BibTex RIS Cite

Bootstrap tekniğine bağlı kümülatif toplam kontrol grafiklerinde değişim noktası analizi

Year 2016, Volume: 20 Issue: 3, 473 - 480, 02.09.2016

Meral Yay , Nihan Acar Denizli , Belchin Kostov

https://doi.org/10.16984/saufenbilder.54674

Abstract

Bu çalışmanın amacı değişim noktasının belirlenmesinde kullanılmak üzere “R” programlama dili için yeni geliştirilen “ChangePoint” isimli fonsiyonun tanıtılması ve bootstrap tekniğine bağlı kümülatif toplam (CUSUM) kontrol grafikleri aracılığıyla 5 Eylül-13 Kasım 2015 tarihleri arasında İstanbul’da kaydedilen SO2 değerlerinden oluşan veri seti üzerinde uygulanmasıdır. Değişim noktasının belirlenmesinde kestirim yöntemlerinden Sm ve MSE, grafik yöntemlerinden ise V Maskesi ve Kümülatif Toplam çizelgesi (TCUSUM) kullanılarak sonuçlar karşılaştırılacaktır.

Keywords

CUSUM kontrol grafikleri Bootstrap Değişim Noktası Analizi V-Mask prosedürü TCUSUM

References

  • R. H. Woodward ve P. L. Goldsmith, «Cumulative Sum Techniques: Mathematical and Statistical Techniques for industry,» ICI Monograph 3, 1964.
  • R. H. Lester ve N. L. Encrick, Quality Control for Profit, New York: Marcel Dekker Inc., 1992.
  • P. Gavit , Y. Baddour ve R. Tholmer , «Use of change-point analysis for process monitoring and control,» BioPharm International, cilt 22, no. 8, 2009.
  • T. Stapenhurst, Mastering Statistical Process Control: A Handbook for Performance Improvement Using Cases, UK: Elsevier, 2006.
  • S. Teyarachakul, S. Chand ve J. Tang, «Estimating the Limits for Statistical Process Control Charts: A Direct Method Improving upon the Bootstrap,» European Journal of Operational Research, cilt 178, no. 2, pp. 472-481, 2006.
  • G. Henderson, D. R. Robin ve D. MacDonald, «Bringing Data to Life with Post-Hoc CUSUM Charts,» Case Studies In Business, Industry and Government Statistics, cilt 3, no. 2, pp. 60-69, 2010.
  • A. Khan, S. Chatterjee, D. Bisai ve N. K. Barman, «Analysis of Change Point in Surface Temperature Time Series Using Cumulative Sum Chart and Bootstrapping for Asansol Weather Observation Station, West Bengal, India,» American Journal of Climate Change, cilt 3, pp. 83-94, 2014.
  • W. A. Taylor, «Change Point Analysis: A Powerfull New Tool For Detecting Changes,» [Çevrimiçi]. Available: http://www.variation.com/cpa/tech/changepoint.html. [%1 tarihinde erişilmiştir26 Mayıs 2014].
  • O. O. Atienza ve B. W. Ang, «A CUSUM Scheme for autocorrelated observations,» Journal of Quality Technology, cilt 34, no. 2, pp. 187-199, 2002.
  • E. Oktay ve M. S. Özçomak, «CUSUM Kontrol Grafikleri ve Bir Uygulama,» İktisadi ve İdari Bilimler Dergisi, cilt 15, no. 1-2, pp. 361-387, 2001.
  • V. V. Koshti, «Cumulative Sum Control Chart,» International Journal of Physics and Mathematical Sciences, cilt 1, no. 1, pp. 28-32, 2011.
  • L. Scrucca, «qcc: an R package for quality control charting and statistical process control,» R News, cilt 4, no. 1, pp. 11-17, 2004.
  • W. Taylor, «Change Point Analyzer 2.3 Software Package,» Taylor Enterprises Inc., Libertyville, 2014.
  • JMP 12 Online Documentation , «The Cusum Control Chart,» [Çevrimiçi]. Available: http://www.jmp.com/support/help/The_CUSUM_Control_Chart.shtml. [%1 tarihinde erişilmiştir25 Kasım 2015].

Change point analysis on cusum control charts based on bootstrap techniques

Year 2016, Volume: 20 Issue: 3, 473 - 480, 02.09.2016

Meral Yay , Nihan Acar Denizli , Belchin Kostov

https://doi.org/10.16984/saufenbilder.54674

Abstract

The aim of this study is to introduce a new function called “ChangePoint” which is developed in R language to determine change points. It is aimed to use CUSUM charts based on bootsrap technique to find out  the change points of the data set consists of  the recorded SO2 values in Istanbul in the period September 5 - November 13 2015. The estimation methods Sm, MSE and the graphical methods (V Mask and Tabular Cusum) are used to determine the location of the change points and the results are compared.

