CUSUM和Cuscore控制图平均运行长度上界的估计

发布时间：2019-06-14 02:57

【摘要】：平均运行长度(ARL)是判断一类控制图监测变点效果好坏的重要工具。文章首先给出了特征指数取值(0,1)且均值不为常数时CUSUM控制图在Levy稳定过程中ARL上界的估计,改进了均值为常数时的结论;随后给出了特征指数取值(0,1)且均值不为常数时Cuscore控制图在Levy稳定过程中ARL上界的近似估计,完善了特征指数取值(0,2]时Cuscore控制图ARL的估计;最后通过数值模拟比较了两种控制图在监测Levy稳定过程均值变点中的效果和差异,结果表明Cuscore控制图比CUSUM控制图的监测效果好。
[Abstract]:The average running length(ARL)is an important tool for judging the effect of a kind of control chart to monitor the change point. Firstly, the estimation of the upper bound ARL of CUSUM control diagram in the process of Levy stability when the characteristic exponential value(0,1)is taken and the mean value is not constant is given. Subsequently, the approximate estimation of the upper bound ARL of Cuscore control diagram in the process of Levy stability when the characteristic exponential value(0,1)and the mean value is not constant is given. Finally, the results show that the results show that the Cuscore control chart is better than CUSUM control chart.
【作者单位】：上海理工大学理学院;
【基金】：国家自然科学基金资助项目(11271260) 中国沪江基金资助项目(B14005) 上海市一流学科资助项目(XT-KX2012)
【分类号】：O213.1

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