Title
A Two-Sided Cumulative Sum Chart for First-Order Integer-Valued Autoregressive Processes of Poisson Counts.
Abstract
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.
Year
DOI
Venue
2013
10.1002/qre.1289
QUALITY AND RELIABILITY ENGINEERING INTERNATIONAL
Keywords
Field
DocType
autocorrelated counts,CUSUM control chart,Markov chains approach,Poisson INAR(1) model,statistical process control
Econometrics,Autoregressive model,Computer science,Markov chain,Control chart,Count data,Chart,Poisson distribution,Statistics,Bivariate analysis,Autocorrelation
Journal
Volume
Issue
ISSN
29
1
0748-8017
Citations 
PageRank 
References 
5
0.53
1
Authors
4
Name
Order
Citations
PageRank
Petek Yontay1161.44
Christian H. Weiß25613.62
Murat Caner Testik3398.43
Z. Pelin Bayindir4334.19