基于L2范数实际重要性的MEWMA在线控制图On-line Control Chart of MEWMA Based on the Practical Importance of L2 Norm
廖玉琼,訾雪旻
摘要(Abstract)：
近年来,监控高维数据均值越来越受到重视。尽管传统的控制图具有广泛的适应性,但由于对微小的变化过分敏感,容易导致错误报警率的增加.因此提出了基于L_2范数和可容许度的MEWMA在线控制图,这种新的控制图能够解决标准假设检验带来的缺陷,以确保只检测到真正重要的变化.模拟研究表明,在给定的可控平均运行长度的情况下,可以得到带有可容许度的控制限,并验证了在不同漂移时的MEWMA控制图的有效性,该MEWMA控制图更适用于企业实际生产监控过程.
关键词(KeyWords)： 实际重要性;L2范数;多元指数加权移动平均;控制图;平均运行长度
基金项目(Foundation): 国家自然科学基金项目(11771332)
作者(Author): 廖玉琼,訾雪旻
DOI: 10.16393/j.cnki.37-1436/z.2020.05.003
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