cursul 10 - diagrama cusum

7/30/2019 Cursul 10 - Diagrama CUSUM

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Diharhlh NW^WL


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Diharhlh ^fgwfhrti`tgrprgtghz- pg ohzh u`br rgaumi-cignhrg gh`tib` lsurht5 dhnh pu`ntum lsurht gstg `hchrh dblgìumui dg vhrihig sthtistin- sg sbminithi`vgstiahii supmilg`thrg si nbrgnii hmg prbngsumui.

Diharhlh lgdigi lboimgi`g nb`t dg dhtgmg lsurhtg

h`tgribr pg`tru h i`tgrprgth dhtgmg lsurhtg5 sg utimizghzhprgpb`dgrg`t pg`tru dgtgrli`hrgh tg`di`tgi prbngsumui sigmili`hrgh dhtgmbr hcgnthtg dg grbri arbsbmh`g

Diharhlh sulgmbr nulumhtg NW^WL;

utimizghztbhtg i`cbrlhiimg dispbìoimg pg`trui`tgrprgthrgh uùi gsh`tib` lhsurht5

rgprgzi`t uùm di`trg ngmg lhi gcinig`tg i`strulg`tg pg`trudgtgnthrgh vhrihtiimbr lini i`tgrvgìtg i` nhmithtghprbdusgmbr.

Diharhlh NW^WL


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Gxglpmum 8;^g `rgaistrghz ùlrum mu`hr hm hnnidg`tgmbr li`brg dglu`nh di`tr,b brahìzhig i`tr,b diharhlh `p.

Diharhlh ùlhrumui mu`hr dg hnnidg`tg li`brg.

Diharhlh NW^WL


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Bosgrvhtii;

ùlrum lgdiu mu`hr dg hnnidg`tg li`brg gstg >-

prbngsum gstg nb`trbmhoim sthtistin5 ìni u` pu`nt ù gstg i`hchrh militgmbr si ùlhi uùm di` 4: dg pu`ntg sg hcmh i` zb`hdg htgìg-

ù su`t snfilori sglìcinhtivg hmg ùlhrumui hnnidg`tgmbr-

ìvgmum hnnidg`tgmbr li`brg gstg lhi lhrg i`trg muìmg ? , 87si gahm nu zgrb i` mu`h ?6-

hspgntum diharhlgi ù curìzghz i`cbrlhii hsuprh arhdumuidg siaurh` hm hntivithtimbr di` nblphìg.

Diharhlh NW^WL


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Gxglpmum ?

Diharhlh ^fgwfhrt pg`tru gxglpmum ?.

Diharhlh NW^WL


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Nb`struntih diharhlgi NW^WL

8. ^g dgtgrli`h vhmbhrgh lgdig.

?. ^g snhdg vhmbhrgh lgdig di` vhmbhrgh cignhrui gh`tib`5

dicgrg`h sg `ulgstg rgziduhmh.

>. ^g `sulghz rgziduhmgmg.

4. Zg`tru cignhrg gh`tib` sg `sulghz rgziduhmgmggh`tibh`gmbr h`tgribhrg nu rgziduhmh sh5 hngsth gstgsnbrum gh`tib`umui ^r

7. ^r sg rgprgzi`t arhcin.


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Nhmnumum ^r;

^r , snbrum NW^WL hm ngmui dg,hm r,mgh gh`tib` xirgzumthtum gh`tib`umui i tvhmbhrgh i`th shu vhmbhrgh lgdig.

t dgpi`dg dg utimizhrgh diharhlgi5 pbhtg ci vhmbhrgh lgdig pgb pgribhdh nb`sidgrhth sthoimh shu i` hpminhiimg dgprba`bzh gstg lgdih pg umtilh pgribhdh.

8

r

i

i

^r x t

Diharhlh NW^WL


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Diharhlh NW^WL pg`tru gxglpmum 8

Diharhlh NW^WL


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Mu`h @r. hnnidg`tg @r. lgdiu

hnnidg`tg"mu`h

8 , 81 3> >-1

86 , >7 48 ?->

Diharhlh NW^WL gvidgìhz nh hnnidg`tgmg li`brg nrgsnsglìcinhtiv ph`h i` mu`h h 81- dup nhrg snhd ph`h i` mu`h>7- dup nhrg nrgtgrgh sg rgih.

Dhnh sg rgnhmnumghz ùlrum lgdiu mu`hr dg hnnidg`tg

li`brg pg ngmg dbuh pgribhdg rgzumth;

^g nb`cirlh nh sgl`hmgmg diharhlgi NW^WL su`t hdgvrhtg.

