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A Study on the Autocorrelation function for Markov Modulated Gaussian Process  

이혜연 (뉴욕주립대학교 산업공학과)
장중순 (아주대학교 산업정보시스템공학과)
신용백 (아주대학교 산업정보시스템공학과)
Publication Information
Journal of Korean Society of Industrial and Systems Engineering / v.25, no.6, 2002 , pp. 1-6 More about this Journal
Abstract
Most of process data control have been designed under the assumption that there are independence between observed data. However, it has been difficult to apply the traditional method to realtime data because they are autocorrelated, and they are not normally distributed. And the more, they have fluctuating means. Already the control method for these data was proposed by Markov Modulated Gaussian Process. Therefore, this study take into account MMGP's traits especially for the MMGP's autocorrelation.
Keywords
Markov Modulated Gaussian Process; Control Chart; Autocorrelated;
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