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The autoregressive T~2 chart for monitoring univariate autocorrelated processes

机译:用于监视单变量自相关过程的自回归T〜2图表

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摘要

The method presented involves using Hotelling's T~2 statistic to monitor a vector formed from a moving window of observations of the univariate autocorrelated process.It is shown that this statistic can be decomposed into the sum of the squares of the residual errors for various order autoregressive time series models fit to the process data.Guidelines to design the autoregressive T~2 chart are presented,and its performance compared to that of the residual-based CUSUM and Shewhart individual control charts. (27 refs.)
机译:提出的方法涉及使用Hotelling的T〜2统计量来监视由单变量自相关过程的观测移动窗口形成的向量,这表明该统计量可以分解为各种阶数自回归的残差平方和。时间序列模型适合过程数据。提供了设计自回归T〜2图的指南,并将其性能与基于残差的CUSUM和Shewhart单独控制图相比。 (27参考)

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