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關(guān)于單變量統(tǒng)計(jì)過(guò)程控制圖某些研究結(jié)果簡(jiǎn)介(留存版)

  

【正文】 37]Apley, D. W. and Shi, J. (1994). The GLRT for statistical process control of autocorrelated processed, IIE Transactions, 31, 11231134. [38]Shu, L. J., Apley, D. W., and Tsung, F. (2002). Autocorrelated process monitoring using triggered Cuscore charts. Quality and Reliability Engineering International, 18, 411421. [39]Lorden, G. (1971). Procedures for reacting to a change in distribution. Annals of Mathematics and Statistics, 42, 18971908.[40]Zhao Yi, Tsung Fugee, Wang Zhaojun (2005). Dual CUSUM control scheme for detecting a range of mean shift. IIE Transactions, 37, 10471058.[41]Siegmund, D. , and Venkatraman, E. S. (1995). Using the generalized likelihood ratio statistic for sequential detection of a Changepoint, Annals of Statistics, 23, 255271.The Summary and Review of Statistical Process Control Chartsfor Monitoring the Mean of Variable CharacteristicZhaojun WangDepartment of Statistics, School of Mathematical SciencesNankai University, Tianjin 300071.Email: zjwangAbstractSome resent reviews about the static and adaptive statistical process control (SPC) charts for monitoring the mean of continuous variable characteristic and some related reference papers are given in this paper. The author of this paper wish to enhance the research and application of SPC in China.Keywords: Shewhart control chart, CUSUM control chart, EWMA control chart.作者簡(jiǎn)介:王兆軍,男,教授(博導(dǎo)),1965年8月生于河北,南開(kāi)大學(xué)數(shù)學(xué)科學(xué)學(xué)院統(tǒng)計(jì)系主任。對(duì)其中有興趣的讀者可參見(jiàn)相應(yīng)的文獻(xiàn)。關(guān)于動(dòng)態(tài)控制圖,有Soumbos和Reynolds提出的SPRT控制圖[35, 36]?,F(xiàn)在討論最多的模型是ARMA,AR(1)及IMA(1,1)模型。二、關(guān)于獨(dú)立數(shù)據(jù)的動(dòng)態(tài)控制圖的研究動(dòng)態(tài)控制圖的特點(diǎn)是其樣本容量或抽樣區(qū)間的大小與前一組樣本的位置有關(guān),這方面的成果可分為五類:VSI(Variable Sampling Interval)、VSS(Variable Sample Size)、VSSI(Variable Sample Size and Sampling Interval)、VP(Variable Parameter)和VSSIFT (Variable Sample size and Sampling Interval at Fixed Time)控制圖。統(tǒng)計(jì)過(guò)程控制圖的研究起源于1931年由Shewhart博士提出的Shewhart Xbar控制圖,在這七十年間,它得到了廣泛的研究與發(fā)展,取得了相當(dāng)豐富的成果。四、針對(duì)相關(guān)數(shù)據(jù)控制圖的研究 關(guān)于相關(guān)數(shù)據(jù)的第二階段控制圖,基本有兩大類方法[2229],一類是基于觀測(cè)數(shù)據(jù)本身的,另一類是基于一步預(yù)測(cè)殘差的。其中僅LRT圖可同時(shí)檢測(cè)均值與方差的飄移。雖然Han和Tsung僅比較了ARL的大小,并沒(méi)有從運(yùn)行長(zhǎng)度的分布和標(biāo)準(zhǔn)差角度進(jìn)行比較,但這是利用大樣本性質(zhì)研究控制圖的第一篇文章(不包括變點(diǎn)問(wèn)題。1995年12月晉升副教授,2000年12月晉升教授,2002年4月被選為博士生指導(dǎo)教師。六、檢測(cè)區(qū)間飄移的控制圖的研究現(xiàn)有絕大多數(shù)控制圖的最優(yōu)參數(shù)都是針對(duì)固定飄移設(shè)計(jì)得到的,但在許多實(shí)際問(wèn)題中,飄移的大小是很難事先確定的,于是就有了區(qū)間飄移的檢測(cè)問(wèn)題。理論與模擬結(jié)果均顯示這種控制圖
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