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The Control Chart of Autoregressive Process by Using SPRT Technique
Thesis

The Control Chart of Autoregressive Process by Using SPRT Technique

Hwang, Chin Ho
Masters, 國立清華大學, 統計學研究所
1995

Abstract

逐次撿定 管制圖 SPRT control chart
在本篇我們使用一連串的逐次撿定來當成管制圖,而將其用於監視自迴歸 模式之參數變動。在 AR(1) 和 AR(2) 模式中,導出其檢定的特徵方程式 ,並利用一些例子看此管制圖的 run length 並與一些其他的方法做比較 。 In this article we propose a control chart constructed by applying SPRT repeatedly for monitoring parameter shift in the autoregressive processes. In AR(1) and AR(2) we derive the O. C. functions of the test and demonstrate the run length rate by some examples and compare them with some other methods.

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