NDLI: Control charts for multivariate spatial autoregressive models

Content Provider	Springer Nature Link
Author	Garthoff, Robert Otto, Philipp
Copyright Year	2016
Abstract	This paper deals with spatial detection of changes in model parameters of spatial autoregressive processes. The respective sequential testing problems are formulated. Moreover, we introduce characteristic quantities to monitor means or covariances of multivariate spatial autoregressive processes. Additionally, we also take into account the simultaneous surveillance of the mean vector and the covariance matrix. The aim is to apply control charts, important tools of sequential analysis, to these quantities. The considered control procedures are based on either cumulative sums or exponential smoothing. Further, we illustrate the methodology of statistical process control studying the spectrum of additive colors in a satellite photograph. Via simulation studies, the proposed control procedures are calibrated for a predefined average run length. In addition, we compare the performance of the control procedures considering the out-of-control situation. Eventually, the control charts are applied, and the signals of the different schemes are visualized. The final results are critically discussed.
Ending Page	94
Page Count	28
Starting Page	67
File Format	PDF
ISSN	18638171
e-ISSN	1863818X
Journal	AStA Advances in Statistical Analysis
Issue Number	1
Volume Number	101
Language	English
Publisher	Springer Berlin Heidelberg
Publisher Date	2016-07-26
Publisher Place	Berlin, Heidelberg
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	Sequential analysis Statistics for Business/Economics/Mathematical Finance/Insurance Probability Theory and Stochastic Processes Spatial autoregressive model Econometrics Directional data; spatial statistics Spatial processes Spatial models Statistics Multivariate CUSUM charts Multivariate EWMA charts
Content Type	Text
Resource Type	Article
Subject	Applied Mathematics Statistics and Probability Social Sciences Economics and Econometrics Analysis Modeling and Simulation

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
6	Contents and Copyright Issues	Queries related to content curation and copyright issues	content@ndl.gov.in
7	National Digital Library of India Club (NDLI Club)	Queries related to NDLI Club formation, support, user awareness program, seminar/symposium, collaboration, social media, promotion, and outreach	clubsupport@ndl.gov.in
8	Digital Preservation Centre (DPC)	Assistance with digitizing and archiving copyright-free printed books	dpc@ndl.gov.in
9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in

Multivariate CUSUM chart: properties and enhancements

Statistical surveillance of the mean vector and the covariance matrix of nonlinear time series

Sequential monitoring of minimum variance portfolio

EWMA charts: ARL considerations in case of changes in location and scale

Self-exciting threshold binomial autoregressive processes

Multistate models in health insurance

Spatial statistics for environmental studies

Asymmetric monitoring of multivariate data with nonlinear dynamics

Comparison of performance measures for multivariate discrete models

Control charts for multivariate spatial autoregressive models

Similar Documents

Multivariate CUSUM chart: properties and enhancements

Statistical surveillance of the mean vector and the covariance matrix of nonlinear time series

Sequential monitoring of minimum variance portfolio

EWMA charts: ARL considerations in case of changes in location and scale

Self-exciting threshold binomial autoregressive processes

Multistate models in health insurance

Spatial statistics for environmental studies

Asymmetric monitoring of multivariate data with nonlinear dynamics

Comparison of performance measures for multivariate discrete models

Control charts for multivariate spatial autoregressive models