Abstract
This paper uses estimated model parameters as inputs into multivariate quality control charts. The thickness of paper leaving a paper mill is measured at a high sampling rate, and these data are grouped into successive data segments. A stochastic model for paper is fitted to each data segment, leading to parameter estimates and information-based standard errors for these estimates. The estimated model parameters vary by more than one can be explained by the information-based standard errors, suggesting that the 'true' underlying parameters are not constant over time. A model is formulated for the true parameters in which the information matrix dictates the distribution for the observed parameters given the true parameters.
| Original language | English |
|---|---|
| Pages (from-to) | 173-184 |
| Number of pages | 12 |
| Journal | Applied Stochastic Models in Business and Industry |
| Volume | 20 |
| Issue number | 3 |
| DOIs | |
| Publication status | Published - 1 Jul 2004 |
| Externally published | Yes |
Keywords
- Information matrix
- Multivariate control charts
- State space model