Generalized likelihood ratio based risk-adjusted control chart for zero-inflated Poisson process

Nowadays, statistical process control has been widely used to monitor processes in various fields. To monitor processes with a large number of zero observations by control charts, the zero-inflated Poisson (ZIP) model has been adopted. Due to the heterogeneity of each sample in the process, several factors have been taken into account to predict values of two parameters in the ZIP model by risk adjustment. Instead of considering two parameters to be constant directly, risk-adjusted ZIP control charts can provide more reasonable monitoring results than traditional ones. However, existing methods ignored the interaction between parameters in the ZIP model, which leads to some risk-adjusted control charts unable to accurately estimate parameters to provide effective monitoring results. To address this problem, this paper presents a generalize likelihood ratio (GLR) based control chart to better monitor the risk-adjusted ZIP process with EWMA scheme, which can detect the random shift in both parameters efficiently. In the simulation study, the proposed control chart is compared with another two existing control charts and shows superior performance on detecting various types of shifts in parameters. Finally, the proposed control chart is applied to the Hong Kong influenza datasets and the flight delay datasets to illustrate its effectiveness and utility.     

Modeling accident frequencies as zero-altered probability processes: An empirical inquiry

This paper presents an empirical inquiry into the applicability of zero-altered counting processes to roadway section accident frequencies. The intent of such a counting process is to distinguish sections of roadway that are truly safe (near zero-accident likelihood) from those that are unsafe but happen to have zero accidents observed during the period of observation (e.g. one year). Traditional applications of Poisson and negative binomial accident frequency models do not account for this distinction and thus can produce biased coefficient estimates because of the preponderance of zero-accident observations. Zero-altered probability processes such as the zero-inflated Poisson (ZIP) and zero-inflated negative binomial (ZINB) distributions are examined and proposed for accident frequencies by roadway functional class and geographic location. The findings show that the ZIP structure models are promising and have great flexibility in uncovering processes affecting accident frequencies on roadway sections observed with zero accidents and those with observed accident occurrences. This flexibility allows highway engineers to better isolate design factors that contribute to accident occurrence and also provides additional insight into variables that determine the relative accident likelihoods of safe versus unsafe roadways. The generic nature of the models and the relatively good power of the Vuong specification test used in the non-nested hypotheses of model specifications offers roadway designers the potential to develop a global family of models for accident frequency prediction that can be embedded in a larger safety management system.     

Statistical modelling for falls count data

Falls and their injury outcomes have count distributions that are highly skewed toward the right with clumping at zero, posing analytical challenges. Different modelling approaches have been used in the published literature to describe falls count distributions, often without consideration of the underlying statistical and modelling assumptions. This paper compares the use of modified Poisson and negative binomial (NB) models as alternatives to Poisson (P) regression, for the analysis of fall outcome counts. Four different count-based regression models (P, NB, zero-inflated Poisson (ZIP), zero-inflated negative binomial (ZINB)) were each individually fitted to four separate fall count datasets from Australia, New Zealand and United States. The finite mixtures of P and NB regression models were also compared to the standard NB model. Both analytical (F, Vuong and bootstrap tests) and graphical approaches were used to select and compare models. Simulation studies assessed the size and power of each model fit. This study confirms that falls count distributions are over-dispersed, but not dispersed due to excess zero counts or heterogeneous population. Accordingly, the P model generally provided the poorest fit to all datasets. The fit improved significantly with NB and both zero-inflated models. The fit was also improved with the NB model, compared to finite mixtures of both P and NB regression models. Although there was little difference in fit between NB and ZINB models, in the interests of parsimony it is recommended that future studies involving modelling of falls count data routinely use the NB models in preference to the P or ZINB or finite mixture distribution. The fact that these conclusions apply across four separate datasets from four different samples of older people participating in studies of different methodology, adds strength to this general guiding principle.     

