* Depois da apresentação é oferecido um coffee-break para socialização e discussões científicas.

 

 

Abstract: This work proposes a modified control chart incorporating concepts of time series analysis. Specifically, we considerer Gaussian mixed transition distribution (GMTD) models. The GMTD models are a more general class than the autorregressive (AR) family, in the sense that the autocorrelated processes may present flat stretches, bursts or outliers. In this scenario traditional Shewhart charts are no longer appropriate tools to monitoring such processes. Therefore, Vasilopoulos and Stamboulis (1978) proposed a modified version of those charts, considering proper control limits based on autocorrelated processes. In order to evaluate the efficiency of the proposed technique a comparison with a traditional Shewhart chart (which ignores the    autocorrelation structure of the process), a AR(1) Shewhart control chart and a GMTD Shewhart control chart was made. The criteria used to measure the efficiency were the ARL0 and ARL1. The comparison was made based on a series generated according to a GMTD model. The preliminary results point to the direction that the modified Shewhart GMTD charts have a better performance than the AR(1) Shewhart.