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Two Features of the GINAR(1) Process and Their Impact on the Run-Length Performance of Geometric Control Charts

The geometric first-order integer-valued autoregressive process (GINAR(1)) can be particularly useful to model relevant discrete-valued time series, namely in statistical process control. We resort to stochastic ordering to prove that the GINAR(1) process is a discrete-time Markov chain governed by...

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Autor principal: Morais, Manuel Cabral
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10047433/
https://www.ncbi.nlm.nih.gov/pubmed/36981333
http://dx.doi.org/10.3390/e25030444
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author Morais, Manuel Cabral
author_facet Morais, Manuel Cabral
author_sort Morais, Manuel Cabral
collection PubMed
description The geometric first-order integer-valued autoregressive process (GINAR(1)) can be particularly useful to model relevant discrete-valued time series, namely in statistical process control. We resort to stochastic ordering to prove that the GINAR(1) process is a discrete-time Markov chain governed by a totally positive order 2 [Formula: see text] transition matrix.Stochastic ordering is also used to compare transition matrices referring to pairs of GINAR(1) processes with different values of the marginal mean. We assess and illustrate the implications of these two stochastic ordering results, namely on the properties of the run length of geometric charts for monitoring GINAR(1) counts.
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spelling pubmed-100474332023-03-29 Two Features of the GINAR(1) Process and Their Impact on the Run-Length Performance of Geometric Control Charts Morais, Manuel Cabral Entropy (Basel) Article The geometric first-order integer-valued autoregressive process (GINAR(1)) can be particularly useful to model relevant discrete-valued time series, namely in statistical process control. We resort to stochastic ordering to prove that the GINAR(1) process is a discrete-time Markov chain governed by a totally positive order 2 [Formula: see text] transition matrix.Stochastic ordering is also used to compare transition matrices referring to pairs of GINAR(1) processes with different values of the marginal mean. We assess and illustrate the implications of these two stochastic ordering results, namely on the properties of the run length of geometric charts for monitoring GINAR(1) counts. MDPI 2023-03-02 /pmc/articles/PMC10047433/ /pubmed/36981333 http://dx.doi.org/10.3390/e25030444 Text en © 2023 by the author. https://creativecommons.org/licenses/by/4.0/Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/).
spellingShingle Article
Morais, Manuel Cabral
Two Features of the GINAR(1) Process and Their Impact on the Run-Length Performance of Geometric Control Charts
title Two Features of the GINAR(1) Process and Their Impact on the Run-Length Performance of Geometric Control Charts
title_full Two Features of the GINAR(1) Process and Their Impact on the Run-Length Performance of Geometric Control Charts
title_fullStr Two Features of the GINAR(1) Process and Their Impact on the Run-Length Performance of Geometric Control Charts
title_full_unstemmed Two Features of the GINAR(1) Process and Their Impact on the Run-Length Performance of Geometric Control Charts
title_short Two Features of the GINAR(1) Process and Their Impact on the Run-Length Performance of Geometric Control Charts
title_sort two features of the ginar(1) process and their impact on the run-length performance of geometric control charts
topic Article
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10047433/
https://www.ncbi.nlm.nih.gov/pubmed/36981333
http://dx.doi.org/10.3390/e25030444
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