Monotonic change point estimation of generalized linear model-based regression profiles

ABSTRACT

In this article, a maximum likelihood estimator is derived in the generalized linear model-based regression profiles under monotonic change in Phase II. The performance of the proposed estimator is comprehensively investigated through some special cases, and compared with estimators under step change and drift. The results show that the proposed estimator has better performance in small and medium shifts under different increasing changes. Finally, the applicability of the proposed estimator is illustrated using a real case.

KEYWORDS:

• Change point estimation
• Generalized linear model-based regression profiles
• Maximum likelihood estimator
• Monotonic change disturbance
• Statistical process control.

MATHEMATICS SUBJECT CLASSIFICATION:

• Primary 62J12
• Secondary 62F10

Acknowledgments

The authors appreciate Prof. Arthur Yeh for providing the dataset taken from a volcano and additional background information regarding the dataset.