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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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Formato: | Online Artículo Texto |
Lenguaje: | English |
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MDPI
2023
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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. |
format | Online Article Text |
id | pubmed-10047433 |
institution | National Center for Biotechnology Information |
language | English |
publishDate | 2023 |
publisher | MDPI |
record_format | MEDLINE/PubMed |
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 |
work_keys_str_mv | AT moraismanuelcabral twofeaturesoftheginar1processandtheirimpactontherunlengthperformanceofgeometriccontrolcharts |