期刊論文
| 學年 | 110 |
|---|---|
| 學期 | 1 |
| 出版（發表）日期 | 2021-10-16 |
| 作品名稱 | Nonparametric control chart using auxiliary information for smallest extreme value distribution |
| 作品名稱（其他語言） | |
| 著者 | Tzong-Ru Tsai; C-M Hung; Y. L. Lio; J-Y Chiang; H. K. T. Ng |
| 單位 | |
| 出版者 | |
| 著錄名稱、卷期、頁數 | Journal of Statistical Computation and Simulation 92(6), p.1175-1193 |
| 摘要 | Traditionally, in using an auxiliary variable for quality control applications, the response and auxiliary variables are often assumed to follow a bivariate normal distribution. Given that the response variable and an auxiliary variable are linearly related, a novel process monitoring method is proposed to scrutinize the shifts of the model parameter when the response and auxiliary variables follow the smallest extreme value distributions. Utilizing the estimates of the model parameters as input variables, auxiliary information based (AIB) multivariate sign exponential weighted moving average (AIB-MSEWMA) control chart is proposed. Because the AIB-MSEWMA control chart doesn’t require the multivariate normality distribution assumption for the estimators of model parameters, the AIB-MSEWMA control chart is more reliable than the competitors of the AIB-Hotelling T2 and AIB multivariate EWMA control charts in terms of the false alarm rate. Finally, the operation of the AIB-MSEWMA control chart is illustrated through a regenerated data set of the car brake system. |
| 關鍵字 | Average run length;exponential weighted moving average;Hotelling T2 control chart;maximum likelihood estimation;multivariate sign exponential weighted moving average |
| 語言 | en_US |
| ISSN | 1563-5163 |
| 期刊性質 | 國外 |
| 收錄於 | SCI |
| 產學合作 | |
| 通訊作者 | |
| 審稿制度 | 是 |
| 國別 | GBR |
| 公開徵稿 | |
| 出版型式 | ,電子版,紙本 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/122611 ) |