Abstract
Disturbance models, involved in Engineering Process Control (EPC) and Statistical Process Control (SPC), take into consideration an additional parameter, the probability of a jump in the process parameter in any time period. Corrective actions are necessary to bring the process back on target. In a tuning procedure, one can deal with permanent corrective actions (settings), or with provisional ones (adjustments). Tuning r machines can be modeled through some binomial Markov chains, with the transition matrix depending on the probability that a disturbance occurs. Using two such models, we construct consistent estimators for the probability that a disturbance occurs at any period of time.
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Dumitrescu, M. Statistical inference for two Markov binomial models with applications. Statistical Papers 43, 579–585 (2002). https://doi.org/10.1007/s00362-002-0125-8
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DOI: https://doi.org/10.1007/s00362-002-0125-8