Change Point Estimators in Monitoring the Parameters of an AR(1) plus an Additional Random Error Model
- Authors
- 이재헌; 이호윤
- Issue Date
- 2007
- Publisher
- 한국데이터정보과학회
- Keywords
- 관리도; 공정 변화시점; 자기상관 공정; 잔차; 최대우도추정량
- Citation
- 한국데이터정보과학회지, v.18, no.4, pp 963 - 972
- Pages
- 10
- Journal Title
- 한국데이터정보과학회지
- Volume
- 18
- Number
- 4
- Start Page
- 963
- End Page
- 972
- URI
- https://scholarworks.bwise.kr/cau/handle/2019.sw.cau/30486
- ISSN
- 1598-9402
- Abstract
- When a control chart signals that a special cause is present, process engineers must initiate a search for and an identification of the special cause. Knowing the time of the process change could lead to identify the special cause more quickly, and to take the appropriate actions immediately to improve quality. In this paper, we propose the maximum likelihood estimator (MLE) for the process change point when a control chart is used in monitoring the parameters of a process in which the observations can be modeled as a first-order autoregressive(AR(1)) process plus an additional random error.
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