Monitoring of zero-inflated Poisson processes with EWMA and DEWMA control charts

The zero-inflated Poisson (ZIP) distribution is an extension of the ordinary Poisson distribution and is used to model count data with an excessive number of zeros. In ZIP models, it is assumed that random shocks occur with probability p, and upon the occurrence of random shock, the number of nonconformities in a product follows the Poisson distribution with parameter λ. In this article, we study in more detail the exponentially weighted moving average control chart based on the ZIP distribution (regarded as ZIP-EWMA) and we also propose a double EWMA chart with an upper time-varying control limit to monitor ZIP processes (regarded as ZIP-DEWMA chart). The two charts are studied to detect upward shifts not only in each parameter individually but also in both parameters simultaneously. The steady-state performance and the performance with estimated parameters are also investigated. The performance of the two charts has been evaluated in terms of the average and standard deviation of the run length, and compared with Shewhart-type and CUSUM schemes for ZIP distribution, it is shown that the proposed chart is very effective especially in detecting shifts in p when λ remains in control (IC) and in both parameters simultaneously. Finally, one real example is given to display the application of the ZIP charts on practitioners.     

A generally weighted moving average control chart for zero-inflated Poisson processes

Zero-inflated Poisson (ZIP) model is very useful in high-yield processes where an excessive number of zero observations exist. This model can be viewed as an extension of the standard Poisson distribution. In this paper, a one-sided generally weighted moving average (GWMA) control chart is proposed for monitoring upward shifts in the two parameters of a ZIP process (regarded as ZIP-GWMA chart). The design parameters of the proposed chart are provided, and through a simulation study, it is shown that the ZIP-GWMA performs better than the existing control charts under shifts in both parameters. Moreover, an illustrative example is presented to display the application of the proposed chart on practitioners.     

EWMA control charts for monitoring high-yield processes based on non-transformed observations

We propose and study exponentially weighted moving average (EWMA) control charts for monitoring high-yield processes. The EWMA control charts are developed based on non-transformed geometric, binomial and Bernoulli counts. The proposed charts are evaluated based on the average number of items sampled before the first out-of-control signal is detected. By selecting small smoothing constants, the proposed EWMA control charts outperform in numerous cases the recently developed CUSUM control charts [Chang, T.C. and Gan, F.F., Cumulative sum charts for high yield processes. Statist. Sin., 2001, 11, 791–805], which are considered the most efficient control charting mechanisms in the existing literature for monitoring fraction non-conforming as small as 0.0001. Numerous simulations are included for performance comparisons. An example is also given to demonstrate the applicability of the proposed EWMA control charts.     

Time-between-events monitoring using nonhomogeneous Poisson process with power law intensity

The traditional process monitoring techniques used to study high-quality processes have several demerits, that is, high-false alarm rate and poor detection, etc. A recent and promising idea to monitor such processes is the use of time-between-events (TBE) control charts. However, the available TBE control charts have been developed in a nonadaptive fashion assuming the Poisson process. There are many situations where we need adaptive monitoring, for example, health, flood, food, system, or terrorist surveillance. Therefore, the existing control charts are not useful, especially in sequential monitoring. This article introduces new adaptive TBE control charts for high-quality processes based on the nonhomogeneous Poisson process by assuming the power law intensity. In particular, probability control limits are used to develop control charts. The proposed methodology allows us to get control limits that are dynamic and suitable for online process monitoring with an additional advantage to monitor a process where we believe the underlying failure rate may be changing over time. The average run length and coefficient of variation of the run length distribution are used to assess the performance of the proposed control charts. Besides simulation studies, we also discuss three examples to highlight the application of the proposed charts.     

Monitoring therapeutic processes using risk-adjusted multivariate Tukey's CUSUM control chart

