Robust profile monitoring for phase II analysis via residuals

<p></p><div> <p>Many studies were conducted for fitting models using parametric and non-parametric techniques; in fact, their fits may be biased and have inflated the estimated variances when the model is misspecified, respectively. Thus, semi-parametric techniques are used f...

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Main Author: Sara H. Nassar (14779054) (author)
Other Authors: Abdel‐Salam G. Abdel‐Salam (14777080) (author)
Published: 2023
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author Sara H. Nassar (14779054)
author2 Abdel‐Salam G. Abdel‐Salam (14777080)
author2_role author
author_facet Sara H. Nassar (14779054)
Abdel‐Salam G. Abdel‐Salam (14777080)
author_role author
dc.creator.none.fl_str_mv Sara H. Nassar (14779054)
Abdel‐Salam G. Abdel‐Salam (14777080)
dc.date.none.fl_str_mv 2023-03-16T06:24:30Z
dc.identifier.none.fl_str_mv 10.1002/qre.2988
dc.relation.none.fl_str_mv https://figshare.com/articles/journal_contribution/Robust_profile_monitoring_for_phase_II_analysis_via_residuals/22258330
dc.rights.none.fl_str_mv CC BY 4.0
info:eu-repo/semantics/openAccess
dc.subject.none.fl_str_mv Mathematical sciences
Statistics
Management Science and Operations Research
Safety, Risk, Reliability and Quality
dc.title.none.fl_str_mv Robust profile monitoring for phase II analysis via residuals
dc.type.none.fl_str_mv Text
Journal contribution
info:eu-repo/semantics/publishedVersion
text
contribution to journal
description <p></p><div> <p>Many studies were conducted for fitting models using parametric and non-parametric techniques; in fact, their fits may be biased and have inflated the estimated variances when the model is misspecified, respectively. Thus, semi-parametric techniques are used for fitting models as they combine the advantages of parametric and non-parametric fits. In this study, we introduce model robust regression technique-2 (MRR2) for Phase II profile monitoring, namely, the semi-parametric approach, where it is a combination of the parametric fit with a portion of a non-parametric residuals fit. Multivariate CUSUM (MCUSUM) chart unitized for monitoring the slope of the linear mixed models in Phase II based on the random-effects. A comprehensive simulation study was performed to evaluate the proposed approach for correlated and uncorrelated profiles assuming different profile sizes, sample sizes, and several model misspecification levels. Average run length (ARL) and average time to signal (ATS) criteria were used for comparing the performances of the parametric, non-parametric, and semi-parametric MCUSUM charts. The results showed that the semi-parametric chart had the best performance in detecting different shifts. Also, a real data application was conducted, where it showed that the semi-parametric chart had the highest sensitivity for the out-of-control scenarios.</p> </div><p></p><h2>Other Information</h2> <p> Published in: Quality and Reliability Engineering International<br> License: <a href="http://creativecommons.org/licenses/by/4.0/" target="_blank">http://creativecommons.org/licenses/by/4.0/</a><br>See article on publisher's website: <a href="http://dx.doi.org/10.1002/qre.2988" target="_blank">http://dx.doi.org/10.1002/qre.2988</a></p>
eu_rights_str_mv openAccess
id Manara2_9f28230e6c61b0f2fbbd13f019c6fa3f
identifier_str_mv 10.1002/qre.2988
network_acronym_str Manara2
network_name_str Manara2
oai_identifier_str oai:figshare.com:article/22258330
publishDate 2023
repository.mail.fl_str_mv
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rights_invalid_str_mv CC BY 4.0
spelling Robust profile monitoring for phase II analysis via residualsSara H. Nassar (14779054)Abdel‐Salam G. Abdel‐Salam (14777080)Mathematical sciencesStatisticsManagement Science and Operations ResearchSafety, Risk, Reliability and Quality<p></p><div> <p>Many studies were conducted for fitting models using parametric and non-parametric techniques; in fact, their fits may be biased and have inflated the estimated variances when the model is misspecified, respectively. Thus, semi-parametric techniques are used for fitting models as they combine the advantages of parametric and non-parametric fits. In this study, we introduce model robust regression technique-2 (MRR2) for Phase II profile monitoring, namely, the semi-parametric approach, where it is a combination of the parametric fit with a portion of a non-parametric residuals fit. Multivariate CUSUM (MCUSUM) chart unitized for monitoring the slope of the linear mixed models in Phase II based on the random-effects. A comprehensive simulation study was performed to evaluate the proposed approach for correlated and uncorrelated profiles assuming different profile sizes, sample sizes, and several model misspecification levels. Average run length (ARL) and average time to signal (ATS) criteria were used for comparing the performances of the parametric, non-parametric, and semi-parametric MCUSUM charts. The results showed that the semi-parametric chart had the best performance in detecting different shifts. Also, a real data application was conducted, where it showed that the semi-parametric chart had the highest sensitivity for the out-of-control scenarios.</p> </div><p></p><h2>Other Information</h2> <p> Published in: Quality and Reliability Engineering International<br> License: <a href="http://creativecommons.org/licenses/by/4.0/" target="_blank">http://creativecommons.org/licenses/by/4.0/</a><br>See article on publisher's website: <a href="http://dx.doi.org/10.1002/qre.2988" target="_blank">http://dx.doi.org/10.1002/qre.2988</a></p>2023-03-16T06:24:30ZTextJournal contributioninfo:eu-repo/semantics/publishedVersiontextcontribution to journal10.1002/qre.2988https://figshare.com/articles/journal_contribution/Robust_profile_monitoring_for_phase_II_analysis_via_residuals/22258330CC BY 4.0info:eu-repo/semantics/openAccessoai:figshare.com:article/222583302023-03-16T06:24:30Z
spellingShingle Robust profile monitoring for phase II analysis via residuals
Sara H. Nassar (14779054)
Mathematical sciences
Statistics
Management Science and Operations Research
Safety, Risk, Reliability and Quality
status_str publishedVersion
title Robust profile monitoring for phase II analysis via residuals
title_full Robust profile monitoring for phase II analysis via residuals
title_fullStr Robust profile monitoring for phase II analysis via residuals
title_full_unstemmed Robust profile monitoring for phase II analysis via residuals
title_short Robust profile monitoring for phase II analysis via residuals
title_sort Robust profile monitoring for phase II analysis via residuals
topic Mathematical sciences
Statistics
Management Science and Operations Research
Safety, Risk, Reliability and Quality