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Reading: A Minimum Discrimination Information Control Chart for Stationary Autocorrelated Processes

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A Minimum Discrimination Information Control Chart for Stationary Autocorrelated Processes

Authors:

Pairoj Khawsithiwong ,

Department of Statistics, Faculty of Science, Silpakorn University, Nakorn Phatom, GB
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Nihal Yatawara

Department of Mathematics and Statistics, Curtin University of Technology, Perth, Western Australia, AU
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Abstract

A procedure for simultaneous monitoring of both the process mean and the standard deviation with a single control chart based on the Kullback-Leibler (KL) statistic is proposed for stationary Gaussian autocorrelated processes. The residual based MDI control chart is developed and then the performance is investigated through Monte Carlo simulations in situations of sustained shifts using the average run length (ARL) as the preferred criterion for comparisons. The results show that the proposed chart performs exceptionally well for detecting shifts in process mean even when standard deviation changes.

DOI: http://dx.doi.org/10.4038/sljastats.v12i0.4973

Sri Lankan Journal of Applied Statistics Vol.12 2011 pp.161-174

How to Cite: Khawsithiwong, P. & Yatawara, N., (2012). A Minimum Discrimination Information Control Chart for Stationary Autocorrelated Processes. Sri Lankan Journal of Applied Statistics. 12, pp.161–174. DOI: http://doi.org/10.4038/sljastats.v12i0.4973
Published on 02 Dec 2012.
Peer Reviewed

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