ARMA(1,1) 공정에서 CUSUM 설계에 관한 연구

초록

It is common to use CUSUM charts on detecting small mean shift of a process rather than Shewhart charts such as Xbar-R chart. However, in the CUSUM charts, the parameters k and h are a key to set it up. Especially, CUSUM charts can be applied to residuals from the model fitted on the process data with autocorrelation. Some ARMA(1,1) process with specific parameters has residuals with oscillating pattern. In this case, we propose the way that determine k and h of CUSUM charts.