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Home  >  Volume 46 (May, 2018)

11. A CHANGE-POINT APPROACH TO NONPARAMETRIC CONTROL CHARTS by Salisu S.U., Edokpa W.I., Braimah O.J. and Shaib I.O. Volume 46 (May, 2018 Issue), pp87 –94
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A CHANGE-POINT APPROACH TO NONPARAMETRIC CONTROL CHARTS

Salisu S.U., Edokpa W.I., Braimah O.J. and Shaib I.O.

Department of Statistics, Federal Polytechnic, Auchi,

Department of Mathematics, Ambrose Alli University, Ekpoma, Nigeria.

Abstract

The inability of the traditional control charts to indicate the time at which this variation(s) occur poses problems to both manufacturers and engineers. Hence the need to identify the period of change/shift becomes inevitable. The study compares performance of the parametric-base and nonparametric-base change-point control charts at different varying start-up using simulated data. The Lapage Change-Point (LCP) Nonparametric-base performs same as Generalized Likelihood Ratio Change-Point (GLRCP) (parametric-base) in normality situation. However, LCP performs better when compared using the Laplace, Logistic, Gamma and Lognormal at varying start-up. The LCP does not only detect the shift in location but also the variability. It also reduces the rate of false alarm as the change-point signals shows the actual time of shift. This therefore, shows a clear indication that LCP performs quite better with the competing parametric-base chartat non-normal conditions. The paper recommends consideration of LPC as a preferred method for the monitoring scheme.

Keywords: Nonparametric-base, parametric-base, LCP, GLRCP and change-point

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