Diharhlh NW^WL


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Diharhlh NW^WL pg`tru gxglpmum ?.


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Bosgrvhtii; Lbdicinhrgh ùlhrumui dg hnnidg`tg gstg hsbnihth nu

snfilori hmg prbngdurimbr dg bpgrhrg.

^g idg`ticinh snfilorimg trg`dumui dgbhrgng diharhlhNW^WL ti`g nb`t dg dhtgmg h`tgribhrg.

Diharhlgmg NW^WL sg utimizghz pg`tru dgtgnthrghsnfilorimbri`tgrvgìtg i` prbngs.

I`tgrprgthrgh diharhlgi sg chng pg ohzh ph`tgi diharhlgi siù h vhmbrii ^r.

Diharhlh gstg u` i`strulg`t dg munru utim pg`tru lh`hagr.

`mbnuirgh diharhlgmbr nmhsing nu diharhlh NW^WL `gngsithbpgrhtbri i`struiti.

Diharhlh NW^WL


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_gaumi dg i`tgrprgthrg hmg diharhlgi NW^WL

Dhnh ph`th gstg nrgsntbhrgbosgrvhiimg su`t lhilhri dgnt vhmbhrgh i`th5 trg`dum bosgrvhiimbrgstgnrgsnhtbr.

Dhnh ph`th gstg dgsnrgsntbhrgbosgrvhiimg su`tlhi lini dgnt vhmbhrgh i`th5 trg`dumbosgrvhiimbrgstgdgsnrgsnhtbr.

Dhnh ph`th gstg brizb`thmhbosgrvhiimg su`thprbpihtg dg vhmbhrgh i`th5 bosgrvhiimg `u hu trg`d.

Dhnh ph`th sg snfiloh,bosgrvhiimg i snfilohvhmbhrgh i`th5 hphr lbdicinhri hmg prbngsumui.


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Diharhlh NW^WLsg utimizghz pg`tru;

gstilhrgh gvbmutigi prbngsumui.

dgtgnthrgh snfilorimbrhtht mg`tg nht si rhpidghmg nhrhntgristinimbr prbngsumui-

hprgnigrgh pgrcbrlh`tgmbru`gi hntivithti- gx;`trgi`grgh i`sthmhiimbr i` cu`nig dg `ulrum dgbpriri.

Diharhlh NW^WL


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Hmgagrgh snhmgi diharhlgi

^G`

Zh`th nurogmbr sg utimizghzh mhi`tgrprgthrgh diharhlgi NW^WL.

Zh`th dgpi`dg dg hmgagrghsnhmgi nbbrdb`htgmbr.

^g prbpu`g lgtbdh di` ciaurh

hmhturhth;

^G gstg grbhrgh sth`dhrd;


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Dgtgrli`hrgh snhmgi pg`tru

diharhlh NW^WL

Diharhlh NW^WL


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Gxgrnitium 8; Trhshti diharhlgmg ^fgwfhrt siNW^WL pg`tru dhtgmg di` h`gxh.

Wtimizhti pg`tru vhmbhrgh ti`th; t < 87:.8 si hpbilgdih hritlgtinh. Nblphrhti rgzumthtgmg.

Diharhlh NW^WL


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Ciaurh 8. Diharhlh

^fgwfhrtpg`tru gxgrnitium 8.

Ciaurh ?. DiharhlhNW^WLpg`tru gxgrnitium 8.

Diharhlh NW^WL


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Diharhlh NW^WL pg`tru nmhsicinhrghprbdusgmbr

Diharhlh nusul sg utimizghzh si mh nmhsicinhrghprbdusgmbri` cu`ntig dg ngri`tgmg nmig`timbr.

Diharhlh NW^WL sg ilphrtg i` zb`g nhrg dicgrhpri` ph`th si ilpminit pri` vhmbhrgh lgdig.

I` ciaurh ? prilgmg 6 pu`ntg rgprgzi`th b pgribhdh

sthoimh. Shmbhrgh lgdig sg nhmnumghzh hstcgm;

8 6

6849 98

6

^x t -


19/45

8 6 849 98x -

9 8?877 44x -

8> 83 878 >6x -

8 1 ? :871 8>x -

?8 ?> 844 81x -

? 4 > :874 88x -

Nmhsicinhrgh prbdusgmbr pg ohzh snfilohrii ph`tgi

diharhlgi NW^WL


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Diharhlh Lh`fhtth`


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Zrbngduri dg dgnizig pg`tru diharhlh NW^WL

Diharhlh gstg sg`sioimh mh lbdicinhri hmg nhmithtiiprbdusgmbr.

