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    Detecting and Estimating the Time of Change Point in Parameters Vector of Multi-Attribute Processes

    , M.Sc. Thesis Sharif University of Technology Khedmati, Majid (Author) ; Akhavan Niaki, Taghi (Supervisor)
    Abstract
    Control charts are one of the most important statistical process control tools used in monitoring processes and improving the quality by decreasing the variability of processes. In spite of various applications for multi-attribute control charts in industries and service sectors, only a few research efforts have been performed in developing this type of control charts. The developed multivariate control charts are all based on the assumption that the quality characteristics follow a multivariate Normal distribution while, in many applications the correlated quality characteristics that have to be monitored simultaneously are of attribute type and follow distributions such as multivariate... 

    Monotonic Change Point in MEWMA Control Chart

    , M.Sc. Thesis Sharif University of Technology Beik mohammadloo, Mahkameh (Author) ; Akhavan Niaki, Mohammad Taghi (Supervisor)
    Abstract
    Control charts are the most important tools of statistical quality control. The problem that exists is that control charts do not show the real time the shift in a process started. The real time a change occurs in a process is called the change point. In this research, the monotonic change point in a multivariate normal process is estimated using the maximum likelihood estimation approach, where the process is monitored by a multivariate exponentially weighted moving average scheme. Mote Carlo simulation studies are performed to evaluate the performance of the proposed approach  

    Change Point Detection and Analysis in Poisson Processes

    , M.Sc. Thesis Sharif University of Technology Kamali, Mahsa (Author) ; Akhavan Niaki, Taghi (Supervisor)
    Abstract
    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... 

    Monitoring Generalized Linear Profiles Using Change-Point Approach

    , M.Sc. Thesis Sharif University of Technology Shadman, Alireza (Author) ; Mahlooji, Hashem (Supervisor) ; Akhavan Niaki, Taghi (Co-Advisor)
    Abstract
    There are many cases in industrial and non-industrial sections where the quality characteristics are in the form of profiles. A profile is the functional relationship between a response variable and one or more predictor variables used to describe the quality of a process. Profile monitoring is the implementation of statistical process control techniques for this purpose. According to the type of relationship between response variable and predictor variables, profiles are classified into many categories such as: simple linear profiles, multiple linear profiles, nonlinear profiles and generalized linear profiles. Most of the research efforts in the area of profile monitoring have been... 

    Investigating a Model to Estimate the Change point for Unimodal Profiles

    , M.Sc. Thesis Sharif University of Technology Sepehriar, Abbas (Author) ; Mahlooji, Hashem (Supervisor)
    Abstract
    Control charts are one of the strongest optimization tools. Control charts issue warning due to out of control processby recorded data. As soon as charts warn, attempt start to find the changes reason.Finding out the issue on time save a lot of time and cost. By determining the time of this change, finding out the problem reason get faster. The real time of process change called change point. There exist many papers in change point field finding real time of change in literature. Each one considers the problem with specific assumptions. These assumptions consist of distribution function, change type, parameters and solution procedure. One kind of existing papers are about to determine normal... 

    Change Point Estimation of Multivariate Multiple Linear Profiles, under Multiple Linear Drifts and Step Changes

    , M.Sc. Thesis Sharif University of Technology Karimi, Samira (Author) ; Mahlooji, Hashem (Supervisor)
    Abstract
    Control charts are the most popular Statistical Process Control tools used to monitor process changes. However, they are not capable of identifying the real time of a process change, which is essential for diagnosing assignable causes of the change. Therefore, a number of methods of change-point estimation have been developed. In the literature, relatively little study has been done on multiple changes. In this research, a new method based on Maximum Likelihood Estimator (MLE) is introduced to identify linear drifts and step changes in multivariate multiple linear profiles. Due to the massive increase in the amount and time of the calculations along with the growth of the number of the... 

    A Change Point Method for phase II Monitoring of Generalized Linear Profiles with Drift and Multiple Changes

    , M.Sc. Thesis Sharif University of Technology Hajifar, Sahand (Author) ; Mahlouji, Hashem (Supervisor)
    Abstract
    The aim of this research is to study performance of Rao Score Test control chart in phase II monitoring of generalized linear profiles for drift and multiple changes which can be isotonic or antitonic. Moreover, the performance of the method is compared with two common methods in the generalized linear profile literature: Hotelling T2 and multivariate exponential weighted moving average. Afterward multivariate cumulative sum chart is proposed to be used in monitoring antitonic multiple change in the parameter of Poisson profiles. Finally, a real world example is presented in which Rao Score Test method is applied to real data and the performance of this method is compared with other methods.... 

    Change Point Estimation for Multistage Processes

    , Ph.D. Dissertation Sharif University of Technology Davoodi, Mehdi (Author) ; Akhavan Niaki, Taghi (Supervisor)
    Abstract
    Knowing the time of change would narrow the search to find and identify the variables disturbing a process. Having this information, an appropriate corrective action could be implemented and valuable time could be saved. Multistage processes that are often observed in current manufacturing processes must be monitored to assure quality products. The change-point detection of such processes has not been proposes investigated yet. Thus, this dissertation proposes maximum likelihood step-change estimators of two kinds of these processes. First, a multistage process with variable quality characteristics is considered and formulated by the first-order auto-regressive model. For the location... 

