A Two‐Sided Cumulative Sum Chart for First‐Order Integer‐Valued Autoregressive Processes of Poisson Counts

Petek Yontay, Christian Weiß, Murat Caner Testik, Pelin Bayindir

Quality and Reliability Engineering International · 2012 · 34 citations · 17 references

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Abstract

Count data processes are often encountered in manufacturing and service industries. To describe the autocorrelation structure of such processes, a Poisson integer‐valued autoregressive model of order 1, namely, Poisson INAR(1) model, might be used. In this study, we propose a two‐sided cumulative sum control chart for monitoring Poisson INAR(1) processes with the aim of detecting changes in the process mean in both positive and negative directions. A trivariate Markov chain approach is developed for exact evaluation of the ARL performance of the chart in addition to a computationally efficient approximation based on bivariate Markov chains. The design of the chart for an ARL‐unbiased performance and the analyses of the out‐of‐control performances are discussed. Copyright © 2012 John Wiley & Sons, Ltd.

References

17