Nonparametric Change-Point Detection for Profiles with Binary Data

被引:15
作者
Shang, Yanfen [1 ]
Wand, Zhiqiong [2 ]
He, Zhen [1 ]
He, Shuguang [2 ]
机构
[1] Tianjin Univ, Coll Management & Econ, Dept Ind Engn, Tianjin, Peoples R China
[2] Tianjin Univ, Coll Management & Econ, Tianjin, Peoples R China
基金
中国国家自然科学基金;
关键词
Binary Response Data; Local Linear Kernel Smoothing; Likelihood Ratio; Phase I; PHASE-I ANALYSIS; LINEAR PROFILES; NONLINEAR PROFILES; CONTROL CHART; MIXED MODELS; REGRESSION;
D O I
10.1080/00224065.2017.11917984
中图分类号
T [工业技术];
学科分类号
08 ;
摘要
Statistical process control (SPC) techniques for monitoring and diagnosing profiles have been proven to be important in many industrial applications. Profiles describe the relationship between the response variable and one or more explanatory variables. In some processes, the response variable of interest in profiles is binary, not numerical. The SPC problem for profiles with binary response data remains particularly challenging. Under such a premise, this article proposes a novel phase I scheme to detect the change-point in the reference profile dataset. The proposed method integrates change-point algorithm with the generalized likelihood ratio based on nonparametric regression, which could not only handle the generalized linear or nonlinear profiles, but also detect any types of changes in profiles. Numerical simulations are conducted to demonstrate the detection effectiveness and the diagnostic accuracy of the proposed scheme. Finally, a real example is used to illustrate the implementation of the proposed change-point detection scheme.
引用
收藏
页码:123 / 135
页数:13
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