Usually, in monitoring a proportion p < /em>, the binary observations are considered independent; however, in many real cases, there is a continuous stream of autocorrelated binary observations in which a two-state Markov chain model is applied with first-order dependence. On the other hand, the Bernoulli CUSUM control chart which is not robust to autocorrelation can be applied two-sided co...

In some statistical process control applications, quality of a process or product can be characterized by a relationship between a response and one or more independent variables, which is typically referred to a profile. In this paper, polynomial profiles are considered to monitor processes in which there is a first order autoregressive relation between the error terms in each profile. A remedi...

Abstract Profile monitoring in statistical quality control has attracted attention of many researchers recently. A profile is a function between response variables and one or more independent variables. There have been only a limited number of researches on monitoring multivariate profiles. Indeed, monitoring correlated multivariate profiles is a new subject in the fileld of statistical proces...

In many circumstances, the quality of a process or product is best characterized by a given mathematical function between a response variable and one or more explanatory variables that is typically referred to as profile. There are some investigations to monitor autocorrelated linear and nonlinear profiles in recent years. In the present paper, we use the linear mixed models to account autocorr...

Control charts are used to detect changes in a process. Once a change is detected, knowledge of the change point would simplify the search for and identification of the special cause. Consequently, having an estimate of the process change point following a control chart signal would be useful to process analysts. Change point methods for the uncorrelated process have been studied extensively in...

abstract profile monitoring in statistical quality control has attracted attention of many researchers recently. a profile is a function between response variables and one or more independent variables. there have been only a limited number of researches on monitoring multivariate profiles. indeed, monitoring correlated multivariate profiles is a new subject in the fileld of statistical process...

The application of control charts for monitoring financial processes has received a greater focus after recent global crisis. The Generelized AutoRegressive Conditional Heteroskedasticity (GARCH) time series model is widely applied for modelling financial processes. Therefore, traditional Shewhart control chart is developed to monitor GARCH processes. There are some difficulties in financial su...

In some statistical process control applications, a relationship between a response variable and an explanatory variable referred to as profile characterize the quality of a process or product and should be monitored over time. Many researches have been done in this area but in most of them, the successive observations in different levels of the explanatory variables are assumed to be independe...