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    Change point estimation of high-yield processes with a linear trend disturbance

    , Article International Journal of Advanced Manufacturing Technology ; Volume 69, Issue 1-4 , May , 2013 , Pages 491-497 ; 02683768 (ISSN) Niaki, S. T. A ; Khedmati, M ; Sharif University of Technology
    2013
    Abstract
    In this paper, the maximum likelihood estimator (MLE) of the change point in a high-yield process when a linear trend disturbance occurs in the proportion nonconformity of the process is first derived. Then, the performances of the proposed change point estimator in terms of both accuracy and precision are compared to the MLE of the change point designed for step changes. The results of the comparison analysis that is performed using Monte Carlo simulation experiments show that not only the average estimates of the change point estimator designed for linear trends are closer to the real change point, but also its mean square error is smaller than the one of the estimator designed for step... 

    Drift change point estimation in multistage processes using MLE

    , Article International Journal of Reliability, Quality and Safety Engineering ; Volume 22, Issue 5 , October , 2015 ; 02185393 (ISSN) Safaeipour, A ; Akhavan Niaki, S. T ; Sharif University of Technology
    World Scientific Publishing Co. Pte Ltd  2015
    Abstract
    Usually the time a control chart shows an out-of-control signal is not the exact time at which a change happens; instead, the change has started before this time. The exact time the change starts is called the change point. Although many manufacturing processes are of a multistage type, most of change point estimations in the literature focused on processes with a single stage. In this research, a multistage process with a single quality characteristic monitored in each stage is first modeled using both a first-order autoregressive (AR(1)) and an autoregressive moving average (ARMA(1, 1)) model. Then, a maximum likelihood estimator is derived to estimate the change points, i.e., the sample... 

    Monotonic change-point estimation of multivariate Poisson processes using a multi-attribute control chart and MLE

    , Article International Journal of Production Research ; Vol. 52, issue. 10 , Nov , 2014 , pp. 2954-2982 ; ISSN: 00207543 Niaki, S. T. A ; Khedmati, M ; Sharif University of Technology
    Abstract
    In this paper, a new multi-attribute T2 control chart is initially proposed to monitor multi-attribute processes based on a transformation technique. Then, the maximum likelihood estimator of a multivariate Poisson process change point is derived for unknown changes that are assumed to belong to a family of monotonic changes. Using extensive simulation experiments, the performance of the proposed change-point estimator is compared to the ones derived for step changes and linear-trend disturbances, when the true change types are step change, linear trends and multiple-step changes. We show when the type of the change is not known a priori, the proposed estimator is an appropriate choice,... 

    A probabilistic artificial neural network-based procedure for variance change point estimation

    , Article Soft Computing ; Vol. 19, issue. 3 , May , 2014 , pp. 691-700 ; ISSN: 14327643 Amiri, A ; Niaki, S. T. A ; Moghadam, A. T ; Sharif University of Technology
    Abstract
    Control charts are useful tools of monitoring quality characteristics. One of the problems of employing a control chart is that the time it alarms is not synchronic with the time when assignable cause manifests itself in the process. This makes difficult to search and find assignable causes. Knowing the real time of manifestation of assignable cause (change point) helps to find assignable cause(s) sooner and eases corrective actions to be taken. In this paper, a probabilistic neural network (PNN)-based procedure was developed to estimate the variance change point of a normally distributed quality characteristic. The PNN was selected based on trial and error among different types of... 

    Detecting and estimating the time of a single-step change in nonlinear profiles using artificial neural networks

    , Article International Journal of Systems Assurance Engineering and Management ; 2021 ; 09756809 (ISSN) Ghazizadeh, A ; Sarani, M ; Hamid, M ; Ghasemkhani, A ; Sharif University of Technology
    Springer  2021
    Abstract
    This effort attempts to study the change point problem in the area of non-linear profiles. A method based on Artificial Neural Networks (ANN) is proposed for estimating the real time of a single step change. The feature vector of the proposed Multi-Layer Perceptron (MLP) is based on Z and control chart statistics for nonlinear profiles. The merits of the proposed estimator are evaluated through simulation experiments. The results show that the estimator provides an accurate estimate of the single step change point in non-linear profiles in the selected case problem. © 2021, The Society for Reliability Engineering, Quality and Operations Management (SREQOM), India and The Division of... 

