相关论文: Stein EWMA Control Charts for Count Processes
An exponentially weighted moving model (EWMM) for a vector time series fits a new data model each time period, based on an exponentially fading loss function on past observed data. The well known and widely used exponentially weighted…
An integer-valued moving average (INMA) model for count random fields is proposed and investigated. Closed-form expressions are derived for both its marginal distribution and spatial dependence structure, for arbitrary model order and also…
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…
In this paper we derive control charts for the variance of a Gaussian process using the likelihood ratio approach, the generalized likelihood ratio approach, the sequential probability ratio method and a generalized sequential probability…
In this paper, we define an underlying data generating process that allows for different magnitudes of cross-sectional dependence, along with time series autocorrelation. This is achieved via high-dimensional moving average processes of…
In practice, there are processes where the in-control mean and standard deviation of a quality characteristic is not stable. In such cases, the coefficient of variation (CV) is a more appropriate measure for assessing process stability. In…
The analysis of count data is commonly done using Poisson models. Negative binomial models are a straightforward and readily motivated generalization for the case of overdispersed data, i.e., when the observed variance is greater than…
This paper considers the problem of comparing two processes with panel data. A nonparametric test is proposed for detecting a monotone change in the link between the two process distributions. The test statistic is of CUSUM type, based on…
During the last two decades, in statistical process monitoring plentiful new methods appeared with synthetic-type control charts being a prominent constituent. These charts became popular designs for several reasons. The two most important…
In the practical industry, the most commonly used application of statistical analysis for monitoring the process mean is the control chart. Control charts are generated based on the presumption that we have a sample from a stable process.…
Aiming at monitoring a time series to detect stationarity as soon as possible, we introduce monitoring procedures based on kernel-weighted sequential Dickey-Fuller (DF) processes, and related stopping times, which may be called weighted…
Control charts, as had been used traditionally for quality monitoring, were applied alternatively to monitor systems' reliability. In other words, they can be applied to detect changes in the failure behavior of systems. Such purpose…
The universal behavior of magnetic impurities in a metal is proved with the help of skeleton diagrams. The energy scales are derived from the structure of the skeleton diagrams. A minimal set of skeleton diagrams is sorted out that scales…
We consider the problem of detecting abrupt changes in the distribution of a multi-dimensional time series, with limited computing power and memory. In this paper, we propose a new, simple method for model-free online change-point detection…
Accuracy and interpretability of a (non-life) insurance pricing model are essential qualities to ensure fair and transparent premiums for policy-holders, that reflect their risk. In recent years, the classification and regression trees…
Maintaining the quality of manufactured products at a desired level is known to increase customer satisfaction and profitability. Shewhart control chart is the most widely used in statistical process control (SPC) technique to monitor the…
We consider a class of observation-driven Poisson count processes where the current value of the accompanying intensity process depends on previous values of both processes. We show under a contractive condition that the bivariate process…
In statistical process control, procedures are applied that require relatively strict conditions for their use. If such assumptions are violated, these methods become inefficient, leading to increased incidence of false signals. Therefore,…
We provide a general result for finding Stein operators for the product of two independent random variables whose Stein operators satisfy a certain assumption, extending a recent result of Gaunt, Mijoule and Swan \cite{gms18}. This…
Computable phenotypes are used to characterize patients and identify outcomes in studies conducted using healthcare claims and electronic health record data. Chart review studies establish reference labels against which computable…