Control charts are extensively used in processes and are very helpful in determining the special cause variations so that a timely action may be taken to eliminate them. One of the charting procedures is the Shewhart-type control charts, which are used mainly to detect large shifts. Two alternatives to the Shewhart-type control charts are the cumulative (CUSUM) control charts and the exponentia...

In this work we present a methodology for estimating the variability of a signal modeled as a continuous time stochastic process observable only at discrete times with variability modeled by a continuous time Markov chain. The methodology estimates the parameters of the hidden Markov chain. The methodology is new however the major contribution of this work comes in the realm of applications. Th...

We consider Markov Modulated Bernoulli Processes (MMBP) where the success probability of a Bernoulli process evolves over time according to a Markov chain. The MMBP is applied in reliability modeling where systems and components function in a randomly changing environment. Some of these applications include, but are not limited to, reliability assessment in power systems that are subject to flu...

Friday, 11:45 Brendan K. Beare, University of California Vine Copula Specifications for Stationary Multivariate Markov Chains Vine copulae provide a graphical framework in which multiple bivariate copulae may be combined in a consistent fashion to yield a more complex multivariate copula. In this article, we discuss the use of vine copulae to build flexible semiparametric models for stationary ...

Consider a linear model setting in which the explanatory variables are specified by time series. To sequentially test for the stability of the regression parameters in time, we introduce a detector which is based on the first excess time of a CUSUM-type statistic over a suitably defined threshold function. The main aim of this paper is to derive the limit distribution of the detector. By provid...

In this paper, we consider a queueing model for machine repairing system with Bernoulli vacation schedule. The failure times, repair times and vacation times are all assumed to be exponentially distributed. In congestion, the server may increase the repair rate with pressure coefficient  to reduce the queue length. We assume that the server begins the working vacation when the system is empty....

The existing optimal design of the fixed sampling interval S2-EWMA control chart to monitor the sample variance of a process is based on the average run length (ARL) criterion. Since the shape of the run length distribution changes with the magnitude of the shift in the variance, the median run length (MRL) gives a more meaningful explanation about the in-control and out-of-control performances...

Control charts are widely used for process monitoring. They show whether the variation is due to common causes or whether some of the variation is due to special causes. To detect large shifts in the process, Shewhart-type control charts are preferred. Cumulative sum (CUSUM) and exponentially weightedmoving average (EWMA) control charts are generally used to detect small and moderate shifts. Sh...

in some statistical process control applications, the quality of the product is characterized by thecombination of both correlated variable and attributes quality characteristics. in this paper, we propose anovel control scheme based on the combination of two multi-layer perceptron neural networks forsimultaneous monitoring of mean vector as well as the covariance matrix in multivariate-attribu...