Related papers: Distribution-free cumulative sum control charts us…
We investigate the online detection of changepoints in the distribution of a sequence of observations using degenerate U-statistic-type processes. We study weighted versions of: an ordinary, CUSUM-type scheme, a Page-CUSUM-type scheme, and…
Woodall and Montgomery [35] in a discussion paper, state that multivariate process control is one of the most rapidly developing sections of statistical process control. Nowadays, in industry, there are many situations in which the…
To maintain the desired quality of a product or service it is necessary to monitor the process that results in the product or service. This monitoring method is called Statistical Process Management, or Statistical Process Control. It is in…
In this paper, we consider a non-Bayesian sequential change detection based on the Cumulative Sum (CUSUM) algorithm employed by an energy harvesting sensor where the distributions before and after the change are assumed to be known. In a…
Control charts, one of the main tools in Statistical Process Control (SPC), have been widely adopted in manufacturing sectors as an effective strategy for malfunction detection throughout the previous decades. Measurement errors (M.E's) are…
An important assumption in the work on testing for structural breaks in time series consists in the fact that the model is formulated such that the stochastic process under the null hypothesis of "no change-point" is stationary. This…
The monitoring of serially independent or autocorrelated count processes is considered, having a Poisson or (negative) binomial marginal distribution under in-control conditions. Utilizing the corresponding Stein identities, exponentially…
Modern data collecting methods and computation tools have made it possible to monitor high-dimensional processes. In this article, Phase II monitoring of high-dimensional processes is investigated when the available number of samples…
The classic N p chart gives a signal if the number of successes in a sequence of inde- pendent binary variables exceeds a control limit. Motivated by engineering applications in industrial image processing and, to some extent, financial…
Control charts can be applied in a wide range of areas, this paper focuses on generalisations suitable for healthcare applications. We concentrate on the effect of using mixture distributions as the possible shifts in the process mean…
This paper develops a new multivariate control charting method for vector autocorrelated and serially correlated processes. The main idea is to propose a Bayesian multivariate local level model, which is a generalization of the…
Violation of the assumptions underlying classical (Gaussian) limit theory often yields unreliable statistical inference. This paper shows that the bootstrap can detect such violations by delivering simple and powerful diagnostic tests that…
We develop a theory of continuous decoupling with bounded controls from a geometric perspective. Continuous decoupling with bounded controls can accomplish the same decoupling effect as the bang-bang control while using realistic control…
Spectral analysis plays a crucial role in high-dimensional statistics, where determining the asymptotic distribution of various spectral statistics remains a challenging task. Due to the difficulties of deriving the analytic form, recent…
In this paper we aim to assess linear relationships between the non constant variances of economic variables. The proposed methodology is based on a bootstrap cumulative sum (CUSUM) test. Simulations suggest a good behavior of the test for…
The paper establishes the central limit theorems and proposes how to perform valid inference in factor models. We consider a setting where many counties/regions/assets are observed for many time periods, and when estimation of a global…
One of the fundamental assumptions in stochastic control of continuous time processes is that the dynamics of the underlying (diffusion) process is known. This is, however, usually obviously not fulfilled in practice. On the other hand,…
This paper develops a Bayesian control chart for the percentiles of the Weibull distribution, when both its in-control and out-of-control parameters are unknown. The Bayesian approach enhances parameter estimates for small sample sizes that…
Most studies in real time change-point detection either focus on the linear model or use the CUSUM method under classical assumptions on model errors. This paper considers the sequential change-point detection in a nonlinear quantile model.…
This note introduces a new Bayesian control chart to compare two processes by monitoring the ratio of their percentiles under Weibull assumption. Both in-control and out-of-control parameters are supposed unknown. The chart analyses the…