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Estimation of the Change Point in Monitoring the Mean of Autocorrelated Processes
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 Title & Authors
Estimation of the Change Point in Monitoring the Mean of Autocorrelated Processes
Lee, Jae-Heon; Han, Jung-Hee; Jung, Sang-Hyun;
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 Abstract
Knowing the time of the process change could lead to quicker identification of the responsible special cause and less process down time, and it could help to reduce the probability of incorrectly identifying the special cause. In this paper, we propose the maximum likelihood estimator (MLE) for the process change point when a control chart is used in monitoring the mean of a process in which the observations can be modeled as an AR(1) process plus an additional random error. The performance of the proposed MLE is compared to the performance of the built-in estimator when they are used in EWMA charts based on the residuals. The results show that the proposed MLE provides good performance in terms of both accuracy and precision of the estimator.
 Keywords
Process change point;autocorrelated process;exponentially weighted moving average chart;residual;maximum likelihood estimator;
 Language
English
 Cited by
1.
누적이동평균(1,1) 모형에서 공정 변화시점의 추정,이호윤;이재헌;

Journal of the Korean Data and Information Science Society, 2009. vol.20. 2, pp.435-443
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