A semi-empirical Bayesian chart to monitor Weibull percentiles

This paper develops a Bayesian control chart for the percentiles of the Weibull distribution, when both its in-control and out-of-control parameters are unknown. The Bayesian approach enhances parameter estimates for small sample sizes that occur when monitoring rare events as in high-reliability applications or genetic mutations. The chart monitors the parameters of the Weibull distribution directly, instead of transforming the data as most Weibull-based charts do in order to comply with their normality assumption. The chart uses the whole accumulated knowledge resulting from the likelihood of the current sample combined with the information given by both the initial prior knowledge and all the past samples. The chart is adapting since its control limits change (e.g. narrow) during the Phase I. An example is presented and good Average Run Length properties are demonstrated. In addition, the paper gives insights into the nature of monitoring Weibull processes by highlighting the relationship between distribution and process parameters.Comment: 21 pages, 3 figures, 5 table

Monitoring regression models for lifetimes

Abstract. Monitoring regression models for lifetimes The current study addresses the monitoring of regression models with response variable having a distribution for lifetimes. Certain aspects of this research have relevant importance. First of all, in most of the existing literature, monitoring regression models is treated as a special case of profile monitoring. However, especially in some industrial and healthcare applications, regression models can adequately represent process quality but cannot always be qualified as profiles. This is the case of regression models for lifetimes. The fact is that lifetimes can be measured just once at most in the same experimental unit. Consequently, the nature of responses while monitoring regression models is not multivariate necessarily. However, the main goal of monitoring regression models for lifetimes aims to check the stability of the distributions of n response variables Yi , i = 1, · · · , n. As all these distributions are linked by the same parameter vector, the stability of the formers depends on the one of the latter. Thus, it is clear that profile monitoring and regression monitoring share the same purpose. Techniques from profile monitoring can be used for successfully monitoring regression models for lifetimes as well. Some methodologies for monitoring Weibull regression models for lifetimes with common shape parameter and in phase II processes will be addressed depending on the composition of available regression data structures. The monitoring of the parameter vector characterizing the Weibull regression model allows us to make conclusions about the mean value of the response variable. It will be shown that the monitoring of regression models for lifetimes can be carried out by redesigning existing methods from monitoring continuous quality variables and profile monitoring. In the presence of uncensored lifetimes, it was found out that it is possible to adapt conventional control charts for single observations to the monitoring of the common shape parameter. It is also possible to adapt control techniques and methodologies from profile monitoring to the case of monitoring the entire parameter vector characterizing the basic model. In both cases, chart designing depends on the asymptotic normality of the maximum likelihood estimator of the parameter vector. Thus, it is necessary to implement some existing corrections to the monitoring statistics so that existing control charts work acceptably well when non-large enough data sets are available. When a type I right-censored mechanism is operating on lifetimes, the monitoring can be carried out with the help of one-sided likelihood ratio based cumulative sum control charts. Theese procedures can be used