Residual-based cumulative sum charts to monitor time series of counts via copula-based Markov models

被引:3
|
作者
Alqawba, Mohammed [1 ]
Kim, Jong-Min [2 ]
Radwan, Taha [1 ,3 ]
机构
[1] Qassim Univ, Coll Sci & Arts, Dept Math, Al Rass, Saudi Arabia
[2] Univ Minnesota, Stat Discipline, Div Sci & Math, Morris, MN 56267 USA
[3] Port Said Univ, Fac Management Technol & Informat Syst, Dept Math & Stat, Port Said, Egypt
关键词
copula; count time series; Markov chains; poisson; serial dependence; statistical process control; CUSUM;
D O I
10.1002/asmb.2703
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
Several scientific observations produce data that consist of serially dependent counts that are difficult to accurately analyze due to the absence of normality and the limited literature on dealing with such data. In this article, we propose a cumulative sum chart to monitor serially dependent counts using copula-based Markov models. After reviewing such models, we introduce the randomized quantile residuals obtained from the Markov process. The proposed method is evaluated using a comprehensive simulation study and a real-life example. Results suggested that the method is effective and easily implemented
引用
收藏
页码:1039 / 1048
页数:10
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