RUN-LENGTH DISTRIBUTIONS OF RESIDUAL CONTROL CHARTS FOR AUTOCORRELATED PROCESSES

Authors
WARDELL DG MOSKOWITZ H PLANTE RD
Citation
Dg. Wardell et al., RUN-LENGTH DISTRIBUTIONS OF RESIDUAL CONTROL CHARTS FOR AUTOCORRELATED PROCESSES, Journal of quality technology, 26(4), 1994, pp. 308-317
Citations number
11
Categorie Soggetti
Operatione Research & Management Science","Engineering, Industrial
Journal title
Journal of quality technology → ACNP
ISSN journal
00224065
Volume
26
Issue
4
Year of publication
1994
Pages
308 - 317
Database
ISI
SICI code
0022-4065(1994)26:4<308:RDORCC>2.0.ZU;2-N
Abstract
A FORTRAN program is given to calculate the run length distribution (R LD), the average run length (ARL), and the standard deviation of the r un length (SDRL) for residual control charts used to monitor autocorre lated process output. RLD, ARL, and SDRL values are calculated for pro cesses that can be modeled by pure autoregressive models of order p (A R(p)), pure moving-average models of order 1 (MA(1)), and mixed autore gressive moving-average models of orders p and 1 (ARMA(p,1)), given th at the assignable cause to be detected is a step shift in the process mean.