The Influence of Unknown Parameters in AR（2） Process to the Control Chart’s Performance
作者单位：School of Mathematics and Systems ScienceShandong University of Science and Technology College of EconomicsQingdao University
会议名称：《第26届中国控制与决策会议》
会议日期：2014年
学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学]
基 金：supported by Creative Team of Shandong University of Science and Technology(2011KYTU10) Shandong province science and technology development projects(2013GGB01101) China postdoctoral fund projects(2013M531634) Qingdao Municipal Intellectual Property soft science research program(QDISSP-1305)
关 键 词：auto-regressive process average run length control chart parameter estimation
摘 要：For the 2-order auto-regressive process with unknown parameters, further analysis of the effect of the estimation of parameters to the performance of control charts are provided. The influence of the process parameter to the performance of control charts is obvious and the time series process needs to be estimated, so the impact of parameters’ valuation is necessary to be analyzed. Some conclusions and the transformation of the performance of control charts which arises from parameters’ valuation are summarized by numerical results.