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Procedure for monitoring special causes and readjustment in ARMA(1,1) noise model  

Lee, Jae-Heon (Department of Statistics, Chung-Ang University)
Kim, Mi-Jung (Department of Statistics, Chung-Ang University)
Publication Information
Journal of the Korean Data and Information Science Society / v.21, no.5, 2010 , pp. 841-852 More about this Journal
Abstract
An integrated process control (IPC) procedure is a scheme which simultaneously applies the engineering control procedure (EPC) and statistical control procedure (SPC) techniques to reduce the variation of a process. In the IPC procedure, the observed deviations are monitored during the process where adjustments are repeatedly done by its controller. Because the effects of the noise, the special cause, and the adjustment are mixed, the use and properties of the SPC procedure for the out-of-control process are complicated. This paper considers efficiency of EWMA charts for detecting special causes in an ARMA(1,1) noise model with a minimum mean squared error adjustment policy. And we propose the readjustment procedure after having a true signal. This procedure can be considered when the elimination of the special cause is not practically possible.
Keywords
Integrated process control; monitoring special causes; process adjustment; readjustment;
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Times Cited By KSCI : 4  (Citation Analysis)
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