- 자기상관 공정에 대한 누적합관리도에서 설계모수 값의 결정
- ㆍ 저자명
- 이재준,이종선,Lee. Jae-June,Lee. Jong-Seon
- ㆍ 간행물명
- 品質經營學會誌
- ㆍ 권/호정보
- 2008년|36권 4호|pp.87-92 (6 pages)
- ㆍ 발행정보
- 한국품질경영학회
- ㆍ 파일정보
- 정기간행물| PDF텍스트
- ㆍ 주제분야
- 기타
It is common to use CUSUM charts for detecting small level shifts in processes control, in which reference value(k) and decision interval(h) are the design parameters to be determined. To control process with autocorrelation, CUSUM charts could be applied to residuals obtained from fitting ARIMA models. However, constant level shifts in processes lead to varying mean shifts in residual processes and thus standard CUSUM charts may need to be modified. In this paper, we study the performance of CUSUM charts with various design parameters applied to autocorrelated processes, especially focussing on ARMA(1,1) models, and propose how they can be determined to get better performance in terms of the average run length.