Improved switching rules in control procedures using variable sampling intervals

Some properties of control procedures with variable sampling intervals (VSI) have been investigated in recent years by Amin, Renolds et al, and others. Such procedures have been shown to be more efficient when compared to the corresponding fixed sampling interval (FSI) charts with respect to the Average Time to Signal (ATS) when the Average Run Length (ARL) values for both types of procedures are held equal. Frequent switching between the different sampling intervals can be a complicating factor in the application of control charts with variable sampling intervals (VSI). This problem is being addressed in this article, and improved switching rules are presented and evaluated for Shewhart, CUSUM, and EWMA control procedures. The proposed rules considerably reduce the average number of switches between the sampling intervals and also improve the ATS properties of the control procedures when compared to the conventional variable sampling interval procedures     

Designing of variables quick switching sampling system by considering process loss functions

This paper proposes a variables quick switching system where the quality characteristic of interest follows a normal distribution and the quality characteristic is evaluated through a process loss function. Most of the variables sampling plans available in the literature focus only on the fraction non-conforming and those plans do not distinguish between the products that fall within the specification limits. The products that fall within specification limits may not be good if their mean is too away from the target value. So developing a sampling plan by considering process loss is inevitable in these situations. Based on this idea, we develop a variables quick switching system based on the process loss function for the application of the processes requiring low process loss. Tables are also constructed for the selection of parameters of variables quick switching system for given acceptable quality level and limiting quality level. The results are explained with examples.     

Construction and selection of quick switching double sampling system-acceptance number tightening

This paper presents a new sampling inspection system consisting of simple switching rule. The performance of the system is compared with those of other equivalent plans. Necessary tables are constructed and procedures presented for the selection of the sampling system.     

On a redundant repairable system with switching failure: Bayesian approach

System characteristics of a redundant repairable system are studied from a Bayesian viewpoint with different types of priors assumed for the unknown parameters. The system consists of two primary units, one standby unit, and one repair facility which is activated when switching to standby fails. Times to failure and times to repair of the operating units are assumed to follow exponential distributions. When time to failure and time to repair have uncertain parameters, a Bayesian approach is adopted to evaluate system characteristics. Monte Carlo simulation is used to derive the posterior distribution for the mean time to system failure and steady-state availability. Some numerical experiments are performed to illustrate the results derived in this paper.     

Longitudinal assessment of the impact of multiple switches between a biosimilar and its reference product on efficacy parameters

Patients, physicians, and health care providers in Europe have more than 10 years of experience with biosimilars. However, there are still debates if switching between a biosimilar and its reference product influences the efficacy of the treatment. In this paper, we address this uncertainty by developing a formal statistical test that can be used for showing that switching has no negative impact on the efficacy of biosimilars. For that, we first introduce a linear mixed‐effects model that is used for defining the null hypothesis (switching influences the efficacy) and the alternative hypothesis (switching has no influence on the efficacy). Using this as the foundation of our work, we propose several approaches for testing for changes in the efficacy of the treatment due to switching and discuss the properties of these tests in an extensive simulation study. It is shown that all these methods have advantages and disadvantages and the decision regarding which method is preferred depends on the expectation of a switching assessment. To demonstrate the applicability of the methods in practice, the approaches were applied to the data of the EGALITY study, which compares the reference product Enbrel® (Amgen) with the approved biosimilar Erelzi® (Sandoz).     

EXPLORA:content interpretation of data

Most approaches to applying knowledge-based techniques for data analyses concentrate on the context-independent statistical support. EXPLORA however is developed for the subject-specific interpretation with regard to the contents of the data to be analyzed (i.e. content interpretation). Therefore its knowledge base includes also the objects and semantic relations of the real system that produces the data. In this paper we describe the functional model representing the process of content interpretation, summarize the software architecture of the system and give some examples of its applications by pilot-users in survey analysis. EXPLORA addresses applications with data produced regularly which have to be analyzed in a routine way. The system systematically searches for statistical results (facts) to detect relations which possibly could be overlooked by a human analyst. On the other hand EXPLORA will help overcome the large bulk of information which today is usually still produced when presenting the data. Therefore a second knowledge process of content interpretation consists in discovering messages about the data by condensing the facts. Approaches for inductive generalization which have been developed for machine learning are utilized to identify common values of attributes of the objects to which the facts relate. At a later stage the system searches for interesting facts by applying redundancy rules and domaindependent selection rules. EXPLORA formulates the messages in terms of the domain, groups and orders them and even provides flexible navigations in the fact spaces.     