Using control charts for monitoring therapeutic processes has become popular lately. As the application of traditional control charts in the therapeutic processes may be misleading due to the inherent differences between patients, a multifactor correlated risk measure is considered in monitoring of these processes. Therefore, using risk-adjusted control charts for monitoring the therapeutic processes is of interest to practitioners. Furthermore, in health care monitoring, statistical models should account for abnormal distributions and outlier data to minimize misinterpretations of monitoring schemes. This study proposes a risk-adjusted multivariate Tukey's cumulative sum (RA-MTCUSUM) control chart. The proposed method is a combination of the accelerated failure time (AFT) regression model, the Tukey's control chart (TCC) featuring robustness against abnormality, and the multivariate cumulative sum (MCUSUM) control chart for monitoring multivariable process. Simulation experiments are performed to evaluate the performance of the proposed control chart using the average run length (ARL) measure. Results show that the RA-MTCUSUM control chart has better performance in comparison with traditional ones for monitoring various distributions (normal and non-normal). Based on the simulation results, outlier data do not disturb the proposed control chart's performance. Moreover, applying the RA-MTCUSUM control chart to a real-world dataset related to sepsis patients of a hospital located in Tehran, Iran indicates that the control chart has more reasonable performance than the traditional control charts in the real applications due to its robustness.     

Yield prediction via spatial modeling of clustered defect counts across a wafer map

In this paper we propose spatial modeling approaches for clustered defects observed using an Integrated Circuit (IC) wafer map. We use the spatial location of each IC chip on the wafer as a covariate for the corresponding defect count listed in the wafer map. Our models are based on a Poisson regression, a negative binomial regression, and Zero-Inflated Poisson (ZIP) regression. Analysis results indicate that yield prediction can be greatly improved by capturing the spatial distribution of defects across the wafer map. In particular, the ZIP model with spatial covariates shows considerable promise as a yield model since it additionally models zero-defective chips. The modeling procedures are tested using a practical example.     

Modeling young driver motor vehicle crashes: data with extra zeros

Much of the data collected on motor vehicle crashes is count data. The standard Poisson regression approach used to model this type of data does not take into account the fact there are few crash events and hence, many observed zeros. In this paper, we applied the zero-inflated Poisson (ZIP) model (which adjusts for the many observed zeros) and the negative binomial (NB) model to analyze young driver motor vehicle crashes. The results of the ZIP regression model are comparable to those from fitting a NB regression model for general over-dispersion. The findings highlight that driver confidence/adventurousness and the frequency of driving prior to licensing are significant predictors of crash outcome in the first 12 months of driving. We encourage researchers, when analyzing motor vehicle crash data, to consider the empirical frequency distribution first and to apply the ZIP and NB models in the presence of extra zeros due, for example, to under-reporting.     

On the Performance of Control Charts for Simultaneous Monitoring of Location and Dispersion Parameters

A single control chart is very famous to control assignable causes that shift the process because of variations in parameters (e.g., location and dispersion). Simultaneous monitoring of processes is another popular approach used for the bilateral processes. In this study, we have proposed the mixed control charts for simultaneously monitoring of process location and dispersion parameters. We have used the idea of mixed exponential weighted moving average and cumulative sum charts and designed the charting structures for simultaneous monitoring. The proposals are compared with several existing counterparts. The comparisons reveal numerous advantages of the proposed charts over the other existing scheme. The practical application of the proposed charts is also highlighted using an illustrative example based on a real dataset. Copyright © 2016 John Wiley & Sons, Ltd.     

A comparative study of two proposed CCC-r charts for high quality processes and their application to an injection molding process

High-quality industrial processes, characterized by a low fraction of non-conforming items, require paying special attention to the statistical control methods employed since traditional Shewhart's control charts are no longer suitable. In this article, CCC-r charts are considered based on the cumulative count of conforming items inspected until r non-conforming items are observed. However, even though these charts have shown to be useful for high-quality processes, they are characterized by a biased average run length (ARL). In order to help engineers interested in this control methodology to select the best option, a computational study of statistical validation was performed to compare the two most outstanding procedures for the cases r = 2, 3, and 4. The performance was evaluated based on the ARL under control. The application of the CCC-r chart to a real process is shown with data from an automobile parts plant. Finally, analysis and discussion of the results are presented.     

