Detecting shifts in Conway–Maxwell–Poisson profile with deviance residual-based CUSUM and EWMA charts under multicollinearity
Monitoring profiles with count responses is a common situation in industrial processes and for a count distributed process, the Conway–Maxwell–Poisson (COM-Poisson) regression model yields better outcomes for under- and overdispersed count variables. In this study, we propose CUSUM and EWMA charts b...
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Veröffentlicht in: | Statistical papers (Berlin, Germany) Germany), 2024-04, Vol.65 (2), p.597-643 |
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description | Monitoring profiles with count responses is a common situation in industrial processes and for a count distributed process, the Conway–Maxwell–Poisson (COM-Poisson) regression model yields better outcomes for under- and overdispersed count variables. In this study, we propose CUSUM and EWMA charts based on the deviance residuals obtained from the COM-Poisson model, which are fitted by the PCR and
r–k
class estimators. We conducted a simulation study to evaluate the effect of additive and multiplicative types shifts in various shift sizes, the number of predictor, and several dispersion levels and to compare the performance of the proposed control charts with control charts in the literature in terms of average run length and standard deviation of run length. Moreover, a real data set is also analyzed to see the performance of the newly proposed control charts. The results show the superiority of the newly proposed control charts against some competitors, including CUSUM and EWMA control charts based on ML, PCR, and ridge deviance residuals in the presence of multicollinearity. |
doi_str_mv | 10.1007/s00362-023-01399-z |
format | Article |
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r–k
class estimators. We conducted a simulation study to evaluate the effect of additive and multiplicative types shifts in various shift sizes, the number of predictor, and several dispersion levels and to compare the performance of the proposed control charts with control charts in the literature in terms of average run length and standard deviation of run length. Moreover, a real data set is also analyzed to see the performance of the newly proposed control charts. The results show the superiority of the newly proposed control charts against some competitors, including CUSUM and EWMA control charts based on ML, PCR, and ridge deviance residuals in the presence of multicollinearity.</description><identifier>ISSN: 0932-5026</identifier><identifier>EISSN: 1613-9798</identifier><identifier>DOI: 10.1007/s00362-023-01399-z</identifier><language>eng</language><publisher>Berlin/Heidelberg: Springer Berlin Heidelberg</publisher><subject>Control charts ; Economic Theory/Quantitative Economics/Mathematical Methods ; Economics ; Finance ; Insurance ; Management ; Mathematics and Statistics ; Operations Research/Decision Theory ; Probability Theory and Stochastic Processes ; Regression models ; Regular Article ; Statistics ; Statistics for Business</subject><ispartof>Statistical papers (Berlin, Germany), 2024-04, Vol.65 (2), p.597-643</ispartof><rights>The Author(s), under exclusive licence to Springer-Verlag GmbH Germany, part of Springer Nature 2023. Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law.</rights><lds50>peer_reviewed</lds50><woscitedreferencessubscribed>false</woscitedreferencessubscribed><citedby>FETCH-LOGICAL-c352t-881344768dec3856111eb5a44f9f2e2a6253acb12e1c8428324e14e248320e813</citedby><cites>FETCH-LOGICAL-c352t-881344768dec3856111eb5a44f9f2e2a6253acb12e1c8428324e14e248320e813</cites><orcidid>0000-0001-5022-4932 ; 0000-0001-7085-7403</orcidid></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><linktopdf>$$Uhttps://link.springer.com/content/pdf/10.1007/s00362-023-01399-z$$EPDF$$P50$$Gspringer$$H</linktopdf><linktohtml>$$Uhttps://link.springer.com/10.1007/s00362-023-01399-z$$EHTML$$P50$$Gspringer$$H</linktohtml><link.rule.ids>314,780,784,27924,27925,41488,42557,51319</link.rule.ids></links><search><creatorcontrib>Mammadova, Ulduz</creatorcontrib><creatorcontrib>Özkale, M. Revan</creatorcontrib><title>Detecting shifts in Conway–Maxwell–Poisson profile with deviance residual-based CUSUM and EWMA charts under multicollinearity</title><title>Statistical papers (Berlin, Germany)</title><addtitle>Stat Papers</addtitle><description>Monitoring profiles with count responses is a common situation in industrial processes and for a count distributed process, the Conway–Maxwell–Poisson (COM-Poisson) regression model yields better outcomes for under- and overdispersed count variables. In this study, we propose CUSUM and EWMA charts based on the deviance residuals obtained from the COM-Poisson model, which are fitted by the PCR and
r–k
class estimators. We conducted a simulation study to evaluate the effect of additive and multiplicative types shifts in various shift sizes, the number of predictor, and several dispersion levels and to compare the performance of the proposed control charts with control charts in the literature in terms of average run length and standard deviation of run length. Moreover, a real data set is also analyzed to see the performance of the newly proposed control charts. 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Revan</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>Detecting shifts in Conway–Maxwell–Poisson profile with deviance residual-based CUSUM and EWMA charts under multicollinearity</atitle><jtitle>Statistical papers (Berlin, Germany)</jtitle><stitle>Stat Papers</stitle><date>2024-04-01</date><risdate>2024</risdate><volume>65</volume><issue>2</issue><spage>597</spage><epage>643</epage><pages>597-643</pages><issn>0932-5026</issn><eissn>1613-9798</eissn><abstract>Monitoring profiles with count responses is a common situation in industrial processes and for a count distributed process, the Conway–Maxwell–Poisson (COM-Poisson) regression model yields better outcomes for under- and overdispersed count variables. In this study, we propose CUSUM and EWMA charts based on the deviance residuals obtained from the COM-Poisson model, which are fitted by the PCR and
r–k
class estimators. We conducted a simulation study to evaluate the effect of additive and multiplicative types shifts in various shift sizes, the number of predictor, and several dispersion levels and to compare the performance of the proposed control charts with control charts in the literature in terms of average run length and standard deviation of run length. Moreover, a real data set is also analyzed to see the performance of the newly proposed control charts. The results show the superiority of the newly proposed control charts against some competitors, including CUSUM and EWMA control charts based on ML, PCR, and ridge deviance residuals in the presence of multicollinearity.</abstract><cop>Berlin/Heidelberg</cop><pub>Springer Berlin Heidelberg</pub><doi>10.1007/s00362-023-01399-z</doi><tpages>47</tpages><orcidid>https://orcid.org/0000-0001-5022-4932</orcidid><orcidid>https://orcid.org/0000-0001-7085-7403</orcidid></addata></record> |
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subjects | Control charts Economic Theory/Quantitative Economics/Mathematical Methods Economics Finance Insurance Management Mathematics and Statistics Operations Research/Decision Theory Probability Theory and Stochastic Processes Regression models Regular Article Statistics Statistics for Business |
title | Detecting shifts in Conway–Maxwell–Poisson profile with deviance residual-based CUSUM and EWMA charts under multicollinearity |
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