^u`t `gngshrg rgaumi boigntivg pg`tru i`tgrprgthrghsgl`icinhtigi snfilohrimbr.

Lgtbdgmg utimizhtg pg`tru i`tgrprgthrgh diharhlgmbr su`t;

Lgtbdh ltimbr ` S Lgtbdh i`tgrvhmgmbr dg dgnizig.


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Lhsnh S pg`tru diharhlh NW^WL

Lgtbdh ltimbr ` S


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Nb`strunihltii

Dilg`siuìmg ltii sg nhmnumghzh hstcgm;

Zu`ntum H gstg pmhsht ` pu`ntum dg i`tgrgs hm diharhlgi&snfilohrg dg dirgnig).

^galg`tgmg HO i HN ùlitg i`tgrvhmg dg dgnizig su`tgahmg nu 7^G.

Miìh brizb`thm HChrg muàilgh gahm nu disth`thdi`trg 8: pu`ntg hmg diharhlgi dg pg hosnish.

Miìimg DC i GC su`t gahmg nu 8:^G.

Lgtbdh ltimbr ` S


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Lhsnh S , nhrhntgristini

7 ^G

7 ^G

8: ^G

8: ^G

Mu`ailgh h 8: pu`ntg

Lgtbdh ltimbr ` S


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I`tgrvhmg dg dgnizig

Gxglpmu;

^g chorin pistbh`g nu urlhtbhrgmg nhrhntgristini;

dihlgtrum i t t < 8: ll militgmg dg tbmgrh`h T< 8: :-4 ll hohtgrgh sth`dhrd < :-8 ll.

^ sg nb`struihsnh diharhlh NW^WL pg nhrg sh sggvidg`tigzg nh`d dihlgtrum pistbh`gmbr snhdg suo 9-3ll.


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Zg`tru milith i`cgribhrh sg dgci`gsn; @ivgmum dg _gspi`agrg hm Nhmitii- @_N &_gkgnt Xuhmity

Mgvgm)- vhmbhrgh dg mh nhrg prbpbrih dg prbdusg `gnb`cbrlg`u lhi gstg hnngpthth;

@_NI

Shmbhrgh dg rgcgri`th eI gstg lgdih hritlgtinh di`trg vhmbhrgh ti`tht si @_NI

?

II

t @_N e

Bosgrvhtig; Shmbhrgh @_N sg hmgag. Dhnh sg i`mbnuigstg > nu ?

nrgstg prbpbrtih dg prbdusg rgspi`sg.



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Milith dg tbmgrh`th i`cgribhrh TI

Shmbhrgh ti`th t

@_NI

>

?

I

I

t @_N e

^gl`icinhtih i`tgrvhmumui dg dgnizig pg`tru milith i`cgribhrh



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Zg`tru milith supgribhrh sg dgci`gsn;

@ivgmum dg _gspi`agrg hm Nhmitii- @_N &_gkgnt XuhmityMgvgm)- vhmbhrgh dg mh nhrg prbpbrih dg prbdusg

`gnb`cbrlg `u lhi gstg hnngpthth;

@_N

Shmbhrgh dg rgcgri`th e^ nh lgdih hritlgtinh di`trgvhmbhrgh ti`th si @_N^

?

^^

t @_N e



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Milith dg tbmgrh`th supgribhrh T^

Shmbhrgh ti`th t

@_N

>

?

^^

t @_N e

^gl`icinhtih i`tgrvhmumui dg dgnizig pg`tru milith supgribhrh



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> 9 3 : > 9 9I I@_N T - - - ll

Zg`tru milith i`cgribhrh;;;

8: 9 9

9 97? ?

II

t @_N -e - ll

Zg`tru milith supgribhrh;

8: 8: 88: :7

? ?

^^

t @_N - -e - ll

> 8: 4 : > 8: 8^ ^@_N T - - - ll



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Diharhlh NW^WL pg`tru milith i`cgribhrh

^r sg nhmnumghzh i`mbnui`d t nu eI pg`tru milith i`cgribhrh;

^g rgprgzi`th arhcin ^r i` cu`ntig dg r

Diharhlh vh hvgh trg`d nrgsntbr dgbhrgng rgziduhmh hrgvhmbri pbzitivg pg`tru prbdusgmg nhrg `u dgphsgsn milithi`cgribhrh.

Dhnh nuroh trgng pri` zgrb- milith i`cgribhrh h cbst dgphsith

H`hmizh sg rgih nu b `bu sgrig nhrg sg tgrli`h mh hphritihprilgi vhmbri pbzitivg

8

r

i I

i

^r x e


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I`tgrvhmum dg dgnizig pg`tru milith i`cgribhrh.

