IDEAS home Printed from https://ideas.repec.org/a/wly/navres/v63y2016i8p631-646.html
   My bibliography  Save this article

Monitoring censored lifetime data with a weighted‐likelihood scheme

Author

Listed:
  • Chi Zhang
  • Fugee Tsung
  • Dongdong Xiang

Abstract

Lifetime experiments are common in many research areas and industrial applications. Recently, process monitoring for lifetime observations has received increasing attention. However, some existing methods are inadequate as neither their in control (IC) nor out of control (OC) performance is satisfactory. In addition, the challenges associated with designing robust and flexible control schemes have yet to be fully addressed. To overcome these limitations, this article utilizes a newly developed weighted likelihood ratio test, and proposes a novel monitoring strategy that automatically combines the likelihood of past samples with the exponential weighted sum average scheme. The proposed Censored Observation‐based Weighted‐Likelihood (COWL) control chart gives desirable IC and OC performances and is robust under various scenarios. In addition, a self‐starting control chart is introduced to cope with the problem of insufficient reference samples. Our simulation shows a stronger power in detecting changes in the censored lifetime data using our scheme than using other alternatives. A real industrial example based on the breaking strength of carbon fiber also demonstrates the effectiveness of the proposed method. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 631–646, 2017

Suggested Citation

  • Chi Zhang & Fugee Tsung & Dongdong Xiang, 2016. "Monitoring censored lifetime data with a weighted‐likelihood scheme," Naval Research Logistics (NRL), John Wiley & Sons, vol. 63(8), pages 631-646, December.
  • Handle: RePEc:wly:navres:v:63:y:2016:i:8:p:631-646
    DOI: 10.1002/nav.21724
    as

    Download full text from publisher

    File URL: https://doi.org/10.1002/nav.21724
    Download Restriction: no

    File URL: https://libkey.io/10.1002/nav.21724?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Tuncel M. Yegulalp, 1975. "Control charts for exponentially distributed product life," Naval Research Logistics Quarterly, John Wiley & Sons, vol. 22(4), pages 697-712, December.
    2. Qin Zhou & Changliang Zou & Zhaojun Wang & Wei Jiang, 2012. "Likelihood-Based EWMA Charts for Monitoring Poisson Count Data With Time-Varying Sample Sizes," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 107(499), pages 1049-1062, September.
    3. Han, Dong & Tsung, Fugee, 2006. "A Reference-Free Cuscore Chart for Dynamic Mean Change Detection and a Unified Framework for Charting Performance Comparison," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 368-386, March.
    4. Xiaobei Shen & Changliang Zou & Wei Jiang & Fugee Tsung, 2013. "Monitoring poisson count data with probability control limits when sample sizes are time varying," Naval Research Logistics (NRL), John Wiley & Sons, vol. 60(8), pages 625-636, December.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Wenjuan Liang & Xiaolong Pu & Dongdong Xiang, 2017. "A distribution-free multivariate CUSUM control chart using dynamic control limits," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(11), pages 2075-2093, August.
    2. 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.
    3. Guanfu Liu & Xiaolong Pu & Lei Wang & Dongdong Xiang, 2015. "CUSUM chart for detecting range shifts when monotonicity of likelihood ratio is invalid," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(8), pages 1635-1644, August.
    4. Muhammad Ali Raza & Komal Iqbal & Muhammad Aslam & Tahir Nawaz & Sajjad Haider Bhatti & Gideon Mensah Engmann, 2023. "Mixed Exponentially Weighted Moving Average—Moving Average Control Chart with Application to Combined Cycle Power Plant," Sustainability, MDPI, vol. 15(4), pages 1-17, February.
    5. Minya Xu & Ping-Shou Zhong & Wei Wang, 2016. "Detecting Variance Change-Points for Blocked Time Series and Dependent Panel Data," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(2), pages 213-226, April.
    6. Unarine Netshiozwi & Ali Yeganeh & Sandile Charles Shongwe & Ahmad Hakimi, 2023. "Data-Driven Surveillance of Internet Usage Using a Polynomial Profile Monitoring Scheme," Mathematics, MDPI, vol. 11(17), pages 1-23, August.
    7. Xiaobei Shen & Changliang Zou & Wei Jiang & Fugee Tsung, 2013. "Monitoring poisson count data with probability control limits when sample sizes are time varying," Naval Research Logistics (NRL), John Wiley & Sons, vol. 60(8), pages 625-636, December.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wly:navres:v:63:y:2016:i:8:p:631-646. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://doi.org/10.1002/(ISSN)1520-6750 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.