Preprint #97-1
A Bayesian On-Line Change Detection Algorithm With
Process Monitoring Applications
by
Pradipta Sarkar and William Q. Meeker
Abstract
This paper presents a Bayesian on-line change detection algorithm
for the cases when there are multiple jumps and
when there is a trend in the process output parameter. A decision theory
based method has been formulated to determine the optimum inspection
interval for process control applications. The development of the
methods was motivated by questions arising from a casting process.
The methods are illustrated in an example.
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University,
Department of Statistics, Snedecor Hall, Ames, IA 50011-1210.