    Phase-I Risk-Adjusted Geometric Control Charts to Monitor Health-care Systems

    , Article Quality and Reliability Engineering International ; 2014 ; ISSN: 1099-1638 Mohammadian, F ; Niaki, S. T. A ; Amiri, A ; Sharif University of Technology
    Abstract
    Because of the importance of health-care processes to people life, researchers attempted to reduce death rates using risk-adjusted control charts. In this paper, the number of patients survived at least 30days after a surgery is monitored using a novel risk-adjusted geometric control chart. In this chart, the patient risk is modeled using a logistic regression. The new scheme is proposed to be used in Phase-I where a likelihood ratio test derived from a change-point model is employed. The application of the proposed chart is demonstrated in a case study. Furthermore, through simulation studies, it is shown that the proposed control chart is more effective in terms of power than the chart... 

    Estimating the change point of correlated poisson count processes

    , Article Quality Engineering ; Volume 26, Issue 2 , 2014 , Pages 182-195 ; ISSN: 08982112 Asghari Torkamani, E ; Niaki, S. T. A ; Aminnayeri, M ; Davoodi, M ; Sharif University of Technology
    Abstract
    Knowing the time of change would narrow the search to find and identify the variables disturbing a process. The knowledge of the change point can greatly aid practitioners in detecting and removing the special cause(s). Count processes with an autocorrelation structure are commonly observed in real-world applications and can often be modeled by the first-order integer-valued autoregressive (INAR) model. The most widely used marginal distribution for count processes is Poisson. In this study, change-point estimators are proposed for the parameters of correlated Poisson count processes. To do this, Newton's method is first used to approximate the parameters of the process. Then, maximum... 

    Change point estimation in multi-attribute processes

    , Article 2011 IEEE International Conference on Quality and Reliability, ICQR 2011 ; 2011 , Pages 580-584 ; 9781457706288 (ISBN) Niaki, S. T. A ; Khedmati, M ; Sharif University of Technology
    2011
    Abstract
    Identification of the change point in multi-attribute processes make the corrective measures to be employed sooner. This of course results in considerable amount of time and money savings. In real-world problems, since most of the process changes are due to instantaneous causes (step-change), a new method is proposed in this paper to derive the maximum likelihood estimator of the time of a step-change in the mean vector of multi-attribute processes. The results of a performance study based on a numerical example are encouraging  

    Change-point estimation of the process fraction non-conforming with a linear trend in statistical process control

    , Article International Journal of Computer Integrated Manufacturing ; Volume 24, Issue 10 , 2011 , Pages 939-947 ; 0951192X (ISSN) Zandi, F ; Niaki, S. T. A ; Nayeri, M. A ; Fathi, M ; Sharif University of Technology
    Abstract
    Despite the fact that control charts are able to trigger a signal when a process has changed, it does not indicate when the process change has begun. The time difference between the changing point and a signal of a control chart could cause confusions on the sources of the problems. Knowing the exact time of a process change would help to reduce the time for identification of the special cause. In this article, a model for the change-point problem is first introduced and a maximum-likelihood estimator (MLE) is applied when a linear trend disturbance is present. Then, Monte Carlo simulation is applied in order to evaluate the accuracy and the precision performances of the proposed... 

    A change point method for monitoring generalized linear profiles in phase I

    , Article Quality and Reliability Engineering International ; Volume 31, Issue 8 , 2015 , Pages 1367-1381 ; 07488017 (ISSN) Shadman, A ; Mahlooji, H ; Yeh, A. B ; Zou, C ; Sharif University of Technology
    Abstract
    The Phase I applications of the statistical profile monitoring have recently been extended to the case when the response variable is binary. We are motivated to undertake the current research in an attempt to try to provide a unified framework for the Phase I control in the context of statistical profile monitoring that can be used to tackle a large class of response variables, such as continuous, count, or categorical response variables. The unified framework is essentially based on applying the change point model to the class of generalized linear models. The proposed Phase I control chart is assessed and compared with the existing charts under binomial and Poisson profiles. Some... 

