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Phase II monitoring of binary profiles in the presence of within-profile autocorrelation based on Markov Model.

Authors :
Maleki, Mohammad Reza
Amiri, Amirhossein
Taheriyoun, Ali Reza
Source :
Communications in Statistics: Simulation & Computation. 2017, Vol. 46 Issue 10, p7710-7732. 23p.
Publication Year :
2017

Abstract

This paper introduces a Markov model in Phase II profile monitoring with autocorrelated binary response variable. In the proposed approach, a logistic regression model is extended to describe the within-profile autocorrelation. The likelihood function is constructed and then a particle swarm optimization algorithm (PSO) is tuned and utilized to estimate the model parameters. Furthermore, two control charts are extended in which the covariance matrix is derived based on the Fisher information matrix. Simulation studies are conducted to evaluate the detecting capability of the proposed control charts. A numerical example is also given to illustrate the application of the proposed method. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
03610918
Volume :
46
Issue :
10
Database :
Academic Search Index
Journal :
Communications in Statistics: Simulation & Computation
Publication Type :
Academic Journal
Accession number :
126995466
Full Text :
https://doi.org/10.1080/03610918.2016.1249880