Diharhlh NW^WL pg`tru milith i`cgribhrh


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Hmabritlum NW^WL pg`tru vhmbhrgh lgdig

Cig xi bosgrvhtih i h u`ui prbngs.

gstg nu`bsnut shu pbhtg ci gstilht.

N% gstg hnnulumhrgh pbzitivch dg vhmbhrgh i`t:

N, gstg hnulumhrgh `gahtivch dg vhmbhrgh i`t:

N% si N, su`t dg phrtgh supgribhr- rgspgntiv i`cgribhr hNW^WL.


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^g dgci`gsn; : 8:i i iN lhx -x e N

: 8:i i iN lhx - e x N

Shmbrimg dg sthrt su`t; :i iN N



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Dgci`itig e;

e gstg vhmbhrgh tbmgrhth situhth mh kulhthtgh dicgrg`gidi`trg vhmbhrgh i`t: si vhmbhrgh di` gxtgribrum zb`gi dgnb`trbm h lgdigi 8 pg nhrg dbril s b dgtgnthl rhpid.

8


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Gxglpmu gxgrnitium ?

Trhshti diharhlh NW^WL thogmhth pg`tru dhtgmg di`gxgrnitium ?. Shmbhrgh ti`th gstg : < 8:- lhrilgh u`ui

suoarup gstg `


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Gxglpmu gxgrnitium 8

8 8 :

8 :

: 8: 7

: 9 7i

N lhx -x . N

N lhx - . x N

8: 9 47 8: 7 : :

: 9 7 9 47 : : :7i

N lhx - - .

N lhx - . . .


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Shmbhrgh lgdig nbrgnthth

Zg`tru dhtgmg i` hchrh zb`gi dg nb`trbm sg nbrgntghzh vhmbhrghlgdig hstcgm;

:

:

ii

ii

Ne dhnh N F

@

Ne dhnh N F

@

?9

:

7 ?68: : 7 88 ?7

1

N .e . .

@

Zg`tru gxglpmum h`tgribr;

@ `ulhrum dg dhtg di`tr,b pgribhdh.


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Diharhlh NW^WL sth`dhrdizhth

^g dgci`gsn;

8:i i iN lhx - y e N

8:i i iN lhx - e y N

Shmbrimg dg sthrt su`t; :i iN N

:ii

xy


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Gxglpmum > Hmgagrgh uùi curìzbr

^g nb`trbmghzh nhmithtgh prbdusgmbr prbvgìtg dg mh

trgi mbturi prbvgìtg dg mh > cirlg.

Di` pu`nt dg vgdgrg hm N^N prbdusgmbr nhrg cirlh

sg rgnblh`dh pg`tru nb`tiùhrgh `gabnigrimbr2



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Gxglpmum 4 Zrbcitum vh`zhrimbr

Zrbcitum mu`hr hm u`gi cirlg gstg prgzg`tht i` gxgrnitium 4.

I`ngph`d nu hùm I- mu`h lhi s,hu i`trbdus obùsuri dggcinig`th pg`tru shmhrihti.

I` hùm I- mu`h sgptglorig s,h hàhkht b gnfiph pg`truilou`hthtirgh nhmithtii

I` hùm II- mu`h lhi s,h rgù`tht mh obùsurimg dg gcinig`th.

H`hmizhti i`cmug`th lhsurimbr muhtg hsuprh gcinig`tgi hntivithtii.



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Gxgrnitium 7 Gstilhrgh vgìturimbr

Trgi nblphìi hmg u`gi cirlg dg prbdusg gmgntrbìng gstilghzh vh`zhrimgmu`hrg si isi hdhptghzh prgviziuìmg vh`zhrimbr pg`tru h hmbnh rgsursglhi lhri nblphìgi nu vh`zhri lhi lumtg.

Gxhli`hti dhtgmg di` h`gxh nu b lgtbdh hdgnvhth. su`t lhi lhri dgnt vhmbhrgh i`th5 trg`dum bosgrvhiimbr gstg nrgsnhtbr.

Dhnh ph`th gstg dgsnrgsntbhrgbosgrvhiimg su`t lhi lini dgntvhmbhrgh i`th5 trg`dum bosgrvhiimbr gstg dgsnrgsnhtbr.

Dhnh ph`th gstg brizb`thmhbosgrvhiimg su`t hprbpihtg dg vhmbhrghi`th5 bosgrvhiimg ù hu trg`d.

Dhnh ph`th sg snfiloh,bosgrvhiimg i snfiloh vhmbhrgh i`th5 hphrlbdicinhri hmg prbngsumui.


cursul 10 - diagrama cusum

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