A heuristic approach to change point estimation in a non-parametric processes parameter

Amirreza Omidi, Reza Kamranrad and Ehsan Mardan

International Journal of Productivity and Quality Management, 2022, vol. 37, issue 4, 496-510

Abstract: In the statistical process monitoring, after receiving signals and declaring out of control condition, it is very important to estimate the change point, because it shows us the real time of change in the process. In this study, we proposed a heuristic approach based on rating for estimating the change point in non-parametric processes. This approach is based on increasing the rate of sample data relative to the total data, proportional to the average increase in the sample. In order to evaluate the performance of this method, a number of numerical examples are used. The results indicate that a lower standard deviation of these processes leads to better performance of the proposed method, and proposed methods have better performance in detecting the change point under large shifts in processes.

Keywords: statistical process monitoring; non-parametric processes; change point detection; heuristic approach. (search for similar items in EconPapers)
Date: 2022
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