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Multivariate quality control chart for autocorrelated processes

机译:自相关过程的多元质量控制图

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摘要

Traditional multivariate statistical process control techniques are based on the assumption that the successive observation vectors are independent. In recent years, due to automation of measurement and data collection systems, a process can be sampled at higher rates, which leads to autocorrelation. This can thus have a serious impact on the performance of the classical control charts. The problem is monitoring the mean vector of a process in which the observations can be modeled as a first-order autoregressive VAR(1) process. A control chart called the Z-chart is proposed, which is based on the single step finite intersection test. An important feature of the proposed method is that it not only detects an out-of-control status, but also helps to identify variable(s) for the out-of-control situation.
机译:传统的多元统计过程控制技术基于连续观察向量是独立的假设。近年来,由于测量和数据收集系统的自动化,可以以更高的速率对过程进行采样,这导致了自相关。因此,这可能会对经典控制图的性能产生严重影响。问题在于监视过程的平均矢量,在该过程中,观测值可以建模为一阶自回归VAR(1)过程。提出了基于单步有限相交测试的控制图Z-chart。所提出的方法的重要特征是它不仅检测失控状态,而且还有助于识别失控情况的变量。

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