Gráficos de controle têm sido amplamente utilizados na manufatura para melhoria de processos. Diversas abordagens tem sido propostas para melhorar o desempenho dos gráficos existentes na literatura. Além disso, o uso de gráficos de controle tem se estendido para outras áreas, tais como, economia, finanças, medicina, etc. O objetivo deste trabalho é comparar o gráfico CUSUM com o gráfico EWMA para monitoramento do número diário de internações hospitalares. Para tanto, utilizou-se uma série histórica de internações devido a doenças respiratórias para a população acima de 65 anos. Um modelo linear foi ajustado considerando que o número de internações segue uma distribuição Binomial Negativa. São simulados diversos cenários de mudança no número médio de internações e utilizando diferentes estatísticas baseadas em transformações, é feita uma comparação entre estes gráficos. Verifica-se que o gráfico EWMA com limite de controle assintótico possui desempenho muito similar ao gráfico CUSUM. Já o EWMA implementado com limite de controle exato apresenta melhor desempenho em relação ao gráfico CUSUM quando se atribui pesos menores aos dados atuais. / Control charts have been widely used for process improvement in manufacturing. In literature several approaches have been proposed to improve the current charts performance. In addition, the use of control charts has been extended to other areas such as economics, finance, medicine, and others. The objective of this study is to compare CUSUM control chart with EWMA control chart for monitoring daily number of hospital admissions. Using a historical hospitalizations series due to respiratory diseases for people over 65 years old, a Negative Binomial regression model is fitted. Several scenarios are simulated using different shifts in the mean and using different statistics based on transformations, in order to compare these charts. It is shown that EWMA control chart with asymptotic control limit has similar performance as CUSUM control chart. However, using smaller values for new observations the EWMA control chart with exact control limit has better performance than CUSUM control chart.

I denna rapport presenteras ett tillvägagångssätt för att hitta och datera brytpunkter i tidsserier. En brytpunkt definieras av det datum då det skett en stor nivåförändring i tidsserien. Det presenteras även en strategi för att skatta effekten av daterade brytpunkter. Genom att analysera tidsserier över AFA Försäkrings ärendeinflöde visar det sig att brytpunkter i tidsserien sammanfaller med exogena händelser som kan ha orsakat dessa brytpunkter, till exempel villkors- eller lagförändringar inom försäkringsbranschen. Rapporten visar att det genom ett metodiskt angreppssätt går att skatta effekten av en exogen händelse. Dessa skattade effekter kan användas vid framtida prognoser då en liknande förändring förväntas inträffa. Dessutom skapas prognoser över ärendeinflödet två år framåt med olika tidsseriemodeller.

This paper deals with CUSUM tests for monitoring of intensity parameter of a Poisson process if this process can be observed in a restricted manner only at pregiven equidistant time points. In this case the process can be monitored by means of a CUSUM test for the parameter of a corresponding Poisson distribution. For rational reference parameter values the computation of average run length is reduced to that of solving of a system of simultaneous linear equations. The performance of obtained CUSUM tests is discussed by means of corresponding examples.

Gráficos de controle têm sido amplamente utilizados na manufatura para melhoria de processos. Diversas abordagens tem sido propostas para melhorar o desempenho dos gráficos existentes na literatura. Além disso, o uso de gráficos de controle tem se estendido para outras áreas, tais como, economia, finanças, medicina, etc. O objetivo deste trabalho é comparar o gráfico CUSUM com o gráfico EWMA para monitoramento do número diário de internações hospitalares. Para tanto, utilizou-se uma série histórica de internações devido a doenças respiratórias para a população acima de 65 anos. Um modelo linear foi ajustado considerando que o número de internações segue uma distribuição Binomial Negativa. São simulados diversos cenários de mudança no número médio de internações e utilizando diferentes estatísticas baseadas em transformações, é feita uma comparação entre estes gráficos. Verifica-se que o gráfico EWMA com limite de controle assintótico possui desempenho muito similar ao gráfico CUSUM. Já o EWMA implementado com limite de controle exato apresenta melhor desempenho em relação ao gráfico CUSUM quando se atribui pesos menores aos dados atuais. / Control charts have been widely used for process improvement in manufacturing. In literature several approaches have been proposed to improve the current charts performance. In addition, the use of control charts has been extended to other areas such as economics, finance, medicine, and others. The objective of this study is to compare CUSUM control chart with EWMA control chart for monitoring daily number of hospital admissions. Using a historical hospitalizations series due to respiratory diseases for people over 65 years old, a Negative Binomial regression model is fitted. Several scenarios are simulated using different shifts in the mean and using different statistics based on transformations, in order to compare these charts. It is shown that EWMA control chart with asymptotic control limit has similar performance as CUSUM control chart. However, using smaller values for new observations the EWMA control chart with exact control limit has better performance than CUSUM control chart.

