| Presentation | 2002/11/8 Time Series Analysis for Process Control Data based on the Information Criterion AIC Sanae UESAKA, Toru KAISE, Masatoshi FUJISAKI, |
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| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | In this paper, we present method for applying time series analysis for autocorrelated process control data. Concretely, AR, MA, and ARMA models are used to fit the data. Parameters of the time series models are estimated based on the maximum likelihood using the Kalman filter. We use the information criterion AIC for the selection of the appropriate model for a set of the data. It is also shown that the comparison between the time series analysis and EWMA is possible based on prediction errors of two methods. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | AIC / ARMA model / EWMA / process control |
| Paper # | R2002-51 |
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| Conference Information | |
| Committee | R |
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| Conference Date | 2002/11/8(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | |
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| Paper Information | |
| Registration To | Reliability(R) |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Time Series Analysis for Process Control Data based on the Information Criterion AIC |
| Sub Title (in English) | |
| Keyword(1) | AIC |
| Keyword(2) | ARMA model |
| Keyword(3) | EWMA |
| Keyword(4) | process control |
| 1st Author's Name | Sanae UESAKA |
| 1st Author's Affiliation | Graduate School of Business Administration, Kobe University of Commerce() |
| 2nd Author's Name | Toru KAISE |
| 2nd Author's Affiliation | School of Economics & Business Administration, Kobe University of Commerce |
| 3rd Author's Name | Masatoshi FUJISAKI |
| 3rd Author's Affiliation | School of Economics & Business Administration, Kobe University of Commerce |
| Date | 2002/11/8 |
| Paper # | R2002-51 |
| Volume (vol) | vol.102 |
| Number (no) | 454 |
| Page | pp.pp.- |
| #Pages | 6 |
| Date of Issue | |