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Change point estimation of location parameter in multistage processes

Niaki, S. T. A ; Sharif University of Technology | 2011

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  1. Type of Document: Article
  2. Publisher: 2011
  3. Abstract:
  4. knowing the time of a process change would simplify the search, identification, and removal of the special causes that disturbed the process. Since, in many real world manufacturing systems, the production of goods comprises several autocorrelated stages; in this paper, the problem of the change point estimation for such processes is addressed. A first order autoregressive model (AR(1)) is used to model a multistage process observations, where a X -chart is established for monitoring its mean. A step change is assumed for the location parameter of the model. After receiving an out-of-control signal, in order to determine the stage and the sample that caused the change (hence finding the time of the step change), two maximum likelihood estimators are proposed. At the end, the applicability of the proposed estimators is demonstrated by a numerical example
  5. Keywords:
  6. AR(1) ; Autocorrelated ; Change-points ; First order autoregressive model ; Location parameters ; Maximum likelihood estimator ; Maximum likelihood function ; Multistage process ; Multistage quality control ; Numerical example ; Out-of-control signals ; Process change ; Special cause ; Statistical process ; Step changes ; Estimation ; Maximum likelihood estimation ; Statistical process control ; Quality control
  7. Source: Proceedings of the World Congress on Engineering 2011, WCE 2011, 6 July 2011 through 8 July 2011 ; Volume 1 , July , 2011 , Pages 622-626 ; 9789881821065 (ISBN)
  8. URL: http://www.iaeng.org/publication/WCE2011/WCE2011_pp622-626.pdf