時系列工程管理技法に基づく管理状態からの逸脱の検出および逸脱期の識別

• 竹本 康彦

  兵庫県立大学経営学部

• 有薗 育生

  大阪府立大学大学院工学研究科

書誌事項

タイトル別名

• Detection of Out-of-Control State and Discrimination of Switchover Time Based on a Time Serial Process Monitoring Procedure

抄録

In general, a process starts in an in-control state and then some assignable causes change the process state to be out-of-control. It is worthwhile to utilize serial data in addition to the current data in order to monitor the process state, for which the CUSUM and EWMA control charts are useful. Performance of the CUSUM and EWMA control charts has been investigated under the condition that the process starts in an out-of-control state. However, as mentioned above, a process usually starts in an in-control state. In this paper, we present CUSUM and EWMA control charts based on the Kullback-Leibler information. Then, and investigate their performance under the condition that some assignable causes change the process from the in-control state to an out-of-control state. Because it is also important to discriminate the switchover time of the process state, we propose a discrimination procedure for the process state switchover time based on the information criterion.

収録刊行物

• 応用統計学

  応用統計学 34 (2), 99-120, 2005

  応用統計学会

キーワード

• CUSUM control chart
• EWMA control chart
• information criterion
• Kullback-Leibler information

詳細情報

• CRID: 1390001204442330624
• NII論文ID: 130001578491
• DOI: 10.5023/jappstat.34.99
• ISSN: 18838081
• ISSN: 02850370
• 本文言語コード: ja
• データソース種別:
  • JaLC
  • Crossref
  • CiNii Articles
• 抄録ライセンスフラグ: 使用不可