Related papers: The Steady-State Behavior of Multivariate Exponent…
Most statistical process control programmes in healthcare focus on surveillance of outcomes at the final stage of a procedure, such as mortality or failure rates. Such an approach ignores the multi-stage nature of these procedures, in which…
In many modern industrial scenarios, the measurements of the quality characteristics of interest are often required to be represented as functional data or profiles. This motivates the growing interest in extending traditional univariate…
A scope in quality control, which has recently received a great deal of attention is profile that characterizes the quality of a product or process by a relationship between two or more variables. In this paper, we propose an EWMA chart for…
This paper presents the exact mathematical derivation of the mean and variance properties for the Exponentially Weighted Moving Average (EWMA) statistic applied to binomial proportion monitoring in Multiple Stream Processes (MSPs). We…
In recent years, the monitoring of compositional data using control charts has been investigated in the Statistical Process Control field. In this study, we will design a Phase II Multivariate Exponentially Weighted Moving Average (MEWMA)…
We study optimal design of the Exponentially Weighted Moving Average (EWMA) chart by a proper choice of the smoothing factor and the initial value (headstart) of the decision statistic. The particular problem addressed is that of quickest…
The Exponentially Weighted Moving Average (EWMA) and Cumulative Sum (CUSUM) control charts have been used in profile monitoring to track drift shifts that occur in a monitored process. We construct Bayesian EWMA and Bayesian CUSUM charts…
A multivariate dispersion control chart monitors changes in the process variability of multiple correlated quality characteristics. In this article, we investigate and compare the performance of charts designed to monitor variability based…
Monitoring binomial proportions across multiple independent streams is a critical challenge in Statistical Process Control (SPC), with applications from manufacturing to cybersecurity. While EWMA charts offer sensitivity to small shifts,…
Classifying streaming data requires the development of methods which are computationally efficient and able to cope with changes in the underlying distribution of the stream, a phenomenon known in the literature as concept drift. We propose…
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…
If monitoring Poisson count data for a possible mean shift (while the Poisson distribution is preserved), then the ordinary Poisson exponentially weighted moving-average (EWMA) control chart proved to be a good solution. In practice,…
After obtaining an accurate approximation for $ARL_0$, we first consider the optimal design of weight parameter for a multivariate EWMA chart that minimizes the stationary average delay detection time (SADDT). Comparisons with moving…
The exponentially weighted moving average (EMWA) could be labeled as a competitive volatility estimator, where its main strength relies on computation simplicity, especially in a multi-asset scenario, due to dependency only on the decay…
Over the years, the most popularly used control chart for statistical process control has been Shewhart's $\bar{X}-S$ or $\bar{X}-R$ chart along with its multivariate generalizations. But, such control charts suffer from the lack of…
We argue against the use of generally weighted moving average (GWMA) control charts. Our primary reasons are the following: 1) There is no recursive formula for the GWMA control chart statistic, so all previous data must be stored and used…
The emergent dynamics of complex systems often arise from the internal dynamical interactions among different elements and hence is to be modeled using multiple variables that represent the different dynamical processes. When such systems…
In this work, we study the performance of two-sided EWMA charts for monitoring double bounded processes using individual observations. Specifically, the term double bounded refers to observations in the interval (0, 1) and thus, these…
During the recent years there was an increased interest in studying the performance of different types of control charts, under various distributional models for continuous proportions, such as percentages and rates. In this work we…
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…