for monitoring one or more of the parameters in the parameter vector and has practically no restrictions respect to the dataset dimension needed for monitoring. Conducted simulations suggest that this chart is more effective than the multivariate exponentially weighted moving average method when detecting the deterioration of the process is wanted.Monitoreo de modelos de regresión para tiempos de vida El presente estudio se aborda el monitoreo de modelos de regresión para tiempos de vida. Ciertos aspectos de este trabajo son de crucial importancia. Como primera medida, en gran parte de la literatura especializada, el monitoreo de modelos de regresión se trata como un caso particular del monitoreo de perfiles. Sin embargo, existen muchas aplicaciones, especialmente en ingeniería y en cuidados en salud, en las cuales los modelos de regresión pueden caracterizar adecuadamente la calidad de los procesos pero no siempre pueden considerarse como perfiles. Es el caso de los modelos de regresión para tiempos de vida. El hecho es que, en general, un tiempo de vida puede medirse a lo sumo una vez en la misma unidad experimental. Consecuentemente, la naturaleza de las respuestas en el monitoreo de modelos de regresión no necesariamente es multivariada. Sin embargo, el objetivo principal del montireo de modelos regresión apunta a verificar la estabilidad de las distribuciones n variables respuesta Yi , i = 1, · · · , n. Como todas estas distribuciones están relacionadas entre sí por un único vector de parámetros, la estabilidad de las primeras depende de la estabilidad de este último. De este modo, es claro que tanto el monitoreo de modelos de regresión como el de perfiles comparten el mismo propósito. Es así como las técnicas usadas para monitorear perfiles pueden también usarse par monitorear acertadamente los modelos de regresión para tiempos de vida. Se presentan algunas metodologías para monitorear modelos de regresión para tiempos de vida con respuesta Weibull, dependiendo de cómo están conformadas los conjuntos de datos disponibles. El monitoreo del vector de parámetros de modelos de regresión Weibull permite hacer conclusiones acerca del valor medio de la variable respuesta. Se mostrará además que se puede encarar el monitoreo de modelos de regresión para tiempos de vida mediante el rediseño de las metodologías de control que comúnmente se usan para monitorear variables de calidad continuas o para monitorear perfiles. Cuando la respuesta no es censurada, se encontr´o que es posible adaptar las cartas de control convencionales para observaciones individuales de la característica de calidad, al monitoreo del parámtero de forma de un modelo de regresión Weibull. Es posible también adaptar las metodologías de control usadas en el monitoreo de perfiles para monitorear todo el vector de parámetros que caracterizan los modelos de regresión Weibull. En ambos casos, el diseño de las cartas se basa en la normalidad asintótica del estimador máximo verosímil del vector de parámetros. Por consiguiente, se hace necesario implementar correcciones existentes a las estadísticas de monitoreo para que las cartas de control trabajen aceptablemente aún cuando no se disponga de conjuntos de datos lo suficientemente grandes. Cuando un mecanismo de censura a derecha de tipo I opera sobre los tiempos de vida, se puede realizar el monitoreo con la ayuda de cartas de control unilaterales de sumas acumuladas basadas en la estadística de razón de verosimilitudes. Estos esquemas se pueden utilizar para monitorear uno o varios parámetros que conforman el vector de parámetros y prácticamente no tienen restricciones respecto a la cantidad de observaciones necesarias para realizar el monitoreo. Los estudios de simulación sugieren que estos esquemas son más efectivos que los métodos multivariados de promedios móviles ponderados exponencialmente cuando se desea detectar el deterioro de los procesos de calidad.Doctorad