    Change Point Estimation in Multistage Processes (Univariate and Multivariate)

    , M.Sc. Thesis Sharif University of Technology Safaeipour, Alireza (Author) ; Akhavan Niaki, Taghi (Supervisor)
    Abstract
    In this research, we estimate the change point in multistage processes using maximum likelihood estimation approach. We first model a multistage process with one quality characteristic in each stage, with both AR(1) and ARMA(1,1) time series model and then a maximum likelihood estimator for linear trend change point is developed. Also, a multivariate multistage process is modeled with VAR(1) time series model and the step change point is estimated using maximum likelihood estimator for multivariate multistage process  

    Estimating Multiple Change Points in Multistage Processes

    , M.Sc. Thesis Sharif University of Technology Barati, Behzad (Author) ; Akhavan-Niaki, Taghi (Supervisor)
    Abstract
    Control charts are considered as one of the most important tools of statistical process control in detection of assignable causes of variation in the processes. One of the main criticisms of these charts is their inability in discovering the out-of-control state in real time. To eliminate the main sources of error, indicating the actual time of deviation in processes which is called change point is very important. Diagnosing of real time of changes limits the range of search for the causes of deviations and maximizes the chance of finding the main sources of deviation resulting in time saving and reducing expenses. There are different types of change points. One of change point types which... 

    Detection of Multiple Change-point in Non-linear Profiles

    , M.Sc. Thesis Sharif University of Technology Khanzadeh, Mojtaba (Author) ; Akhavan Niaki, Taghi (Supervisor)
    Abstract
    This effort attempts to study the multiple change-point problem in the area of non-linear profiles. Two methods for estimating the times of multiple change-points is proposed. In the first method, a model consisting of two networks, which is based on artificial neural networks, is proposed. These networks are distinctive only in their training data. One network is trained for ascending segment of the profile and the other is trained for descending segments of the profile. In the second method, Bayesian approach is proposed for estimating multiple change-point. While using Bayesian approach the parameters of the Non-linear model must be estimated. However, this issue is complicated or... 

    Detecting and Estimating the Time of Single Step Change in Nonlinear Profiles

    , M.Sc. Thesis Sharif University of Technology Ghazizadeh Ahsaei, Ali (Author) ; Mahlooji, Hashem (Supervisor)
    Abstract
    This effort attempts to study the change point problem in the area of non-linear profiles. Two methods for estimating the time of a single step change is proposed. In the first method a model consisting of two networks which is based on artificial neural networks is proposed. These networks are different only in their training data. One network is trained for ascending segments of the profile and the other is trained for descending segments of the profile. In the second method the maximum likelihood estimator (MLE) of the single step change is analyzed. Due to the complexity of estimating the parameters of the non-linear model by MLE, this estimator is based on the difference between the... 

    Drift change point estimation in multistage processes using MLE

    , Article International Journal of Reliability, Quality and Safety Engineering ; Volume 22, Issue 5 , October , 2015 ; 02185393 (ISSN) Safaeipour, A ; Akhavan Niaki, S. T ; Sharif University of Technology
    World Scientific Publishing Co. Pte Ltd  2015
    Abstract
    Usually the time a control chart shows an out-of-control signal is not the exact time at which a change happens; instead, the change has started before this time. The exact time the change starts is called the change point. Although many manufacturing processes are of a multistage type, most of change point estimations in the literature focused on processes with a single stage. In this research, a multistage process with a single quality characteristic monitored in each stage is first modeled using both a first-order autoregressive (AR(1)) and an autoregressive moving average (ARMA(1, 1)) model. Then, a maximum likelihood estimator is derived to estimate the change points, i.e., the sample... 

    A maximum likelihood approach to estimate the change point of multistage Poisson count processes

    , Article International Journal of Advanced Manufacturing Technology ; Volume 77, Issue 5-8 , March , 2015 , Pages 1443-1464 ; 02683768 (ISSN) Davoodi, M ; Akhavan Niaki, S. T ; Asghari Torkamani, E ; Sharif University of Technology
    Springer-Verlag London Ltd  2015
    Abstract
    The difference between the signaling time and the real change point of a process is an important monitoring issue. If the exact time at which the change manifests itself into the process is known, then process engineers can identify and eliminate the root causes of process disturbance efficiently and quickly, resulting in considerable amount of time and cost savings. Multistage count processes that are often observed in production environments must be monitored to assure quality products. In this study, multistage Poisson count processes are first introduced. Then, the process is modeled using a first-order integer-valued autoregressive time series (INAR(1)). For out-of-control signals... 

