Monitoring Autocorrelated Processes Using A Distribution-Free Tabular CUSUM Chart With Automated Variance Estimation
نویسندگان
چکیده
Student Member, Institute of Industrial Engineers. E-mail: [email protected]. Telephone: (404) 8229746. Fax: (404) 894-2301. E-mail: [email protected]. Telephone: (404) 894-2361. Fax: (404) 894-2301. Member, Institute of Industrial Engineers. E-mail: [email protected]. Telephone: (404) 894-2365. Fax: (404) 894-2301. Member, Institute of Industrial Engineers, and corresponding author. E-mail: [email protected]. Telephone: (404) 894-4551. Fax: (404) 894-2301. E-mail: [email protected]. Telephone: (404) 894-2311. Fax: (404) 894-2301. Fellow, Institute of Industrial Engineers. E-mail: [email protected]. Telephone: (919) 515-6415. Fax: (919) 515-5281.
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A Distribution-Free Tabular CUSUM Chart for Autocorrelated Data
A distribution-free tabular CUSUM chart is designed to detect shifts in the mean of an autocorrelated process. The chart’s average run length (ARL) is approximated by generalizing Siegmund’s ARL approximation for the conventional tabular CUSUM chart based on independent and identically distributed normal observations. Control limits for the new chart are computed from the generalized ARL approx...
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