    Phase-i risk-adjusted geometric control charts to monitor health-care systems

    , Article Quality and Reliability Engineering International ; Volume 32, Issue 1 , 2016 , Pages 19-28 ; 07488017 (ISSN) Mohammadian, F ; Akhavan Niaki, S. T ; Amiri, A ; Sharif University of Technology
    John Wiley and Sons Ltd 
    Abstract
    Because of the importance of health-care processes to people life, researchers attempted to reduce death rates using risk-adjusted control charts. In this paper, the number of patients survived at least 30 days after a surgery is monitored using a novel risk-adjusted geometric control chart. In this chart, the patient risk is modeled using a logistic regression. The new scheme is proposed to be used in Phase-I where a likelihood ratio test derived from a change-point model is employed. The application of the proposed chart is demonstrated in a case study. Furthermore, through simulation studies, it is shown that the proposed control chart is more effective in terms of power than the chart... 

    Monitoring patient survival times in surgical systems using a risk-adjusted AFT regression chart

    , Article Quality Technology and Quantitative Management ; Volume 14, Issue 2 , 2017 , Pages 237-248 ; 16843703 (ISSN) Asadayyoobi, N ; Akhavan Niaki, S. T ; Sharif University of Technology
    Abstract
    Monitoring surgical processes has gained prominence by accounting for patients’ health condition prior to surgery in recent years. However, most of previous researchers have focused on Phase-II monitoring based on binary outcomes, while very little attention has been paid to Phase-I monitoring procedures, especially when the outcomes are continuous. In this paper, a general Phase-I accelerated failure time-based risk-adjusted control chart is proposed to monitor continuous surgical outcomes based on a likelihood-ratio test derived from a change-point model. Different from the existing models, this paper shows that continuous outcomes depend not only on the patient conditions described by the... 

    Change point estimation of high-yield processes experiencing monotonic disturbances

    , Article Computers and Industrial Engineering ; Vol. 67, issue. 1 , January , 2014 , p. 82-92 Niaki, S. T. A ; Khedmati, M ; Sharif University of Technology
    Abstract
    In this paper, we first propose a maximum likelihood estimator (MLE) of a change point in high-yield processes, where the only assumption is that the change belongs to a family of monotonic changes. Following a signal from the cumulative count of conforming (CCC) control chart, the performance of the proposed monotonic change-point estimator is next evaluated by comparing its performances to the ones designed for step-changes and linear-trend disturbances through extensive simulation experiments involving different single step-changes, linear-trend disturbances, and multiple-step changes. The results show that when the type of change is not known a priori, using the proposed change-point... 

    Change Point Estimation of Multivariate Multiple Linear Profiles, under Multiple Linear Drifts and Step Changes

    , M.Sc. Thesis Sharif University of Technology Karimi, Samira (Author) ; Mahlooji, Hashem (Supervisor)
    Abstract
    Control charts are the most popular Statistical Process Control tools used to monitor process changes. However, they are not capable of identifying the real time of a process change, which is essential for diagnosing assignable causes of the change. Therefore, a number of methods of change-point estimation have been developed. In the literature, relatively little study has been done on multiple changes. In this research, a new method based on Maximum Likelihood Estimator (MLE) is introduced to identify linear drifts and step changes in multivariate multiple linear profiles. Due to the massive increase in the amount and time of the calculations along with the growth of the number of the... 