    Detecting and estimating the time of a single-step change in nonlinear profiles using artificial neural networks

    , Article International Journal of Systems Assurance Engineering and Management ; 2021 ; 09756809 (ISSN) Ghazizadeh, A ; Sarani, M ; Hamid, M ; Ghasemkhani, A ; Sharif University of Technology
    Springer  2021
    Abstract
    This effort attempts to study the change point problem in the area of non-linear profiles. A method based on Artificial Neural Networks (ANN) is proposed for estimating the real time of a single step change. The feature vector of the proposed Multi-Layer Perceptron (MLP) is based on Z and control chart statistics for nonlinear profiles. The merits of the proposed estimator are evaluated through simulation experiments. The results show that the estimator provides an accurate estimate of the single step change point in non-linear profiles in the selected case problem. © 2021, The Society for Reliability Engineering, Quality and Operations Management (SREQOM), India and The Division of... 

    Phase II monitoring of generalized linear profiles under different types of changes

    , Article Scientia Iranica ; Volume 28, Issue 1 E , 2021 , Pages 557-571 ; 10263098 (ISSN) Hajifar, S ; Mahlooji, H ; Sharif University of Technology
    Sharif University of Technology  2021
    Abstract
    Various control charts have been proposed to monitor generalized linear pro les in Phase II. However, the robustness of the proposed methods in detecting di erent types and especially di erent directions of changes is not well-studied in the literature. In real-world applications, di erent kinds of change such as drift and multiple changes are likely to occur, which can be isotonic (increasing) or antitonic (decreasing). This paper studies the robustness of the Rao Score Test (RST) method, T2, and Multivariate Exponential Weighted Moving Average (MEWMA) in di erent types, drift and multiple, and directions of changes. The RST method also bene ts from a change-point detection approach whose... 

    Phase-I monitoring of log-linear model-based processes (a case study in health care: Kidney patients)

    , Article Quality and Reliability Engineering International ; Volume 35, Issue 6 , 2019 , Pages 1766-1788 ; 07488017 (ISSN) Kamranrad, R ; Amiri, A ; Akhavan Niaki, S. T ; Sharif University of Technology
    John Wiley and Sons Ltd  2019
    Abstract
    Processes with multiple correlated categorical quality characteristics are called multivariate categorical processes. These processes are usually shown by contingency tables and are characterized by log-linear models. In this paper, two monitoring approaches including likelihood ratio test (LRT) and F test are developed to monitor multivariate categorical processes based on the contingency table in Phase I. In addition, a change point estimator for multivariate categorical processes is developed in Phase I. The performances of the two proposed approaches are evaluated in terms of probability of signal, while the performance of the proposed change point estimator is evaluated in terms of... 

    Phase-i risk-adjusted geometric control charts to monitor health-care systems

    , Article Quality and Reliability Engineering International ; Volume 32, Issue 1 , 2016 , Pages 19-28 ; 07488017 (ISSN) Mohammadian, F ; Akhavan Niaki, S. T ; Amiri, A ; Sharif University of Technology
    John Wiley and Sons Ltd 
    Abstract
    Because of the importance of health-care processes to people life, researchers attempted to reduce death rates using risk-adjusted control charts. In this paper, the number of patients survived at least 30 days after a surgery is monitored using a novel risk-adjusted geometric control chart. In this chart, the patient risk is modeled using a logistic regression. The new scheme is proposed to be used in Phase-I where a likelihood ratio test derived from a change-point model is employed. The application of the proposed chart is demonstrated in a case study. Furthermore, through simulation studies, it is shown that the proposed control chart is more effective in terms of power than the chart... 

    Monotonic change-point estimation of multivariate Poisson processes using a multi-attribute control chart and MLE

    , Article International Journal of Production Research ; Vol. 52, issue. 10 , Nov , 2014 , pp. 2954-2982 ; ISSN: 00207543 Niaki, S. T. A ; Khedmati, M ; Sharif University of Technology
    Abstract
    In this paper, a new multi-attribute T2 control chart is initially proposed to monitor multi-attribute processes based on a transformation technique. Then, the maximum likelihood estimator of a multivariate Poisson process change point is derived for unknown changes that are assumed to belong to a family of monotonic changes. Using extensive simulation experiments, the performance of the proposed change-point estimator is compared to the ones derived for step changes and linear-trend disturbances, when the true change types are step change, linear trends and multiple-step changes. We show when the type of the change is not known a priori, the proposed estimator is an appropriate choice,... 

    Phase-I Risk-Adjusted Geometric Control Charts to Monitor Health-care Systems

    , Article Quality and Reliability Engineering International ; 2014 ; ISSN: 1099-1638 Mohammadian, F ; Niaki, S. T. A ; Amiri, A ; Sharif University of Technology
    Abstract
    Because of the importance of health-care processes to people life, researchers attempted to reduce death rates using risk-adjusted control charts. In this paper, the number of patients survived at least 30days after a surgery is monitored using a novel risk-adjusted geometric control chart. In this chart, the patient risk is modeled using a logistic regression. The new scheme is proposed to be used in Phase-I where a likelihood ratio test derived from a change-point model is employed. The application of the proposed chart is demonstrated in a case study. Furthermore, through simulation studies, it is shown that the proposed control chart is more effective in terms of power than the chart...