| 基于小波的预分析稳健控制图 |
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| 引用本文： | 周纯光,邹长亮,王兆军.基于小波的预分析稳健控制图[J].应用概率统计,2008,24(3):274-288. |
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| 作者姓名： | 周纯光 邹长亮 王兆军 |
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| 作者单位： | 南开大学数学科学学院统计学系,天津,300071 |
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| 基金项目： | 国家自然科学基金
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天津市自然科学基金 |
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| 摘 要： | 本文提出了一种基于小波的预分析控制图, 用于监测第一阶段过程控制中的均值飘移. 该方法的基本思想是利用多个不同尺度下的一些相对较大的小波系数来探查过程中的异常变化. 这个控制图具有很好的稳健性, 所以特别适用于像预分析过程中这样的对分布信息知之甚少的情形.
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| 关 键 词： | 非参数 小波 统计过程控制 预分析. |
A Robust Control Chart Based on Wavelets for Preliminary Analysis of Individual Observations |
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| ZHOU CHUNGUANG,ZOU CHANGLIANG,WANG ZHAOJUN.A Robust Control Chart Based on Wavelets for Preliminary Analysis of Individual Observations[J].Chinese Journal of Applied Probability and Statisties,2008,24(3):274-288. |
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| Authors: | ZHOU CHUNGUANG ZOU CHANGLIANG WANG ZHAOJUN |
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| Institution: | Department of Statistics, School of Mathematical Sciences, Nankai University |
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| Abstract: | A control chart based on wavelets for preliminary analysis of individual observations is proposed for detecting the shifts in the process mean. The basic motivation for our proposed method comes from the fact that the wavelets are able to detect the abnormal changes which may occur at multiple scales in a small number of relatively large wavelets coefficients. The chart proposed is preferable from a robustness point of view, has attractive detection performances and would be particularly useful in preliminary setting where we usually do not have knowledge of the underlying distribution. |
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| Keywords: | Preliminary analysis wavelets multiscale discrete wavelet transform false alarm probability central limit theorem robustness |
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