中国通货膨胀率的非线性动态行为研究——来自MS—ARFIMA模型的新证据

使用允许长记忆参数d服从区制转换的MS—ARFIMA模型对中国月度通货膨胀路径的动态行为进行新的实证研究,结果显示：中国通货膨胀不仅均值水平和不确定性存在着“低通胀”区制和“高通胀”区制,而且更为重要的是,通货膨胀序列的平稳性也表现出显著的区制转换动态。“低通胀”区制下,长记忆参数d1=0．361,说明通货膨胀是协方差平稳序列,“高通胀”区制下,长记忆参数d2=1．145,说明通货膨胀是非平稳序列。这一新的研究结论意味着中国通货膨胀冲击的持久性效应也存在相应的区制转移变化。这要求央行在管控通货膨胀过程中,既要考虑均值和不确定性的区制变化,又要兼顾平稳性和持久性的区制变化。     

Stochastic Liénard Equations with Random Switching and Two-time Scales

This article is devoted to the study of stochastic Liénard equations with random switching. The motivation of our study stems from modeling of complex systems in which both continuous dynamics and discrete events are present. The continuous component is a solution of a stochastic Liénard equation and the discrete component is a Markov chain with a finite state space that is large. A distinct feature is that the processes under consideration are time inhomogeneous. Based on the idea of nearly decomposability and aggregation, the state space of the switching process can be viewed as “nearly decomposable” into l subspaces that are connected with weak interactions among the subspaces. Using the idea of aggregation, we lump the states in each subspace into a single state. Considering the pair of process (continuous state, discrete state), under suitable conditions, we derive a weak convergence result by means of martingale problem formulation. The significance of the limit process is that it is substantially simpler than that of the original system. Thus, it can be used in the approximation and computation work to reduce the computational complexity.     

Zero acceptance number quick switching system for compliance sampling

The zero acceptance number plan is invariably used for compliance sampling and safety inspection of products. The disadvantage of such a plan is that its discriminating power between good and bad lots is poor. This paper presents a quick switching system that has zero acceptance numbers, with a provision for the resubmission of lots not accepted during normal inspection. The proposed system is found to require a smaller average sample size, and possesses greater discriminating power.     

Detecting changes in task length due to task‐switching in the presence of repeated length‐biased sampling

Clinical work is characterised by frequent interjection of external prompts causing clinicians to switch from a primary task to deal with an incoming secondary task, a phenomenon associated with negative effects in experimental studies. This is an important yet underexplored aspect of work in safety critical settings in general, since an increase in task length due to task‐switching implies reduced efficiency, while decreased length suggests hastening to compensate for the increased workload brought by the unexpected secondary tasks, which is a potential safety issue. In such observational settings, longer tasks are naturally more likely to have one or more task‐switching events: a form of length bias. To assess the effect of task‐switching on task completion time, it is necessary to estimate counterfactual task lengths had they not experienced any task‐switching, while also accounting for length bias. This is a problem that appears simple at first, but has several counterintuitive considerations resulting in a uniquely constrained solution space. We review the only existing method based on an assumption that task‐switches occur according to a homogeneous Poisson process. We propose significant extensions to flexibly incorporate heterogeneity that is more representative of task‐switching in real‐world contexts. The techniques are applied to observations of emergency physicians’ workflow in two hospital settings.     

Zero Acceptance Number Chained Quick Switching System

Zero acceptance number sampling inspection plans are commonly employed for compliance sampling and audit inspection purposes. The discriminatory power of zero acceptance number sampling plans is rather poor. This article remedies this disadvantage by chaining past lot results within a quick switching system.     

COMPUTATION OF STEADY-STATE PROBABILITIES FOR RESOURCE-SHARING CALL-CENTER QUEUEING SYSTEMS

Two routing rules for a queueing system of two stations are considered as alternative models for modeling a call-center network. These routing rules allow customers to switch queues under certain server and other resource availability conditions, either external to the system upon arrival to the network, or internal to the system after arrival to a primary call center. Under the assumption of Poisson arrivals and exponentially distributed service times, these systems are analyzed using matrix-geometric techniques, yielding a non-trivial set of ergodicity conditions and the steady-state joint probability distribution for the number of customers at each station. An extensive numerical analysis is conducted, yielding some physical insight into these systems and related generalizations.     

