change point detection with robust control chart变化点检测与鲁棒控制图.pdfVIP

Hindawi Publishing Corporation Mathematical Problems in Engineering Volume 2011, Article ID 275686, 20 pages doi:10.1155/2011/275686 Research Article Change Point Detection with Robust Control Chart Ng Kooi Huat1 and Habshah Midi1, 2 1 Laboratory of Applied and Computational Statistics, Institute for Mathematical Research, Universiti Putra Malaysia, Serdang, Selangor 43400, Malaysia 2 Department of Mathematics, Faculty of Sciences, Universiti Putra Malaysia, Serdang, Selangor 43400, Malaysia Correspondence should be addressed to Ng Kooi Huat, ngkooihuat@.my Received 3 October 2010; Accepted 9 January 2011 Academic Editor: Muhammad R. Hajj Copyright q 2011 N. Kooi Huat and H. Midi. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. Monitoring a process over time using a control chart allows quick detection of unusual states. In phase I, some historical process data, assumed to come from an in-control process, are used to construct the control limits. In Phase II, the process is monitored for an ongoing basis using control limits from Phase I. In Phase II, observations falling outside the control limits or unusual patterns of observations signal that the process has shifted from in-control process settings. Such signals trigger a search for assignable cause and, if the cause is found, corrective action will be implemented to prevent its recurrence. The purpose of this paper is to introduce a new methodology appropriate for constructing a robust control chart when a nonnormal or a contaminated data that may aris