-Performance Evaluation of $\bar{x}$ and EWMA Control Charts for Time series Model using Bootstrap Technique-

시계열 모형에서 붓스트랩 기법을 이용한 $\bar{x}$ 와 EWMA 관리도의 수행도 평가

The Bootstrap method proposed by Efron is non-parametric method which doesn't depend on the estimation of prior distribution refer to population. A typical statistical process control chart which is generally used is developed under the assumption that observations follow mutually independent and identically distributed within a sample and between samples. However, autocorrelation greatly affect the developed control chart under the assumption that observations are mutually independent. Many researchers showed that the result which was analyzed by using a typical control chart for the observations which has the correlation violated to the independence assumption can not be true. Therefore, we compared the standard method with bootstrap method and then evaluated them for x control chart and EWMA control chart by using bootstrap method which was proposed by Efron in the AR(1) model when the observations have correlation.