One approach to monitoring autocorrelated data consists of applying a control chart to the residuals of a time series model estimated from process observations. Recent research shows that the impact of estimation error on the run length properties of the resulting charts is not negligible. In this paper a general strategy for implementing residual-based control schemes is investigated. The desi...

We prove that under a mild positivity assumption the entropy rate of a hidden Markov chain varies analytically as a function of the underlying Markov chain parameters. We give examples to show how this can fail in some cases. And we study two natural special classes of hidden Markov chains in more detail: binary hidden Markov chains with an unambiguous symbol and binary Markov chains corrupted ...

We prove that under a mild positivity assumption the entropy rate of a hidden Markov chain varies analytically as a function of the underlying Markov chain parameters. We give examples to show how this can fail in some cases. And we study two natural special classes of hidden Markov chains in more detail: binary hidden Markov chains with an unambiguous symbol and binary Markov chains corrupted ...

Exponential CUSUM charts are used in monitoring the occurrence rate of rare events because the interarrival times of events for homogeneous Poisson processes are independent and identically distributed exponential random variables. In these applications, it is assumed that the exponential parameter, i.e. the mean, is known or has been accurately estimated. However, in practice, the in-control m...

A spatial lattice model for binary data is constructed from two spatial scales linked through conditional probabilities. A coarse grid of lattice locations is specified and all remaining locations (which we call the background) capture fine-scale spatial dependence. Binary data on the coarse grid are modelled with an autologistic distribution, conditional on the binary process on the background...

In this paper, we propose to monitor a Markov chain sampler using the cusum path plot of a chosen 1-dimensional summary statistic. We argue that the cusum path plot can bring out, more e ectively than the sequential plot, those aspects of a Markov sampler which tell the user how quickly or slowly the sampler is moving around in its sample space, in the direction of the summary statistic. The pr...

Control charts have been broadly used for monitoring the process mean and dispersion. Cumulative sum (CUSUM) and exponentially weighted moving average (EWMA) control charts are memory control charts as they utilize the past information in setting up the control structure. This makes CUSUM and EWMA-type charts good at detecting small disturbances in the process. This article proposes two new mem...

In this study, we introduce a statistical model applied to climate change data consisting of an autoregressive times series (AR) which represents type random process. A Bayesian approach using MCMC (Markov Chain Monte Carlo) methods is considered get the inferences interest. The main goal study have good predictions for mean temperature and also identify time possible change-points that might b...