统计过程控制的时间序列建模

Time-Series Modeling for Statistical Process Control

Journal of Business & Economic Statistics · 1988
被引 664 · 同刊同年前 3%
人大 AABS 4

中文导读

指出实际生产过程中数据常存在自相关等时间序列效应,导致标准控制图失效;提出先对时间序列效应建模并拟合,再对残差应用控制图,同时单独绘制拟合值以展示系统效应。

Abstract

In statistical process control, a state of statistical control is identified with a process generating independent and identically distributed random variables. It is often difficult in practice to attain a state of statistical control in this strict sense; autocorrelations and other systematic time-series effects are often substantial. In the face of these effects, standard control-chart procedures can be seriously misleading. We propose and illustrate statistical modeling and fitting of time-series effects and the application of standard control-chart procedures to the residuals from these fits. The fitted values can be plotted separately to show estimates of the systematic effects.

时间序列建模统计过程控制残差控制图自相关效应