An attribute control chart for a Weibull distribution under accelerated hybrid censoring

In this article, an attribute control chart has been proposed using the accelerated hybrid censoring logic for the monitoring of defective items whose life follows a Weibull distribution. The product can be tested by introducing the acceleration factor based on different pressurized conditions such as stress, load, strain, temperature, etc. The control limits are derived based on the binomial distribution, but the fraction defective is expressed only through the shape parameter, the acceleration factor and the test duration constant. Tables of the average run lengths have been generated for different process parameters to assess the performance of the proposed control chart. Simulation studies have been performed for the practical use, where the proposed chart is compared with the Shewhart np chart for demonstration of the detection power of a process shift. ? 2017 Aslam et al. This is an open access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited.114Ysciescopu

Monitoring regression models for lifetimes

Abstract. Monitoring regression models for lifetimes The current study addresses the monitoring of regression models with response variable having a distribution for lifetimes. Certain aspects of this research have relevant importance. First of all, in most of the existing literature, monitoring regression models is treated as a special case of profile monitoring. However, especially in some industrial and healthcare applications, regression models can adequately represent process quality but cannot always be qualified as profiles. This is the case of regression models for lifetimes. The fact is that lifetimes can be measured just once at most in the same experimental unit. Consequently, the nature of responses while monitoring regression models is not multivariate necessarily. However, the main goal of monitoring regression models for lifetimes aims to check the stability of the distributions of n response variables Yi , i = 1, · · · , n. As all these distributions are linked by the same parameter vector, the stability of the formers depends on the one of the latter. Thus, it is clear that profile monitoring and regression monitoring share the same purpose. Techniques from profile monitoring can be used for successfully monitoring regression models for lifetimes as well. Some methodologies for monitoring Weibull regression models for lifetimes with common shape parameter and in phase II processes will be addressed depending on the composition of available regression data structures. The monitoring of the parameter vector characterizing the Weibull regression model allows us to make conclusions about the mean value of the response variable. It will be shown that the monitoring of regression models for lifetimes can be carried out by redesigning existing methods from monitoring continuous quality variables and profile monitoring. In the presence of uncensored lifetimes, it was found out that it is possible to adapt conventional control charts for single observations to the monitoring of the common shape parameter. It is also possible to adapt control techniques and methodologies from profile monitoring to the case of monitoring the entire parameter vector characterizing the basic model. In both cases, chart designing depends on the asymptotic normality of the maximum likelihood estimator of the parameter vector. Thus, it is necessary to implement some existing corrections to the monitoring statistics so that existing control charts work acceptably well when non-large enough data sets are available. When a type I right-censored mechanism is operating on lifetimes, the monitoring can be carried out with the help of one-sided likelihood ratio based cumulative sum control charts. Theese procedures can be used for monitoring one or more of the parameters in the parameter vector and has practically no restrictions respect to the dataset dimension needed for monitoring. Conducted simulations suggest that this chart is more effective than the multivariate exponentially weighted moving average method when detecting the deterioration of the process is wanted.Monitoreo de modelos de regresión para tiempos de vida El presente estudio se aborda el monitoreo de modelos de regresión para tiempos de vida. Ciertos aspectos de este trabajo son de crucial importancia. Como primera medida, en gran parte de la literatura especializada, el monitoreo de modelos de regresión se trata como un caso particular del monitoreo de perfiles. Sin embargo, existen muchas aplicaciones, especialmente en ingeniería y en cuidados en salud, en las cuales los modelos de regresión pueden caracterizar adecuadamente la calidad de los procesos pero no siempre pueden considerarse como perfiles. Es el caso de los modelos de regresión para tiempos de vida. El hecho es que, en general, un tiempo de vida puede medirse a lo sumo una vez en la misma unidad experimental. Consecuentemente, la naturaleza de las respuestas en el monitoreo de modelos de regresión no necesariamente es multivariada. Sin embargo, el objetivo principal del montireo de modelos regresión apunta a verificar la estabilidad de las distribuciones n variables respuesta Yi , i = 1, · · · , n. Como todas estas distribuciones están relacionadas entre sí por un único vector de parámetros, la estabilidad de las primeras depende de la estabilidad de este último. De este modo, es claro que tanto el monitoreo de modelos de regresión como el de perfiles comparten el mismo propósito. Es así como las técnicas usadas para monitorear perfiles pueden también usarse par monitorear acertadamente los modelos de regresión para tiempos de vida. Se presentan algunas metodologías para monitorear modelos de regresión para tiempos de vida con respuesta Weibull, dependiendo de cómo están conformadas los conjuntos de datos disponibles. El monitoreo del vector de parámetros de modelos de regresión Weibull permite hacer conclusiones acerca del valor medio de la variable respuesta. Se mostrará además que se puede encarar el monitoreo de modelos de regresión para tiempos de vida mediante el rediseño de las metodologías de control que comúnmente se usan para monitorear variables de calidad continuas o para monitorear perfiles. Cuando la respuesta no es censurada, se encontr´o que es posible adaptar las cartas de control convencionales para observaciones individuales de la característica de calidad, al monitoreo del parámtero de forma de un modelo de regresión Weibull. Es posible también adaptar las metodologías de control usadas en el monitoreo de perfiles para monitorear todo el vector de parámetros que caracterizan los modelos de regresión Weibull. En ambos casos, el diseño de las cartas se basa en la normalidad asintótica del estimador máximo verosímil del vector de parámetros. Por consiguiente, se hace necesario implementar correcciones existentes a las estadísticas de monitoreo para que las cartas de control trabajen aceptablemente aún cuando no se disponga de conjuntos de datos lo suficientemente grandes. Cuando un mecanismo de censura a derecha de tipo I opera sobre los tiempos de vida, se puede realizar el monitoreo con la ayuda de cartas de control unilaterales de sumas acumuladas basadas en la estadística de razón de verosimilitudes. Estos esquemas se pueden utilizar para monitorear uno o varios parámetros que conforman el vector de parámetros y prácticamente no tienen restricciones respecto a la cantidad de observaciones necesarias para realizar el monitoreo. Los estudios de simulación sugieren que estos esquemas son más efectivos que los métodos multivariados de promedios móviles ponderados exponencialmente cuando se desea detectar el deterioro de los procesos de calidad.Doctorad

