Gráfico de controle modificado para processos com estruturas complexas de autocorrelação
This work proposes a modified control chart incorporating concepts of time series analysis. Specifically, we considerer Gaussian mixed transition distribution (GMTD) models. The GMTD models are a more general class than the autorregressive (AR) family, in the sense that the autocorrelated process...
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| Formato: | Dissertação |
| Idioma: | por |
| Publicado em: |
Universidade Federal do Rio Grande do Norte
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| Endereço do item: | https://repositorio.ufrn.br/jspui/handle/123456789/20179 |
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| Resumo: | This work proposes a modified control chart incorporating concepts of time series analysis.
Specifically, we considerer Gaussian mixed transition distribution (GMTD) models. The
GMTD models are a more general class than the autorregressive (AR) family, in the sense
that the autocorrelated processes may present flat stretches, bursts or outliers. In this scenario
traditional Shewhart charts are no longer appropriate tools to monitoring such processes.
Therefore, Vasilopoulos and Stamboulis (1978) proposed a modified version of those charts,
considering proper control limits based on autocorrelated processes. In order to evaluate the
efficiency of the proposed technique a comparison with a traditional Shewhart chart (which
ignores the autocorrelation structure of the process), a AR(1) Shewhart control chart and a
GMTD Shewhart control chart was made. An analytical expression for the process variance,
as well as control limits were developed for a particular GMTD model. The ARL was used
as a criteria to measure the efficiency of control charts. The comparison was made based on
a series generated according to a GMTD model. The results point to the direction that the
modified Shewhart GMTD charts have a better performance than the AR(1) Shewhart and
the traditional Shewhart. |
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