CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST 2009, 25(5) 461-474 DOI:      ISSN: 1001-4268 CN: 31-1256

Current Issue | Archive | Search                                                            [Print]   [Close]
ѧ������
Information and Service
This Article
Supporting info
PDF(220KB)
[HTML]
Reference
Service and feedback
Email this article to a colleague
Add to Bookshelf
Add to Citation Manager
Cite This Article
Email Alert
Keywords
Measurement error
autocorrelated
CUSUM control chart
state-space model
the Kalman Filter.
Authors
Liu Xiaohong:Wang Zhaojun
PubMed
Article by

The CUSUM Control Chart for the Autocorrelated Data\\with Measurement Error

Liu Xiaohong:Wang Zhaojun

Department of Management Sciences, City University of Hong Kong, Department of Statistics, School of Mathematical Sciences, Nankai University,

Abstract��

As we know, the measurement error often
exists in practice, and affects the performance of quality control
in some cases. The autoregressive process with the measurement error
is investigated in this paper. For detecting the step shift of the
autoregressive process mean with measurement error, a CUSUM control
chart based on the maximum log-likelihood ratio test is obtained.
Simulated in-control and out-of-control ARL's are made for various
measurement error and autocorrelation coefficients. The simulation
results show that this new CUSUM scheme works well when the process
is negatively autocorrelated.

Keywords�� Measurement error   autocorrelated   CUSUM control chart   state-space model   the Kalman Filter.  
Received 1900-01-01 Revised 1900-01-01 Online:  
DOI:
Fund:
Corresponding Authors: Liu Xiaohong
Email:
About author:

References��
Similar articles
1��Zhang Saiyin,Wu Mixia,Zhang Zhongzhan.The Analysis of Multivariate Ultrastructural Berkson\\
Measurement Errors Model[J]. CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST, 2012,28(1): 93-104
2��Zhang Jun.Partially Linear Models with Generalized Measurement Errors and Diverging Number of Parameters[J]. CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST, 2012,28(3): 319-330
3��Chen Guanglei, Wang Zhaojun.The Multivariate Partially Linear EV Model with B-spline[J]. CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST, 2013,29(6): 581-592
4��Li Haibin, Tian Ruiqin, Li Gaorong.Quadratic Inference Function Estimation in Partially Linear Measurement Error Models with Longitudinal Data[J]. CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST, 2014,30(2): 151-168

Copyright by CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST