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Change Point Detection and Analysis in Poisson Processes

Kamali, Mahsa | 2011

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  1. Type of Document: M.Sc. Thesis
  2. Language: Farsi
  3. Document No: 41559 (01)
  4. University: Sharif University of Technology
  5. Department: Industrial Engineering
  6. Advisor(s): Akhavan Niaki, Taghi
  7. Abstract:
  8. Control charts are one of the most important tools in statistical process control to detect assignable causes. The goal of a control chart is to detect an out-of-control state quickly so that process engineers can initiate their search for the special cause sooner. Once the special cause has been identified, the appropriate action can then be taken to improve the process.A new method to estimate the change point of Poisson rate parameter when the step change occurs is proposed in this thesis. That is, the rate parameter is assumed to suddenly shift from its in-control value to an out-of control value at a single unknown point in the process.To do this, a belief that the process is in-control is first defined based on the Bayesian rule. Then, an equation is developed to update the belief recursively. Next, the upper and the lower control limits on the belief is derived such that when the updated belief falls outside the control limits, an out of control alarm is received. Finally, with the help of this out of control signal, the maximum likelihood estimation method is used to estimate the change point.The simulation result shows that the proposed method provides process engineers an accurate and useful estimate of the time of the process change, if the magnitude of change they are going to detect is less than one.


  9. Keywords:
  10. Quality Control ; Statistical Process Control ; Control Chart ; Change Point ; Poisson Process

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