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A heuristic approach to change point estimation in a non-parametric processes parameter

Author

Listed:
  • Amirreza Omidi
  • Reza Kamranrad
  • Ehsan Mardan

Abstract

In the statistical process monitoring, after receiving signals and declaring out of control condition, it is very important to estimate the change point, because it shows us the real time of change in the process. In this study, we proposed a heuristic approach based on rating for estimating the change point in non-parametric processes. This approach is based on increasing the rate of sample data relative to the total data, proportional to the average increase in the sample. In order to evaluate the performance of this method, a number of numerical examples are used. The results indicate that a lower standard deviation of these processes leads to better performance of the proposed method, and proposed methods have better performance in detecting the change point under large shifts in processes.

Suggested Citation

  • Amirreza Omidi & Reza Kamranrad & Ehsan Mardan, 2022. "A heuristic approach to change point estimation in a non-parametric processes parameter," International Journal of Productivity and Quality Management, Inderscience Enterprises Ltd, vol. 37(4), pages 496-510.
    • Handle: RePEc:ids:ijpqma:v:37:y:2022:i:4:p:496-510
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