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Effect of neglecting autocorrelation in regression EWMA charts for monitoring count time series

机译:在回归EWMA图表中忽略自相关对监视计数时间序列的影响

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Exponentially weighted moving average (EWMA) charts and cumulative sum (CUSUM) control charts based on fitting a generalized linear model (GLM) to estimate the time-varying mean of the process have been used for health surveillance due to its efficiency to detect soon small shifts in count data as morbidity or mortality rates. However, in these proposals, the serial correlation is usually omitted implying that the charts may fail. In this paper, generalized autoregressive moving average (GARMA) models that include lagged terms to model the autocorrelation are proposed to analyze the performance of regression EWMA control charts based on fitting of GLM models with negative binomial distribution for monitoring time series. The main contributions of the current paper are two new statistics based on the likelihood function to be monitored and three procedures to build one-sided EWMA charts and to measure the impact on the performance of these EWMA charts when the serial correlation is neglected in the regression model. For the simulated scenarios, the statistics based on the likelihood and the winsorized EWMA presented the best performance. Also, a real data analysis detected outbreaks in the hospitalization time series due to respiratory diseases of elderly people in Sao Paulo city.
机译:指数加权移动平均(EWMA)图和累积总和(CUSUM)控制图基于拟合广义线性模型(GLM)来估计过程的时变平均值,已被用于健康监控,因为它可以很快地检测出较小的计数数据的变化是发病率或死亡率。但是,在这些建议中,通常会省略串行相关性,这意味着图表可能会失败。本文提出了一种包含滞后项以对自相关进行建模的广义自回归移动平均(GARMA)模型,以基于具有负二项式分布的GLM模型拟合监测时间序列来分析回归EWMA控制图的性能。本文的主要贡献是基于要监视的似然函数的两个新统计数据,以及在回归中忽略序列相关性时构建单面EWMA图表并测量这些EWMA图表性能的三个过程。模型。对于模拟场景,基于似然度和经过分类的EWMA的统计数据表现出最佳性能。此外,真实数据分析还发现了圣保罗市老年人因呼吸道疾病而住院的时间序列暴发。

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