A Two-Sided Cumulative Sum Chart for First-Order Integer-Valued Autoregressive Processes of Poisson Counts

Yontay P., Weiss C. H., TESTİK M. C., BAYINDIR Z. P.

QUALITY AND RELIABILITY ENGINEERING INTERNATIONAL, cilt.29, sa.1, ss.33-42, 2013 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 29 Sayı: 1
  • Basım Tarihi: 2013
  • Doi Numarası: 10.1002/qre.1289
  • Dergi Adı: QUALITY AND RELIABILITY ENGINEERING INTERNATIONAL
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.33-42
  • Anahtar Kelimeler: autocorrelated counts, CUSUM control chart, Markov chains approach, Poisson INAR(1) model, statistical process control, TIME-SERIES, CUSUM
  • Orta Doğu Teknik Üniversitesi Adresli: Evet

Özet

Count data processes are often encountered in manufacturing and service industries. To describe the autocorrelation structure of such processes, a Poisson integer-valued autoregressive model of order 1, namely, Poisson INAR(1) model, might be used. In this study, we propose a two-sided cumulative sum control chart for monitoring Poisson INAR(1) processes with the aim of detecting changes in the process mean in both positive and negative directions. A trivariate Markov chain approach is developed for exact evaluation of the ARL performance of the chart in addition to a computationally efficient approximation based on bivariate Markov chains. The design of the chart for an ARL-unbiased performance and the analyses of the out-of-control performances are discussed. Copyright (C) 2012 John Wiley & Sons, Ltd.