Keywords

CUSUM control charts Bootstrap Change Point Analysis V-mask procedure Tabular Cusum

References

  • R. H. Woodward ve P. L. Goldsmith, «Cumulative Sum Techniques: Mathematical and Statistical Techniques for industry,» ICI Monograph 3, 1964.
  • R. H. Lester ve N. L. Encrick, Quality Control for Profit, New York: Marcel Dekker Inc., 1992.
  • P. Gavit , Y. Baddour ve R. Tholmer , «Use of change-point analysis for process monitoring and control,» BioPharm International, cilt 22, no. 8, 2009.
  • T. Stapenhurst, Mastering Statistical Process Control: A Handbook for Performance Improvement Using Cases, UK: Elsevier, 2006.
  • S. Teyarachakul, S. Chand ve J. Tang, «Estimating the Limits for Statistical Process Control Charts: A Direct Method Improving upon the Bootstrap,» European Journal of Operational Research, cilt 178, no. 2, pp. 472-481, 2006.
  • G. Henderson, D. R. Robin ve D. MacDonald, «Bringing Data to Life with Post-Hoc CUSUM Charts,» Case Studies In Business, Industry and Government Statistics, cilt 3, no. 2, pp. 60-69, 2010.
  • A. Khan, S. Chatterjee, D. Bisai ve N. K. Barman, «Analysis of Change Point in Surface Temperature Time Series Using Cumulative Sum Chart and Bootstrapping for Asansol Weather Observation Station, West Bengal, India,» American Journal of Climate Change, cilt 3, pp. 83-94, 2014.
  • W. A. Taylor, «Change Point Analysis: A Powerfull New Tool For Detecting Changes,» [Çevrimiçi]. Available: http://www.variation.com/cpa/tech/changepoint.html. [%1 tarihinde erişilmiştir26 Mayıs 2014].
  • O. O. Atienza ve B. W. Ang, «A CUSUM Scheme for autocorrelated observations,» Journal of Quality Technology, cilt 34, no. 2, pp. 187-199, 2002.
  • E. Oktay ve M. S. Özçomak, «CUSUM Kontrol Grafikleri ve Bir Uygulama,» İktisadi ve İdari Bilimler Dergisi, cilt 15, no. 1-2, pp. 361-387, 2001.
  • V. V. Koshti, «Cumulative Sum Control Chart,» International Journal of Physics and Mathematical Sciences, cilt 1, no. 1, pp. 28-32, 2011.
  • L. Scrucca, «qcc: an R package for quality control charting and statistical process control,» R News, cilt 4, no. 1, pp. 11-17, 2004.
  • W. Taylor, «Change Point Analyzer 2.3 Software Package,» Taylor Enterprises Inc., Libertyville, 2014.
  • JMP 12 Online Documentation , «The Cusum Control Chart,» [Çevrimiçi]. Available: http://www.jmp.com/support/help/The_CUSUM_Control_Chart.shtml. [%1 tarihinde erişilmiştir25 Kasım 2015].
There are 14 citations in total.

Details

Journal Section Application Articles
Authors

Meral Yay

Nihan Acar Denizli

Belchin Kostov This is me

Publication Date September 2, 2016
Submission Date December 29, 2015
Published in Issue Year 2016 Volume: 20 Issue: 3

Cite

APA Yay, M., Acar Denizli, N., & Kostov, B. (2016). Change point analysis on cusum control charts based on bootstrap techniques. Sakarya University Journal of Science, 20(3), 473-480. https://doi.org/10.16984/saufenbilder.54674
AMA Yay M, Acar Denizli N, Kostov B. Change point analysis on cusum control charts based on bootstrap techniques. SAUJS. November 2016;20(3):473-480. doi:10.16984/saufenbilder.54674
Chicago Yay, Meral, Nihan Acar Denizli, and Belchin Kostov. “Change Point Analysis on Cusum Control Charts Based on Bootstrap Techniques”. Sakarya University Journal of Science 20, no. 3 (November 2016): 473-80. https://doi.org/10.16984/saufenbilder.54674.
EndNote Yay M, Acar Denizli N, Kostov B (November 1, 2016) Change point analysis on cusum control charts based on bootstrap techniques. Sakarya University Journal of Science 20 3 473–480.
IEEE M. Yay, N. Acar Denizli, and B. Kostov, “Change point analysis on cusum control charts based on bootstrap techniques”, SAUJS, vol. 20, no. 3, pp. 473–480, 2016, doi: 10.16984/saufenbilder.54674.
ISNAD Yay, Meral et al. “Change Point Analysis on Cusum Control Charts Based on Bootstrap Techniques”. Sakarya University Journal of Science 20/3 (November 2016), 473-480. https://doi.org/10.16984/saufenbilder.54674.
JAMA Yay M, Acar Denizli N, Kostov B. Change point analysis on cusum control charts based on bootstrap techniques. SAUJS. 2016;20:473–480.
MLA Yay, Meral et al. “Change Point Analysis on Cusum Control Charts Based on Bootstrap Techniques”. Sakarya University Journal of Science, vol. 20, no. 3, 2016, pp. 473-80, doi:10.16984/saufenbilder.54674.
Vancouver Yay M, Acar Denizli N, Kostov B. Change point analysis on cusum control charts based on bootstrap techniques. SAUJS. 2016;20(3):473-80.

30930  This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.