Tytuł:

Performance of the Shewhart control chart in the presence of dependent data

Inny tytuł:

Raport Badawczy = Research Report ; RB/15/2010

Twórca:

Hryniewicz, Olgierd (1948– ) ; Karpiński, Janusz ; Olwert, Anna

Wydawca:

Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences

Miejsce wydania:

Warszawa

Data wydania/powstania:

2010

Opis:

18 pages ; 21 cm ; Bibliography p. 17-18

Temat i słowa kluczowe:

Shewhart control charts ; Copulas ; Karta kontrolna Shewharta ; Correlated data ; Skorelowane dane ; Average run length arl ; Kopuły

Abstrakt:

Shewhart control charts were originally designed under the assumption of independence of consecutive observations. In the presence of dependence the authors usually assume dependencies in the form of autocorrelated and normally distributed data. However, there exist many other types of dependencies which are described by other mathematical models.The article uses the concept of copulas to model dependencies of other types. Monte Carlo simulation experiments were used to investigate the impact of type and strength of dependence in data on the value of the ARL of Shewhart control charts.

Czasopismo/Seria/cykl:

Raport Badawczy = Research Report

Typ zasobu:

Text

Szczegółowy typ zasobu:

Report

Źródło:

RB-2010-15

Język:

eng

Język streszczenia:

eng

Prawa:

Creative Commons Attribution BY 4.0 license

Zasady wykorzystania:

Copyright-protected material. [CC BY 4.0] May be used within the scope specified in Creative Commons Attribution BY 4.0 license, full text available at: ; -

Digitalizacja:

Systems Research Institute of the Polish Academy of Sciences

Lokalizacja oryginału:

Library of Systems Research Institute PAS

Dofinansowane ze środków:

Operational Program Digital Poland, 2014-2020, Measure 2.3: Digital accessibility and usefulness of public sector information; funds from the European Regional Development Fund and national co-financing from the state budget.

Dostęp:

Open