Optimal design and use of retry in fault tolerant real-time computer systems

A new method to determin an optimal retry policy and for use in retry of fault characterization is presented. An optimal retry policy for a given fault characteristic, which determines the maximum allowable retry durations to minimize the total task completion time was derived. The combined fault characterization and retry decision, in which the characteristics of fault are estimated simultaneously with the determination of the optimal retry policy were carried out. Two solution approaches were developed, one based on the point estimation and the other on the Bayes sequential decision. The maximum likelihood estimators are used for the first approach, and the backward induction for testing hypotheses in the second approach. Numerical examples in which all the durations associated with faults have monotone hazard functions, e.g., exponential, Weibull and gamma distributions are presented. These are standard distributions commonly used for modeling analysis and faults

Relative Survival Methods – Theory, Applications and Extensions to Monitoring

In cancer research, one is often interested in the part of the hazard which corresponds to the disease. If the cause of death is unknown as in cancer registry data, the standard methods in survival analysis do not distinguish between the mortality due to disease and other causes. This issue becomes the main motivation for the development of relative survival methods. First, the main concepts in relative survival are presented. Both non-parametric estimators and models of the excess hazard are studied and discussed. Simulation studies show that even if the Pohar-Perme method is an unbiased estimator of the so-called net survival, the traditional Ederer 2 estimator might still be preferable in certain situations due to its lower variance. When informative censoring is present, the degree of bias looks to be the same on average for both estimators. When it comes to modelling of the excess hazard, we cover two different types of models. The first group corresponds to parametric models where the baseline excess hazard is a piecewise constant function. For real-life data, this is usually not the case and a more flexible and semi-parametric model based on the EM-algorithm is therefore considered. By simulation, the piecewise constant models still perform decent if the gradient of the baseline excess hazard is not large and there are enough data such that a finer splitting of the follow-up interval can be used in the estimation procedure. In some situations, one might also want to monitor the excess hazard over time in order to detect a change. An approach based on methods from relative survival and statistical process control is proposed for this intention. Different simulation setups are used in order to illustrate the purpose of the method. Finally, most of the methods presented are applied to colon and rectum cancer data from the Norwegian Cancer Registry. Interesting results are obtained from the analysis. For instance, the effect of tumour location seems to vary between age groups. Similar arguments are observed related to cancer stage as well. The CUSUM charts show a clear improvement in the excess hazard over time, which agree with the results from non-parametric methods when stratified by diagnosis year period

ISBIS 2016: Meeting on Statistics in Business and Industry

This Book includes the abstracts of the talks presented at the 2016 International Symposium on Business and Industrial Statistics, held at Barcelona, June 8-10, 2016, hosted at the Universitat Politècnica de Catalunya - Barcelona TECH, by the Department of Statistics and Operations Research. The location of the meeting was at ETSEIB Building (Escola Tecnica Superior d'Enginyeria Industrial) at Avda Diagonal 647. The meeting organizers celebrated the continued success of ISBIS and ENBIS society, and the meeting draw together the international community of statisticians, both academics and industry professionals, who share the goal of making statistics the foundation for decision making in business and related applications. The Scientific Program Committee was constituted by: David Banks, Duke University Amílcar Oliveira, DCeT - Universidade Aberta and CEAUL Teresa A. Oliveira, DCeT - Universidade Aberta and CEAUL Nalini Ravishankar, University of Connecticut Xavier Tort Martorell, Universitat Politécnica de Catalunya, Barcelona TECH Martina Vandebroek, KU Leuven Vincenzo Esposito Vinzi, ESSEC Business Schoo

Angular Control Charts: A New Perspective for Monitoring Reliability of Multi-State Systems

Control charts, as had been used traditionally for quality monitoring, were applied alternatively to monitor systems' reliability. In other words, they can be applied to detect changes in the failure behavior of systems. Such purpose imposed modifying traditional control charts in addition to developing charts that are more compatible with reliability monitoring. The latter developed category is known as probability limits control charts. The existing reliability monitoring control charts were only dedicated to binary-state systems, and they can't be used to monitor several states simultaneously. Therefore, this paper develops a design of control charts that accommodates multi-state systems, called here as the Angular Control Chart, which represents a new version of the probability limits control charts. This design is able to monitor state transitions simultaneously and individually in addition. Illustrative system examples are implemented to explore the monitoring procedure of the new design and to demonstrate its efficiency, effectiveness, and limitations.Comment: 18 pages; 13 figure