On selecting the best population

This paper deals with the problem of selecting the “best” population from a given number of populations in a decision theoretic framework. The class of selection rules considered is based on a suitable partition of the sample space. A selection rule is given which is shown to have certain optimum properties among the selection rules in the given class for a mal rules are known.     

Extremes of Markov chains with tail switching potential

Summary.  A recent advance in the utility of extreme value techniques has been the characteri- zation of the extremal behaviour of Markov chains. This has enabled the application of extreme value models to series whose temporal dependence is Markovian, subject to a limitation that prevents switching between extremely high and extremely low levels. For many applications this is sufficient, but for others, most notably in the field of finance, it is common to find series in which successive values switch between high and low levels. We term such series Markov chains with tail switching potential, and the scope of this paper is to generalize the previous theory to enable the characterization of the extremal properties of series displaying this type of behaviour. In addition to theoretical developments, a modelling procedure is proposed. A simulation study is made to assess the utility of the model in inferring the extremal dependence structure of autoregressive conditional heteroscedastic processes, which fall within the tail switching Markov family, and generalized autoregressive conditional heteroscedastic processes which do not, being non-Markov in general. Finally, the procedure is applied to model extremal aspects of a financial index extracted from the New York Stock Exchange compendium.     

基于核和灰度的灰色异构数据代数运算法则及其应用

为解决灰色异构数据的建模问题,应用"核和灰度"对灰色异构数据代数运算法则及其性质展开研究。将灰信息表征为"核和灰度",通过"核"将灰色异构数据代数运算转换为实数之间代数运算,根据灰度不减公理确定运算结果之灰度,在此基础上构建灰色异构数据的代数运算法则,并将该法则应用于灰色异构数据预测模型的构建及空气质量指数(AQI)的预测。研究成果对丰富与完善灰色系统基础理论具有积极意义。     

Statistical inference for the availability of repairable system with general repair,reboot delay,and switching railure

We studied the inferences of an availability system with reboot delay and standby switching failures in which the system consisted of two operating units and one warm standby. The system was studied under the assumption that the time-to-failure and the time-to-repair were assumed to follow an exponential and a general distribution. The reboot times are assumed to be exponentially distributed with parameter β. We constructed a consistent and asymptotically normal estimator of availability for such a repairable system. Based on this estimator, interval estimation and testing hypothesis were developed by using logit transformation. To implement the simulation inference for the system availability, we adopted two repair-time distributions—namely, lognormal and Weibull; and three types of Weibull distributions—characterized by their shape parameters—were considered. Finally, appropriate tables and figures of all simulation results have been included.     

Viewpoint: observations on scaled average bioequivalence

The two one-sided test procedure (TOST) has been used for average bioequivalence testing since 1992 and is required when marketing new formulations of an approved drug. TOST is known to require comparatively large numbers of subjects to demonstrate bioequivalence for highly variable drugs, defined as those drugs having intra-subject coefficients of variation greater than 30%. However, TOST has been shown to protect public health when multiple generic formulations enter the marketplace following patent expiration. Recently, scaled average bioequivalence (SABE) has been proposed as an alternative statistical analysis procedure for such products by multiple regulatory agencies. SABE testing requires that a three-period partial replicate cross-over or full replicate cross-over design be used. Following a brief summary of SABE analysis methods applied to existing data, we will consider three statistical ramifications of the proposed additional decision rules and the potential impact of implementation of scaled average bioequivalence in the marketplace using simulation. It is found that a constraint being applied is biased, that bias may also result from the common problem of missing data and that the SABE methods allow for much greater changes in exposure when generic-generic switching occurs in the marketplace.     

Markov switching model of nonlinear autoregressive with skew-symmetric innovations

We consider data generating structures which can be represented as a Markov switching of nonlinear autoregressive model with considering skew-symmetric innovations such that switching between the states is controlled by a hidden Markov chain. We propose semi-parametric estimators for the nonlinear functions of the proposed model based on a maximum likelihood (ML) approach and study sufficient conditions for geometric ergodicity of the process. Also, an Expectation-Maximization type optimization for obtaining the ML estimators are presented. A simulation study and a real world application are also performed to illustrate and evaluate the proposed methodology.