Change-point Detection in Phase I for Profiles with Binary Data and Random Predictors

Yanfen Shang*, Jianing Man, Zhen He, Haojie Ren

*Corresponding author for this work

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    11 Citations (Scopus)

    Abstract

    In some applications, the quality of a process must be characterized by a profile, which describes the relationship between the response variable and explanatory variables. Moreover, for some processes, especially service processes, categorical response variables are common, making statistical process control techniques for profiles with categorical response data a must. We study Phase I analysis of profiles with binary data and random explanatory variables to identify the presence of change-points in the reference profile dataset. The change-point detection method based on logistic regression models is proposed. The method exploits directional shift information and integrates change-point algorithm with the generalized likelihood ratio. A diagnostic scheme for identifying the change-point location and the shift direction is also suggested. Numerical simulations are conducted to demonstrate the detection effectiveness and the diagnostic accuracy. A real example is used to illustrate the implementation of the proposed method.
    Original languageEnglish
    Pages (from-to)2549-2558
    JournalQuality and Reliability Engineering International
    Volume32
    Issue number7
    Online published11 Feb 2016
    DOIs
    Publication statusPublished - Nov 2016

    Funding

    The authors would like to thank the editor and the anonymous referee for their many helpful comments that have resulted in significant improvements in the article. This research was supported by grants 71202087, 71225006, 71401123, 71402118, and 71472132 from the National Natural Science Foundation of China.

    Research Keywords

    • change-point
    • likelihood ratio
    • random predictors
    • binary response data
    • statistical process control
    • LINEAR-REGRESSION PROFILES
    • MIXED MODELS
    • SCHEMES

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