Results 21 to 30 of about 5,663 (257)

Rates and Rocks: Strengths and Weaknesses of Molecular Dating Methods

open access: yesFrontiers in Genetics, 2020
I present here an in-depth, although non-exhaustive, review of two topics in molecular dating. Clock models, which describe the evolution of the rate of evolution, are considered first.
Stéphane Guindon
doaj   +1 more source

Monitoring multistage processes with autocorrelated observations

open access: yesInternational Journal of Production Research, 2016
In multistage manufacturing processes, autocorrelations within stages over time are prevalent and the classical control charts are often ineffective in monitoring such processes. In this paper, we derive a linear state space model of an autocorrelated multistage process as a vector autoregressive process, and construct novel multivariate control charts,
Kim, Jinho   +2 more
openaire   +3 more sources

Monitoring the Zero-Inflated Time Series Model of Counts with Random Coefficient

open access: yesEntropy, 2021
In this research, we consider monitoring mean and correlation changes from zero-inflated autocorrelated count data based on the integer-valued time series model with random survival rate.
Cong Li, Shuai Cui, Dehui Wang
doaj   +1 more source

Subsampling Inference for the Autocorrelations of GARCH Processes*

open access: yesJournal of Financial Econometrics, 2017
AbstractWe provide self-normalization for the sample autocorrelations of power GARCH(p, q) processes whose higher moments might be infinite. To validate the studentization, whose goal is to match the growth rate dependent on the index of regular variation of the process, we substantially extend existing weak-convergence results.
McElroy, Tucker, Jach, Agnieszka
openaire   +2 more sources

Geometric Brownian Motion-Based Time Series Modeling Methodology for Statistical Autocorrelated Process Control: Logarithmic Return Model

open access: yesInternational Journal of Mathematics and Mathematical Sciences, 2022
Fitting a time series model to the process data before applying a control chart to the residuals is essential to fulfill the basic assumptions of statistical process control (SPC).
Siaw Li Lee   +3 more
doaj   +1 more source

Autocorrelated process monitoring using triggered cuscore charts [PDF]

open access: yes, 2002
Some of the most widely-investigated control charting techniques for autocorrelated data are based on time series residuals. If the mean shift in the autocorrelated process is a sudden step shift, the resulting mean shift in the residuals is time varying
Shu, Lianjie   +5 more
core   +1 more source

Recognition of Process Disturbances for an SPC/EPC Stochastic System Using Support Vector Machine and Artificial Neural Network Approaches

open access: yesAbstract and Applied Analysis, 2014
Because of the excellent performance on monitoring and controlling an autocorrelated process, the integration of statistical process control (SPC) and engineering process control (EPC) has drawn considerable attention in recent years.
Yuehjen E. Shao
doaj   +1 more source

The GLRT for statistical process control of autocorrelated processes [PDF]

open access: yesIIE Transactions, 1999
This paper presents an on-line Statistical Process Control (SPC) technique, based on a Generalized Likelihood Ratio Test (GLRT), for detecting and estimating mean shifts in autocorrelated processes that follow a normally distributed Autoregressive Integrated Moving Average (ARIMA) model.
Apley, Daniel W., Shi, Jianjun
openaire   +2 more sources

Autocorrelation of the susceptible-infected-susceptible process on networks [PDF]

open access: yesPhysical Review E, 2018
In this paper, we focus on the autocorrelation of the susceptible-infected-susceptible (SIS) process on networks. The N-intertwined mean-field approximation (NIMFA) is applied to calculate the autocorrelation properties of the exact SIS process. We derive the autocorrelation of the infection state of each node and the fraction of infected nodes both in
Liu, Q. (author)   +1 more
openaire   +4 more sources

A regression control chart for autocorrelated processes [PDF]

open access: yes, 2014
In this study, we present a new regression control chart which is able to detect the mean shift in a production process. This chart is designed for autocorrelated process observations having a linearly increasing trend.
Karaoglan, Aslan Deniz   +1 more
core   +1 more source

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