 示例
           
页面导航
  • 摘要
  • 著录项
  • 相似文献
  • 相关主题

摘要

Originally, the exponentially weighted moving average (EWMA) control chart was developed for detecting changes in the process mean. The average run length (ARL) became the most popular performance measure for schemes with this objective. When monitoring the mean of independent and normally distributed observations the ARL can be determined with high precision. Nowadays, EWMA control charts are also used for monitoring the variance. Charts based on the sample variance S~2 are an appropriate choice. The usage of ARL evaluation techniques known from mean monitoring charts, however, is difficult. The most accurate method—solving a Fredholm integral equation with the Nystroem method—fails due to an improper kernel in the case of chi-squared distributions. Here, we exploit the collocation method and the product Nystroem method. These methods are compared to Markov chain based approaches. We see that collocation leads to higher accuracy than currently established methods.
机译：最初，指数加权移动平均值（EWMA）控制图用于检测过程平均值的变化。对于具有此目标的方案，平均运行长度（ARL）成为最受欢迎的性能指标。在监视独立观测值和正态分布观测值的平均值时，可以高精度确定ARL。如今，EWMA控制图也用于监视方差。基于样本方差S〜2的图表是合适的选择。但是，很难使用平均监测图中已知的ARL评估技术。最精确的方法（用Nystroem方法求解Fredholm积分方程）由于卡方分布情况下的内核不正确而失败。在这里，我们利用了搭配方法和产品Nystroem方法。将这些方法与基于马尔可夫链的方法进行了比较。我们看到，与当前建立的方法相比，并置导致的准确性更高。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱：kefu@zhangqiaokeyan.com

京公网安备：11010802029741号 ICP备案号：京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有

  • 客服微信

  • 服务号