Phase I monitoring and change point estimation of autocorrelated poisson regression profiles

M. R. Maleki, A. Amiri, A. R. Taheriyoun and P. Castagliola

Communications in Statistics - Theory and Methods, 2018, vol. 47, issue 24, 5885-5903

Abstract: The objective of this paper is to study the Phase I monitoring and change point estimation of autocorrelated Poisson profiles where the response values within each profile are autocorrelated. Two charts, the SLRT and the Hotelling's T2, are proposed along with an algorithm for parameter estimation. The detecting power of the proposed charts is compared using simulations in terms of the signal probability criterion. The performance of the SLRT method in estimating the change point in the regression parameters is also evaluated. Moreover, a real data example is presented to illustrate the application of the methods.

Date: 2018
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DOI: 10.1080/03610926.2017.1402052

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