Title :
The influence of unknown parameters in AR(2) process to the control chart´s performance
Author :
Qiuxia Sun ; Qisheng Gao
Author_Institution :
Sch. of Math. & Syst. Sci., Shandong Univ. of Sci. & Technol., Qingdao, China
fDate :
May 31 2014-June 2 2014
Abstract :
For the 2-order auto-regressive process with unknown parameters, further analysis of the effect of the estimation of parameters to the performance of control charts are provided. The influence of the process parameter to the performance of control charts is obvious and the time series process needs to be estimated, so the impact of parameters´ valuation is necessary to be analyzed. Some conclusions and the transformation of the performance of control charts which arises from parameters´ valuation are summarized by numerical results.
Keywords :
autoregressive processes; control charts; estimation theory; time series; 2-order auto-regressive process; AR(2) process; control chart performance; parameter estimation; time series process estimation; Control charts; Correlation; Educational institutions; Estimation; Process control; Time series analysis; Yttrium; auto-regressive process; average run length; control chart; parameter estimation;
Conference_Titel :
Control and Decision Conference (2014 CCDC), The 26th Chinese
Conference_Location :
Changsha
Print_ISBN :
978-1-4799-3707-3
DOI :
10.1109/CCDC.2014.6852468