The Control Chart of Autoregressive Process by Using SPRT Technique

The Control Chart of Autoregressive Process by Using SPRT Technique

碩士 === 國立清華大學 === 統計學研究所 === 84 === 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...

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Main Authors: Hwang, Chin Ho, 黃景鶴
Other Authors: Chang, Der Shin
Format: Others
Language:en_US
Published: 1996
Online Access:http://ndltd.ncl.edu.tw/handle/09164523688440429187
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spelling ndltd-TW-084NTHU03370072016-07-13T04:10:35Z http://ndltd.ncl.edu.tw/handle/09164523688440429187 The Control Chart of Autoregressive Process by Using SPRT Technique 利用SPRT方法探討自迴歸過程之管制圖 Hwang, Chin Ho 黃景鶴 碩士 國立清華大學 統計學研究所 84 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. Chang, Der Shin 張德新 1996 學位論文 ; thesis 37 en_US
collection NDLTD
language en_US
format Others
sources NDLTD
description 碩士 === 國立清華大學 === 統計學研究所 === 84 === 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.
author2 Chang, Der Shin
author_facet Chang, Der Shin
Hwang, Chin Ho
黃景鶴
author Hwang, Chin Ho
黃景鶴
spellingShingle Hwang, Chin Ho
黃景鶴
The Control Chart of Autoregressive Process by Using SPRT Technique
author_sort Hwang, Chin Ho
title The Control Chart of Autoregressive Process by Using SPRT Technique
title_short The Control Chart of Autoregressive Process by Using SPRT Technique
title_full The Control Chart of Autoregressive Process by Using SPRT Technique
title_fullStr The Control Chart of Autoregressive Process by Using SPRT Technique
title_full_unstemmed The Control Chart of Autoregressive Process by Using SPRT Technique
title_sort control chart of autoregressive process by using sprt technique
publishDate 1996
url http://ndltd.ncl.edu.tw/handle/09164523688440429187
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AT huángjǐnghè lìyòngsprtfāngfǎtàntǎozìhuíguīguòchéngzhīguǎnzhìtú
AT hwangchinho controlchartofautoregressiveprocessbyusingsprttechnique
AT huángjǐnghè controlchartofautoregressiveprocessbyusingsprttechnique
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