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Monitoring and Change Point Estimation of AR(1) Autocorrelated Polynomial Profiles

عنوان مقاله: Monitoring and Change Point Estimation of AR(1) Autocorrelated Polynomial Profiles
شناسه ملی مقاله: JR_IJE-26-9_002
منتشر شده در شماره 9 دوره 26 فصل September در سال 1392
مشخصات نویسندگان مقاله:

m Keramatpour - Young Researchers and Elite Club, Qazvin Branch, Islamic Azad University, Qazvin, Iran
s.t.a niaki - Department of Industrial Engineering, Sharif University of Technology, Tehran, Iran
m Khedmati - Department of Industrial Engineering, Sharif University of Technology, Tehran, Iran
m.e Soleymanian - Department of Industrial Engineering, Sharif University of Technology, Tehran, Iran

خلاصه مقاله:
In this paper, a remedial measure is first proposed to eliminate the effect of autocorrelation in phase ІІ monitoring of autocorrelated polynomial profiles, where there is a first order autoregressive (AR(1))relation between the error terms in each profile. Then, a control chart based on the generalized lineartest (GLT) is proposed to monitor the coefficients of polynomial profiles and an R-chart is used to monitor the error variance, the combination of which is called GLT/R chart. The performance of the proposed GLT/R chart is evaluated by comparing it to those obtained from prevalent methodsincluding multivariate T2, EWMA/R and T2 residual control charts, in terms of the average run length (ARL) criterion. Furthermore, an estimator based on the likelihood ratio approach is proposed to estimate the change point in the parameters of autocorrelated polynomial profiles. The results ofextensive simulation experiments show good performance of the proposed estimator. Finally, the applicability of the proposed method is illustrated using a real data example

کلمات کلیدی:
Polynomial Profiles,Phase ІІ Monitoring,Autocorrelation,Average Run Length (ARL),General Linear Test (GLT),Change Point

صفحه اختصاصی مقاله و دریافت فایل کامل: https://civilica.com/doc/254953/