EWMA Dispersion Control Charts for Normal and Non‐normal Processes

Process monitoring through control charts is a quite popular practice in statistical process control. This study is planned for monitoring the process dispersion parameter using exponentially weighted moving average (EWMA) control chart scheme. Most of the EWMA dispersion charts that have been proposed are based on the assumption that the parent distribution of the quality characteristic is normal, which is not always the case. In this study, we develop new EWMA charts based on a wide range of dispersion estimates for processes following normal and non‐normal parent distributions. The performance of all the charts is evaluated and compared using run length characteristics (such as the average run length). Extra quadratic loss, relative average run length, and performance comparison index measures are also used to examine the overall effectiveness of the EWMA dispersion charts.Copyright © 2014 John Wiley & Sons, Ltd.     

Models and monitoring of zero‐inflated processes: The past and current trends

As product quality has increased rapidly in recent years, monitoring and control of products have become more and more difficult. The items were produced with zero defects, and zero‐inflated distributions are used to fit the defect count data. Recently, many studies were designed for the estimation and monitoring methods based on the zero‐inflated distributions. As zero‐inflated models are useful in the modeling of high‐yield and rare health‐related processes, so, the stated study is designed to provide a summary of past and current trends of monitoring methods under the zero‐inflated models. Moreover, a review is done on the several zero‐inflated models and their applications in different industries. Finally, some future directions are also highlighted to overcome existing unsolved issues.     

Poisson, Poisson-gamma and zero-inflated regression models of motor vehicle crashes: balancing statistical fit and theory

There has been considerable research conducted over the last 20 years focused on predicting motor vehicle crashes on transportation facilities. The range of statistical models commonly applied includes binomial, Poisson, Poisson-gamma (or negative binomial), zero-inflated Poisson and negative binomial models (ZIP and ZINB), and multinomial probability models. Given the range of possible modeling approaches and the host of assumptions with each modeling approach, making an intelligent choice for modeling motor vehicle crash data is difficult. There is little discussion in the literature comparing different statistical modeling approaches, identifying which statistical models are most appropriate for modeling crash data, and providing a strong justification from basic crash principles. In the recent literature, it has been suggested that the motor vehicle crash process can successfully be modeled by assuming a dual-state data-generating process, which implies that entities (e.g., intersections, road segments, pedestrian crossings, etc.) exist in one of two states-perfectly safe and unsafe. As a result, the ZIP and ZINB are two models that have been applied to account for the preponderance of "excess" zeros frequently observed in crash count data. The objective of this study is to provide defensible guidance on how to appropriate model crash data. We first examine the motor vehicle crash process using theoretical principles and a basic understanding of the crash process. It is shown that the fundamental crash process follows a Bernoulli trial with unequal probability of independent events, also known as Poisson trials. We examine the evolution of statistical models as they apply to the motor vehicle crash process, and indicate how well they statistically approximate the crash process. We also present the theory behind dual-state process count models, and note why they have become popular for modeling crash data. A simulation experiment is then conducted to demonstrate how crash data give rise to "excess" zeros frequently observed in crash data. It is shown that the Poisson and other mixed probabilistic structures are approximations assumed for modeling the motor vehicle crash process. Furthermore, it is demonstrated that under certain (fairly common) circumstances excess zeros are observed-and that these circumstances arise from low exposure and/or inappropriate selection of time/space scales and not an underlying dual state process. In conclusion, carefully selecting the time/space scales for analysis, including an improved set of explanatory variables and/or unobserved heterogeneity effects in count regression models, or applying small-area statistical methods (observations with low exposure) represent the most defensible modeling approaches for datasets with a preponderance of zeros.     

Optimal design of a distribution-free quality control scheme for cost-efficient monitoring of unknown location

Traditionally, a cost-efficient control chart for monitoring product quality characteristic is designed using prior knowledge regarding the process distribution. In practice, however, the functional form of the underlying process distribution is rarely known a priori. Therefore, the nonparametric (distribution-free) charts have gained more attention in the recent years. These nonparametric schemes are statistically designed either with a fixed in-control average run length or a fixed false alarm rate. Robust and cost-efficient designs of nonparametric control charts especially when the true process location parameter is unknown are not adequately addressed in literature. For this purpose, we develop an economically designed nonparametric control chart for monitoring unknown location parameter. This work is based on the Wilcoxon rank sum (hereafter WRS) statistic. Some exact and approximate procedures for evaluation of the optimal design parameters are extensively discussed. Simulation results show that overall performance of the exact procedure based on bootstrapping is highly encouraging and robust for various continuous distributions. An approximate and simplified procedure may be used in some situations. We offer some illustration and concluding remarks.     