    Monotonic Change Point in MEWMA Control Chart

    , M.Sc. Thesis Sharif University of Technology Beik mohammadloo, Mahkameh (Author) ; Akhavan Niaki, Mohammad Taghi (Supervisor)
    Abstract
    Control charts are the most important tools of statistical quality control. The problem that exists is that control charts do not show the real time the shift in a process started. The real time a change occurs in a process is called the change point. In this research, the monotonic change point in a multivariate normal process is estimated using the maximum likelihood estimation approach, where the process is monitored by a multivariate exponentially weighted moving average scheme. Mote Carlo simulation studies are performed to evaluate the performance of the proposed approach  

    Change Point Detection and Analysis in Poisson Processes

    , M.Sc. Thesis Sharif University of Technology Kamali, Mahsa (Author) ; Akhavan Niaki, Taghi (Supervisor)
    Abstract
    Control charts are one of the most important tools in statistical process control to detect assignable causes. The goal of a control chart is to detect an out-of-control state quickly so that process engineers can initiate their search for the special cause sooner. Once the special cause has been identified, the appropriate action can then be taken to improve the process.A new method to estimate the change point of Poisson rate parameter when the step change occurs is proposed in this thesis. That is, the rate parameter is assumed to suddenly shift from its in-control value to an out-of control value at a single unknown point in the process.To do this, a belief that the process is in-control... 

    Monitoring Generalized Linear Profiles Using Change-Point Approach

    , M.Sc. Thesis Sharif University of Technology Shadman, Alireza (Author) ; Mahlooji, Hashem (Supervisor) ; Akhavan Niaki, Taghi (Co-Advisor)
    Abstract
    There are many cases in industrial and non-industrial sections where the quality characteristics are in the form of profiles. A profile is the functional relationship between a response variable and one or more predictor variables used to describe the quality of a process. Profile monitoring is the implementation of statistical process control techniques for this purpose. According to the type of relationship between response variable and predictor variables, profiles are classified into many categories such as: simple linear profiles, multiple linear profiles, nonlinear profiles and generalized linear profiles. Most of the research efforts in the area of profile monitoring have been... 

    Estimating Multiple Change Points in Multistage Processes

    , M.Sc. Thesis Sharif University of Technology Barati, Behzad (Author) ; Akhavan-Niaki, Taghi (Supervisor)
    Abstract
    Control charts are considered as one of the most important tools of statistical process control in detection of assignable causes of variation in the processes. One of the main criticisms of these charts is their inability in discovering the out-of-control state in real time. To eliminate the main sources of error, indicating the actual time of deviation in processes which is called change point is very important. Diagnosing of real time of changes limits the range of search for the causes of deviations and maximizes the chance of finding the main sources of deviation resulting in time saving and reducing expenses. There are different types of change points. One of change point types which... 

    Step change-point estimation of multivariate binomial processes

    , Article International Journal of Quality and Reliability Management ; Vol. 31, Issue 5 , April , 2014 , pp. 566-587 ; ISSN: 0265-671X Niaki, S. T. A ; Khedmati, M ; Sharif University of Technology
    Abstract
    Purpose: The purpose of this paper is to propose two control charts to monitor multi-attribute processes and then a maximum likelihood estimator for the change point of the parameter vector (process fraction non-conforming) of multivariate binomial processes. Design/methodology/approach: The performance of the proposed estimator is evaluated for both control charts using some simulation experiments. At the end, the applicability of the proposed method is illustrated using a real case. Findings: The proposed estimator provides accurate and useful estimation of the change point for almost all of the shift magnitudes, regardless of the process dimension. Moreover, based on the results obtained... 

    A Change Point Method for phase II Monitoring of Generalized Linear Profiles with Drift and Multiple Changes

    , M.Sc. Thesis Sharif University of Technology Hajifar, Sahand (Author) ; Mahlouji, Hashem (Supervisor)
    Abstract
    The aim of this research is to study performance of Rao Score Test control chart in phase II monitoring of generalized linear profiles for drift and multiple changes which can be isotonic or antitonic. Moreover, the performance of the method is compared with two common methods in the generalized linear profile literature: Hotelling T2 and multivariate exponential weighted moving average. Afterward multivariate cumulative sum chart is proposed to be used in monitoring antitonic multiple change in the parameter of Poisson profiles. Finally, a real world example is presented in which Rao Score Test method is applied to real data and the performance of this method is compared with other methods....