1. A statistical control chart based on ARMA (n, n−1) model
- Author
-
Xiao-ming Sun, Yi-ying Zhu, and Xun-bo Liu
- Subjects
Engineering ,Chart ,business.industry ,Production control ,Monte Carlo method ,Autocorrelation ,Statistics ,Process control ,Production (computer science) ,Control chart ,business ,Statistical process control ,Algorithm - Abstract
In this article, we apply the ARMA (n, n−1) model to the production system where there is some autocorrelation, and propose a new statistical control chart based on the model. The Monte Carlo Simulation is used to analyze the ability of the control chart. The results show that the ARMA (n, n−1) control chart significantly outperforms the ARMA (1, 1) one when the production process is stable; when facing unstable production process, ARMA (n, n−1) control chart can also have a good performance. Based on the results, we design the rules for choosing parameters and the procedure of constructing an ARMA (n, n−1) control chart.
- Published
- 2010
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