미래손실에 기초한 통합공정관리계획

Abstract

This paper considers the integrated process control procedure for detecting specialcauses in an ARIMA(0,1,1) process that is being adjusted automatically after each ob-servation using a minimum mean squared error adjustment policy. It is assumed that aspecial cause can change the process mean and the process variance. We derive expres-sions for the process deviation from target for a variety of dierent process parameterchanges, and introduce a control chart, based on the generalized likelihood ratio, fordetecting special causes. We also propose the integrated process control scheme bases on the future loss. The future loss denotes the cost that will be incurred in a process remaining interval from a true out-of-control signal.