본문 바로가기
KERD
논문KCI 등재

소표본 자기상관 자료의 분산 추정을 위한 최적 부분군 크기에 대한 연구

A Study on Optimal Subgroup Size in Estimating Variance of Small Autocorrelated Samples

1

조회

0

다운로드

1

인용

0

참고문헌

주제분류학제간연구

초록

Abstract

In statistical process control, it is assumed that the process data are independent. However, most of chemical processes such as semi-conduct processes do not satisfy the assumption because of presence of autocorrelation between process data. It causes abnormal out of control signal in the process control and misleading estimation in process capability. In this study, we adopted Shore’s method to solve the problem and propose an optimal subgroup size to estimate the variance correctly for AR(1) processes. Especially, we focus on finding an actual subgroup size for small samples based on simulation study.

참고문헌 (8)

  1. and Roberts, "“Time-Series Modeling for Statistical Process Control” Journal of Business & Economic Statistics", pp.87~95 (1988)
  2. "“Effects of Autocorrelation on Control Chart Performance ” Communications in Statistics-Theory and Methods", pp.1025~1049 (1992)
  3. Shore, H, "Process Capability Analysis When Data are Autocorrelated", 9, pp.615~626 (1997)
  4. and Schmeiser, "“Properties of Batch Means from Stationary ARMA Time Series”" (1987)
  5. and Mastrangelo, "“Some Statistical Process Control Methods for Autocorrelated Data ” Journal of Quality Technology", pp.179~193 (1991)
  6. Runger, G. C, "Model-based and Model-free Control of Autocorrelated Process", 27, pp.283~292 (1995)
  7. Runger, G. C, "Batch-Means Control Charts for Autocorrelated Data", 28, pp.483~487 (1996)
  8. Zhang, N. F, "A Statistical Control Chart for Stationary Process Data", 40, pp.24~38 (1998)

관련 논문AI추천

이 간행물의 다른 논문 (8건)