Improved CUSUM monitoring of Markov counting process with frequent zeros

被引:15
作者
Kim, Hanwool [1 ]
Lee, Sangyeol [1 ]
机构
[1] Seoul Natl Univ, Dept Stat, Seoul 08826, South Korea
基金
新加坡国家研究基金会;
关键词
conforming run length; CUSUM chart; INAR(1) process; INARCH(1) process; statistical process control; VALUED AUTOREGRESSIVE PROCESSES; INFLATED POISSON; TIME-SERIES; CONTROL CHARTS; RUN-LENGTH;
D O I
10.1002/qre.2519
中图分类号
T [工业技术];
学科分类号
08 ;
摘要
There has been a growing interest in monitoring processes featuring serial dependence and zero inflation. The phenomenon of excessive zeros often occurs in count time series because of the advancement of quality in manufacturing process. In this study, we propose three control charts, such as the cumulative sum chart with delay rule (CUSUM-DR), conforming run length (CRL)-CUSUM chart, and combined Shewhart CRL-CUSUM chart, to enhance the performance of monitoring Markov counting processes with excessive zeros. Numerical experiments are conducted based on integer-valued autoregressive time series models, for example, zero-inflated Poisson INAR and INARCH, to evaluate the performance of the proposed charts designed for the detection of mean increase. A real example is also illustrated to demonstrate the usability of our proposed charts.
引用
收藏
页码:2371 / 2394
页数:24
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