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31.
The run sum chart is an effective two-sided chart that can be used to monitor for process changes. It is known that it is more sensible than the Shewhart chart with runs rules and its performance improves as the number of regions increases. However, as the number of regions increses the resulting chart has more parameters to be defined and its design becomes more involved. In this article, we introduce a one-parameter run sum chart. This chart accumulates scores equal to the subgroup means and signals when the cummulative sum exceeds a limit value. A fast initial response feature is proposed and its run length distribution function is found by a set of recursive relations. We compare this chart with other charts suggested in the literature and find it competitive with the CUSUM, the FIR CUSUM, and the combined Shewhart FIR CUSUM schemes. 相似文献
32.
This study extends the generally weighted moving average (GWMA) control chart by imitating the double exponentially weighted moving average (DEWMA) technique. The proposed chart is called the double generally weighted moving average (DGWMA) control chart. Simulation is employed to evaluate the average run length characteristics of the GWMA, DEWMA and DGWMA control charts. An extensive comparison of these control charts reveals that the DGWMA control chart with time-varying control limits is more sensitive than the GWMA and the DEWMA control charts for detecting medium shifts in the mean of a process when the shifts are between 0.5 and 1.5 standard deviations. Additionally, the GWMA control chart performs better when the mean shifts are below the 0.5 standard deviation, and the DEWMA control performs better when the mean shifts are above the 1.5 standard deviation. The design of the DGWMA control chart is also discussed. 相似文献
33.
Because outliers and leverage observations unduly affect the least squares regression, the identification of influential observations is considered an important and integrai part of the analysis. However, very few techniques have been developed for the residual analysis and diagnostics for the minimum sum of absolute errors, L1 regression. Although the L1 regression is more resistant to the outliers than the least squares regression, it appears that outliers (leverage) in the predictor variables may affect it. In this paper, our objective is to develop an influence measure for the L1 regression based on the likelihood displacement function. We illustrate the proposed influence measure with examples. 相似文献
34.
The paper gives an asymptotic distribution of a test statistic for detecting a change in a mean of random vectors with dependent components. The studied test statistic has a form of a maximum of a square Euclidean norms of vectors with components being standardized partial cumulative sums of deviations from means. The limit distribution was obtained using a result of Piterbarg [1994. High deviations for multidimensional stationary Gaussian processes with independent components. In: Zolotarev, V.M. (Ed.), Stability Problems for Stochastic Models, pp. 197–210]. 相似文献
35.
以斯伦贝谢公司随钻电阻率测井仪ARC675系列为例,重点分析了介电效应对相位移和幅度衰减电阻率的影响规律。给出了ARC675随钻电阻率测井仪在2MHz和400kHz工作频率下的校正图版和校正方法,编制了自动介电效应校正计算机程序并对油田实际随钻电阻率测井数据进行了介电效应校正,校正的结果验证了对介电效应影响规律的分析,得到了更为正确的地层电阻率值。实例证明拟合公式是正确的。 相似文献
36.
Chi-Shuan Liu 《Journal of applied statistics》2011,38(11):2575-2596
The combined EWMA-X chart is a commonly used tool for monitoring both large and small process shifts. However, this chart requires calculating and monitoring two statistics along with two sets of control limits. Thus, this study develops a single-featured EWMA-X (called SFEWMA-X) control chart which has the ability to simultaneously monitor both large and small process shifts using only one set of statistic and control limits. The proposed SFEWMA-X chart is further extended to monitoring the shifts in process standard deviation. A set of simulated data are used to demonstrate the proposed chart's superior performance in terms of average run length compared with that of the traditional charts. The experimental examples also show that the SFEWMA-X chart is neater and easier to visually interpret than the original EWMA-X chart. 相似文献
37.
This article considers the notion of the non-diagonal-type estimator (NDTE) under the prediction error sum of squares (PRESS) criterion. First, the optimal NDTE in the PRESS sense is derived theoretically and applied to the cosmetics sales data. Second, we make a further study to extend the NDTE to the general case of the covariance matrix of the model and then give a Bayesian explanation for this extension. Third, two remarks concerned with some potential shortcomings of the NDTE are presented and an alternative solution is provided and illustrated by means of simulations. 相似文献
38.
39.
A cumulative sum control chart for multivariate Poisson distribution (MP-CUSUM) is proposed. The MP-CUSUM chart is constructed based on log-likelihood ratios with in-control parameters, Θ0, and shifts to be detected quickly, Θ1. The average run length (ARL) values are obtained using a Markov Chain-based method. Numerical experiments show that the MP-CUSUM chart is effective in detecting parameter shifts in terms of ARL. The MP-CUSUM chart with smaller Θ1 is more sensitive than that with greater Θ1 to smaller shifts, but more insensitive to greater shifts. A comparison shows that the proposed MP-CUSUM chart outperforms an existing MP chart. 相似文献
40.
介绍了运用反对数作图法电位滴定氰脲酸含量的测定方法,该测定法与银络盐容量法、二次微商法比较,更具有快速、简便的优越性。 相似文献