CUSUM charts for monitoring a zero‐inflated poisson process

A zero‐inflated Poisson (ZIP) process is different from a standard Poisson process in that it results in a greater number of zeros. It can be used to model defect counts in manufacturing processes with occasional occurrences of non‐conforming products. ZIP models have been developed assuming that random shocks occur independently with probability p, and the number of non‐conformities in a product subject to a random shock follows a Poisson distribution with parameter λ. In our paper, a control charting procedure using a combination of two cumulative sum (CUSUM) charts is proposed for monitoring increases in the two parameters of the ZIP process. Furthermore, we consider a single CUSUM chart for detecting simultaneous increases in the two parameters. Simulation results show that a ZIP‐Shewhart chart is insensitive to shifts in p and smaller shifts in λ in terms of the average number of observations to signal. Comparisons between the combined CUSUM method and the single CUSUM chart show that the latter's performance is worse when there are only increases in p, but better when there are only increases in λ or when both parameters increase. The combined CUSUM method, however, is much better than the single CUSUM chart when one parameter increases while the other decreases. Finally, we present a case study from the light‐emitting diode packaging industry. Copyright © 2011 John Wiley & Sons, Ltd.     

Monitoring type‐2 censored reliability data in multistage processes

In this paper, we propose control charts to monitor the Weibull scale parameter of type‐2 censored reliability data in multistage processes. A cumulative sum control chart and 2 exponentially weighted moving average control charts based on conditional expected values are devised to detect decreases in the mean level of reliability‐related quality characteristic. The proposed control schemes are based on standard smallest extreme value distributions derived from Weibull processes to effectively account for the cascade property, which is the main characteristic of multistage processes. Subsequently, simulation study is conducted to evaluate the performance of the control charts using average run length criterion. Extra quadratic loss, performance comparison index, and relative average run length are also used to compare the detect ability of our proposed monitoring procedures. Moreover, sensitivity analysis is done to study the impact of failure number in the sample size and to investigate the robustness of the proposed monitoring procedures against the shift in the previous stage. Finally, a real case study in a glass bottle–making company is investigated to illustrate the performance of the competing control charts. The results reveal the superiority of the cumulative sum control chart.     

Control Charts for the Lognormal Mean

Among a set of tools that form the core of statistical process control, statistical control charts are most commonly used for controlling, monitoring, and improving processes. The conventional control charts are based on the assumption that the distribution of the quality characteristic to be monitored follows the normal distribution. However, in real applications, many process distributions may follow a positively skewed distribution such as the lognormal distribution. In this study, we discuss the construction of several control charts for monitoring the mean of the lognormal distribution. A real example is used to demonstrate how these charts can be applied in practice. Copyright © 2015 John Wiley & Sons, Ltd.     

Bayesian monitoring of linear profile monitoring using DEWMA charts

Process monitoring is an essential element for an improved quality of final products. A variety of tools are used for it; control charts are one of these choices. Classical and Bayesian thoughts are 2 main aspects of statistics used in different areas of application. This study introduces an approach to existing theories in applied quality control: Bayesian double exponentially weighted moving average (DEWMA) control charts for monitoring the profiles of products and processes. Three novel univariate Bayesian DEWMA charting structures for the Y intercepts, slopes, and error variances are designed under phase 2 procedures. The performance of the designed structures of control charts is evaluated based on different run length measures. The comparative analysis revealed that Bayesian DEWMA control charts are efficient at identifying the sustainable shifts in the process parameters. Moreover, DEWMA control charts are more effective under classical and Bayesian methodologies for detecting smaller value shifts compared with exponentially weighted moving average charts. We have examined that acquiring extra information in the form of prior's about process parameters comes up with tangible benefits and enhances the detection potential of DEWMA charts for profiles monitoring. An example and case studies are provided to justify the above findings.