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Economic-statistical design of adaptive arma control chart for autocorrelated data

机译:自动相关ARMA控制图的经济统计设计

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To the best of our knowledge, no literary contribution addressed the design of adaptive ARMA control charts with autocorrelated data, so far. This paper aims to provide an original research contribution to the statistically constrained economic design of ARMA control charts with variable sampling interval (VSI). Due to the autocorrelation of data, a simulation approach has been used to compute the objective function, which consists of the well-known Lorenzen and Vance cost function subject to a constraint on the minimum ARL0. The main novelty is attributable to the simulation-based charting process as well as to an improved self-adaptive differential evolution for minimizing the charting cost. Subsequently, the proposed algorithm was employed to statistically demonstrate the outperformance of the VSI approach over the standard one with fixed charting parameters. Finally, a comprehensive sensitivity analysis was carried out with the aim of detecting the most influencing factors under economical and statistical viewpoints.
机译:据我们所知,无论如何,没有文学贡献,迄今为止,无相关数据的自适应ARMA控制图的设计。本文旨在为具有可变采样间隔(VSI)的ARMA控制图表的统计数据受限设计提供原始研究贡献。由于数据的自相关,已经使用模拟方法来计算目标函数,该目标函数包括在最小ARL0上受到约束的众所周知的Lorenzen和Vance成本函数。主要的新颖性是归因于基于模拟的图表过程以及改进的自适应差分演进,以最小化图表成本。随后,采用所提出的算法在统计上展示VSI方法对具有固定图表参数的标准方法的表现。最后,旨在通过经济和统计观点来检测最大影响因素的综合敏感性分析。

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