Estimating the Current Mean of a Process Subject to Abrupt Changes


Yashchin, Emmanuel   (1995, ASQ and the American Statistical Association)   IBM Corporation, Yorktown Heights, NY

Technometrics    Vol. 37    No. 3
QICID: 14941    August 1995    pp. 311-323
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Article Abstract

[This abstract is based on the author's abstract.]

Performance criteria are proposed for the estimation of the current process mean in situations in which the parameter is subject to abrupt changes of unpredictable magnitude at some unknown points in time. Estimates based on exponentially weighted moving average of past observations, Markovian estimators, and adaptive estimators are considered, and alternative procedures to overcome limitations are suggested. Several examples demonstrate the use of the proposed techniques.


Estimation,Exponentially weighted moving average control charts (EWMA),Markov chains,Process control

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