Nonlinear profile monitoring with single index models

We consider change‐point detection and estimation in sequences of functional observations. This setting often arises when the quality of a process is characterized by such observations, called profiles, and monitoring profiles for changes in structure can be used to ensure the stability of the proce...

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Veröffentlicht in:Quality and reliability engineering international 2021-11, Vol.37 (7), p.3004-3017
Hauptverfasser: Iguchi, Takayuki, Barrientos, Andrés F., Chicken, Eric, Sinha, Debajyoti
Format: Artikel
Sprache:eng
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Zusammenfassung:We consider change‐point detection and estimation in sequences of functional observations. This setting often arises when the quality of a process is characterized by such observations, called profiles, and monitoring profiles for changes in structure can be used to ensure the stability of the process over time. We propose a nonparametric approach using a single index model (SIM), where instead of monitoring the profile itself for a change, we monitor an l2‐based statistic on the coefficients generated by the SIM. Through simulation we show our novel method outperforms existing multivariate profile monitoring methods.
ISSN:0748-8017
1099-1638
DOI:10.1002/qre.2825