| 自相关过程的批滑动均值EWMA控制图 |
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| 引用本文： | 王彩玲,师义民. 自相关过程的批滑动均值EWMA控制图[J]. 徐州工程学院学报, 2010, 0(2): 71-76 |
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| 作者姓名： | 王彩玲 师义民 |
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| 作者单位： | [1]中国人民解放军理工大学指挥自动化学院,南京210007 [2]西北工业大学应用数学系,西安710072 |
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| 基金项目： | 国家自然科学基金资助项目（70471057）;陕西省教育厅基金资助项目（03JK063） |
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| 摘 要： | 给出了基于批滑动平均构造新过程的方法，并证明新过程仍然是平稳过程．针对MA（q）过程给出了批容量的选择方法，构建了监控新过程的EWMA控制图，并通过随机模拟给出了平均运行批长．将此控制图与利用大批容量和截断标准差方法构建的EWMA控制图进行比较，结果表明，此EWMA控制图的控制效果优于大批容量的截断EWMA控制图．
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| 关 键 词： | 自相关过程 批滑动平均 自相关函数 控制图 |
An EWMA Control Chart of Autocorrelated Processes Based on Batched Moving Average |
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| WANG Cai-ling,SHI Yi-min. An EWMA Control Chart of Autocorrelated Processes Based on Batched Moving Average[J]. Journal of Xuzhou Istitute of Technology, 2010, 0(2): 71-76 |
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| Authors: | WANG Cai-ling SHI Yi-min |
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| Affiliation: | 1. Institute of Command Automation, PLA University of Science and Technology, Nanjing 210007, China; 2. Dept. of Applied Mathematics, Northwestern Polytechnical University, Xi＇an 710072, China) |
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| Abstract: | In this paper, a method of constructing new processes is given based on batched moving average, and the new process is proved to be also a stationary process. Aiming at moving average processes of order q （MA（q））, a method of choosing batch size is given, an EWMA control chart is constructed to monitor the new process, and average run batches （ARB） are also given by simulations. Comparisons are made among the EWMA control chart and the curtailed EWMA control chart constructed using large batch and curtailed standard variance. The results indicate that effect of the EWMA control chart excels the curtailed control chart of large batch. |
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| Keywords: | autocorrelated processes hatched moving average autocorrelation function control chart |
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