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Control chart based on likelihood ratio for monitoring linear profiles

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  • Zhang, Jiujun
  • Li, Zhonghua
  • Wang, Zhaojun

Abstract

A control chart based on the likelihood ratio is proposed for monitoring the linear profiles. The new chart which integrates the EWMA procedure can detect shifts in either the intercept or the slope or the standard deviation, or simultaneously by a single chart which is different from other control charts in literature for linear profiles. The results by Monte Carlo simulation show that our approach has good performance across a wide range of possible shifts. We show that the new method has competitive performance relative to other methods in literature in terms of ARL, and another feature of the new chart is that it can be easily designed. The application of our proposed method is illustrated by a real data example from an optical imaging system.

Suggested Citation

  • Zhang, Jiujun & Li, Zhonghua & Wang, Zhaojun, 2009. "Control chart based on likelihood ratio for monitoring linear profiles," Computational Statistics & Data Analysis, Elsevier, vol. 53(4), pages 1440-1448, February.
    • Handle: RePEc:eee:csdana:v:53:y:2009:i:4:p:1440-1448
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    Cited by:

    1. Wenhui Liu & Zhonghua Li & Zhaojun Wang, 2022. "Monitoring of Linear Profiles Using Linear Mixed Model in the Presence of Measurement Errors," Mathematics, MDPI, vol. 10(24), pages 1-17, December.
    2. Ho Linda Lee & El Said Mahmoud & Kim Ricardo Wonseuk, 2010. "Monitoring the Parameters of the Market Model by Linear Profile Procedures," Stochastics and Quality Control, De Gruyter, vol. 25(1), pages 81-96, January.
    3. Shahram Ghobadi & Kazem Noghondarian & Rassoul Noorossana & S. Mirhosseini, 2014. "Developing a multivariate approach to monitor fuzzy quality profiles," Quality & Quantity: International Journal of Methodology, Springer, vol. 48(2), pages 817-836, March.
    4. Zhou, Qin & Luo, Yunzhao & Wang, Zhaojun, 2010. "A control chart based on likelihood ratio test for detecting patterned mean and variance shifts," Computational Statistics & Data Analysis, Elsevier, vol. 54(6), pages 1634-1645, June.

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