تکوين لوحة سيطرة (خريطة التحکم) باستعمال نموذج فضاء الحالة لبيانات ذات توزيع بسل متعددة المتغيرات المحور المعم

نوع المستند : المقالة الأصلية

المؤلفون

1 کلية التجارة - جامعة المنصورة

2 العراق

المستخلص

The main purpose of this research is to construct a chart for controlling the mean and variance together of a data distributed generalized multivariate modified Bessel distribution using State Space Model (SSM) through applying Bayes' Factors (BF). The constructed control chart will undertake the case when parameters' vector is unknown and variance matrix is known. Then, drawing the series of these factors on the univariate modified EWMA chart after assuming that the series has an ARMA(1,1) model. Finally, applying assumed model on simulated data.

الكلمات الرئيسية

الموضوعات الرئيسية


[5] Akaike, Hirotugu, (1974), “Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processes” Annals of the Institute of Statistical Mathematics, Vol. 26, pp.363-387.
[6] Bishop, Christopher, (2006), “Pattern Recognition and Machine Learning”, Springer-Verlag New York, Inc. [7] Grewal , Mohinder S. and Andrews, Angus P., (2008), “Kalman filtering: theory and practice using MATLAB”, 3rd ed., John Wiley & Sons, Inc. .
[8] Jalil, Talib Sharif, (1988), “Sequential inspection and intervention policy for a manufacturing process”, Unpublished Ph. D. Thesis, Dept. of Mathematics, Wales University. [9] Kass, Robert E. and Raftery, Adrian E., (1995), “Bayes factors”, Journal of the American Statistical Association, Vol. 90, pp. 773-795.
[10] Montgomery, Douglas C., (2009),“ Introduction to statistical quality control ”, 6th ed., John Wiley & Sons, Inc. . [11] Pan, Xia and Jarrett Jeffrey, (2004), “Applying state space to SPC: monitoring multivariate time series”, Journal of Applied Statistics, Vol. 31, pp. 397-418. [12] Salvador, Manuel and Gargallob, Pilar, (2004), “Automatic Monitoring and Intervention in Multivariate Dynamic Linear Models”, Computational Statistics & Data Analysis, Vol. 47, pp. 401 – 431. [13] Schmid, Wolfgang, (1997), “On EWMA charts for time series. in frontiers in statistical quality control”, Vol. 5, pp. 114-137. [14] Smith, Adrian and West, Mike, (1983), “Monitoring rental transplants: An application of the multiprocess Kalman filter”, Biometrics, Vol. 39, pp. 867-878.
[15] Triantafyllopoulos, Kostas, (2006), “Multivariate control charts based on Bayesian state space models”, Quality and Reliability Engineering International, Vol. 22, pp. 693–707.
25
[16] West, Mike, (1986), “Bayesian Model Monitoring”, Royal Statistical Society, Vol. 48, pp. 70-78.
[17] West, Mike, and Harrison, Jeff, (1997), “Bayesian forecasting and dynamic models”, 2th ed., Springer-Verlag, New York.