HW8 - you fit in part (c) of that exercise based on h=5,...

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IOE466 HW8 Due: Tuesday November 15 in class Page 1 of 1 Note: in all problems, use L=2.7 for EWMA charts and if you need to estimate , use the estimator based on MR chart, i.e., 2 d R M Problem1: Textbook 10.20. The data shown in Table 10E.9 are concentration readings from a chemical process, made every 30 minutes. a) Calculate sample autocorrelation function and justify whether the data are autocorrelated. b) Construct an individuals control chart based on the original measurements with the standard deviation estimated using moving range method. Justify whether such control charts are appropriate to be used for process monitoring. c) Fit a first-order autoregressive model t t t x x 1 to the data. Set up an individuals control chart on the residuals of this model. d) Are the residuals from the model in part (c) uncorrelated? Does this have any impact on your interpretation of the control chart from (c). Problem2: Textbook 10.21. Consider concentration data in Exercise 10.20. Construct a CUSUM chart on the residuals from the model
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Unformatted text preview: you fit in part (c) of that exercise based on h=5, k=0.5. Problem3: Textbook 10.22. Consider concentration data in Exercise 10.20. Construct an EWMA chart on the residuals from the model you fit in part (c) of that exercise. (Use =0.2) Problem4: Consider the original concentration data in Exercise 10.20. Set up a batch means control chart with batch size equal to 5. s Problem5: For this problem do NOT use software to solve the problem. You can use calculator. Consider the data in the following table. a) Calculate sample autocorrelation function b) Fit a first-order autoregressive model t t t x x 1 to the data. Set up an individuals control chart on the residuals of this model. c) Construct an EWMA chart on the residuals based on =0.2. t Xt 1 487 2 549 3 505 4 319 5 201 6 178 7 123 8 299 9 211 10 240...
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