We evaluate and compare the performance of Phase II simple linear regression profile approaches when only two observations are used to establish each profile. We propose an EWMA control chart based on average squared deviations from the in-control line, to be used in conjunction with two EWMA...

Purpose – The purpose of this paper is to propose two control charts to monitor multi-attribute processes and then a maximum likelihood estimator for the change point of the parameter vector (process fraction non-conforming) of multivariate binomial processes. Design/methodology/approach –...

We propose an estimator of change point in the long memory parameter d of an ARFIMA(p, d, q) process using the sup Wald test. We derive the consistency and the rate of convergence of the parameter. The convergence rate of our change point estimator depends on the magnitude of a shift....

It is quite common that the structure of a time series changes abruptly. Identifying these change points and describing the model structure in the segments between these change points is an important task in financial time series analysis. Change point detection is the identification of abrupt...

Precise identification of the time when a process has changed enables process engineers to search for a potential special cause more effectively. In this paper, we develop change point estimation methods for a Poisson process in a Bayesian framework. We apply Bayesian hierarchical models to...

Motivated by the conjectured existence of trends in the intensity of tropical storms, this paper proposes new inferential methodology to detect a trend in the annual pattern of environmental data. The new methodology can be applied to data which can be represented as annual curves which evolve...