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

2013-02-01
Yontay, Petek
Weiss, Christian H.
TESTİK, MURAT CANER
Bayındır, Zeynep Pelin
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 (C) 2012 John Wiley & Sons, Ltd.

Citation Formats
P. Yontay, C. H. Weiss, M. C. TESTİK, and Z. P. Bayındır, “A Two-Sided Cumulative Sum Chart for First-Order Integer-Valued Autoregressive Processes of Poisson Counts,” QUALITY AND RELIABILITY ENGINEERING INTERNATIONAL, vol. 29, no. 1, pp. 33–42, 2013, Accessed: 00, 2020. [Online]. Available: https://hdl.handle.net/11511/46470.