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
相关论文
共 50 条
  • [31] Vine copula-based Bayesian classification for multivariate time series of electroencephalography eye states
    Zhang, Chunfang
    Czado, Claudia
    [J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS, 2023, 72 (04) : 992 - 1022
  • [32] Statistical residual-based time series methods for multicopter fault detection and identification
    Dutta, Airin
    McKay, Michael
    Kopsaftopoulos, Fotis
    Gandhi, Farhan
    [J]. AEROSPACE SCIENCE AND TECHNOLOGY, 2021, 112
  • [33] Exploring a copula-based alternative to additive error models-for non-negative and autocorrelated time series in hydrology
    Wani, Omar
    Scheidegger, Andreas
    Cecinati, Francesca
    Espadas, Gabriel
    Rieckermann, Joerg
    [J]. JOURNAL OF HYDROLOGY, 2019, 575 : 1031 - 1040
  • [34] On the Predictive Content of Autoregression Residuals: A Semiparametric, Copula-Based Approach to Time Series Prediction
    Herwartz, Helmut
    [J]. JOURNAL OF FORECASTING, 2013, 32 (04) : 353 - 368
  • [35] Generalized Cumulative Residual Entropy of Time Series Based on Permutation Patterns
    Zhou, Qin
    Shang, Pengjian
    [J]. FLUCTUATION AND NOISE LETTERS, 2021, 20 (06):
  • [36] A Bivariate Copula-based Model for a Mixed Binary-Continuous Distribution: A Time Series Approach
    Bien-Barkowska, Katarzyna
    [J]. CENTRAL EUROPEAN JOURNAL OF ECONOMIC MODELLING AND ECONOMETRICS, 2012, 4 (02): : 117 - 142
  • [37] An attentive Copula-based spatio-temporal graph model for multivariate time-series
    Qiu, Xihe
    Qian, Jiahui
    Wang, Haoyu
    Tan, Xiaoyu
    Jin, Yaochu
    [J]. APPLIED SOFT COMPUTING, 2024, 154
  • [38] A novel copula-based approach for parametric estimation of univariate time series through its covariance decay
    Pumi, Guilherme
    Prass, Taiane S.
    Lopes, Silvia R. C.
    [J]. STATISTICAL PAPERS, 2024, 65 (02) : 1041 - 1063
  • [39] A novel copula-based approach for parametric estimation of univariate time series through its covariance decay
    Guilherme Pumi
    Taiane S. Prass
    Sílvia R. C. Lopes
    [J]. Statistical Papers, 2024, 65 : 1041 - 1063
  • [40] Uncertainty of financial time series based on discrete fractional cumulative residual entropy
    Zhang, Boyi
    Shang, Pengjian
    [J]. CHAOS, 2019, 29 (10)