On the run-length of the structural change in time series data

Prihartanti, Wiwik; Rasyid, Dwilaksana Abdullah; Iriawan, Nur

doi:10.1063/1.5139819

Cited by 3 publications

(1 citation statement)

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“…Many detection approaches were tested for their sensitivity to time series data alterations and structural change analysis. This tested detecting system sensitivity [11].This study suggests that statistical process control ARLs should be affected by non-normally distributed data. This research examined how distributions influenced ARLs using computer modelling.…”

Section: Introductionmentioning

confidence: 98%

Shift Detection Comparison For Sized Biased And Area Biased Exponential Distributions Based Control Charts

Anjum,

Iqbal,

Kashif

et al. 2024

Migrat. Lett.

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Probability distribution models are very helpful to solving many real-life problems. The development of new or extensions to an existing model is a very attractive area of research. Among many types of probability distribution models, weighted distributions are becoming more important for modeling data. Weighted distributions can help discover defects in manufacturing and outliers by weighting significant observations. Control charts are the most important tools to monitor process efficiency. In recent decades, researchers have focused on weighted distributions, especially those with size and area biased exponential distribution. This research introduces a novel control chart for a characteristic following a size-biased and area-biased exponential distribution to emphasize the relevance of weighted distributions. Charts are effectively determines size-biased and area-biased exponential distribution control chart limits also Monte Carlo simulations are used to assess different Average Run Length (ARL) values.

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Section: Introductionmentioning

confidence: 98%