This diploma thesis deals with the evaluation of the capability of a specific production process. The theoretical part of the work contains a description of statistical process control, types of control charts and evaluation of process capability. The practical part is focused on evaluating the capability of a specific process. The method of dataset collection is described at first, then this data are analyzed and the capability of this process is evaluated.

Purpose Robotic-assisted minimally invasive esophagectomy (RAMIE) has become one standard approach for the operative treatment of esophageal tumors at specialized centers. Here, we report the results of a prospective multicenter registry for standardized RAMIE. Methods The German da Vinci Xi registry trial included all consecutive patients who underwent RAMIE at five tertiary university centers between Oct 17, 2017, and Jun 5, 2020. RAMIE was performed according to a standard technique using an intrathoracic circular stapled esophagogastrostomy. Results A total of 220 patients were included. The median age was 64 years. Total minimally invasive RAMIE was accomplished in 85.9%; hybrid resection with robotic-assisted thoracic approach was accomplished in an additional 11.4%. A circular stapler size of ≥28 mm was used in 84%, and the median blood loss and operative time were 200 (IQR: 80–400) ml and 425 (IQR: 335–527) min, respectively. The rate of anastomotic leakage was 13.2% (n=29), whereas the two centers with >70 cases each had rates of 7.0% and 12.0%. Pneumonia occurred in 19.5% of patients, and the 90-day mortality was 3.6%. Cumulative sum analysis of the operative time indicated the end of the learning curve after 22 cases. Conclusions High-quality multicenter registry data confirm that RAMIE is a safe procedure and can be reproduced with acceptable leak rates in a multicenter setting. The learning curve is comparably low for experienced robotic surgeons.

High speed stream anomaly detection is an important technology used in many industry applications such as monitoring system health, detecting financial fraud, monitoring customer's unusual behavior and so on. In those scenarios multivariate data arrives in high speed, and needs to be calculated in real-time. Since solutions for high speed multivariate stream anomaly detection are still under development, the objective of this thesis is introducing a framework for testing different anomaly detection algorithms.Multivariate anomaly detection, usually includes two major steps: point anomaly detection and stream anomaly detection. Point anomaly detection is used to transfer multivariate feature data into anomaly score according to the recent stream of data. The stream anomaly detectors are used to detect stream anomalies based on the recent anomaly scores generated from previous point anomaly detector. This thesis presents a flexible framework that allows the easy integration and evaluation of different  data sources, point and stream anomaly detection algorithms. To demonstrate the capabilities of the framework,  we consider different scenarios with generators of artificial data, real industry data sets and time series data, point anomaly detectors of PYISC, SVM and LOF, stream anomaly detectors of DDM, CUSUM and FCWM. The evaluation results show that for point anomaly detectors, PYISC and LOF perform well when the distributions of features are known, SVM performs well even when the distributions of features are not known. For the stream anomaly detectors, DDM has some possibilities to get false anomaly detection, CUSUM has some possibilities to get failed when the stream anomalies increase slowly, while FCWM performs best with very low possibilities to get failed. / Höghastighet ström anomali detektion är en viktig teknik som används i många industriella tillämpningar såsom övervakningssystem för hälsa, upptäckande av ekonomiska bedrägerier, övervakning av kundernas ovanliga beteende och så vidare. I dessa scenarier kommer multivariat data i hög hastighet, och måste beräknas i realtid. Eftersom lösningar för höghastighet multivariat ström anomali detektion är fortfarande under utveckling, är syftet med denna avhandling att införa en ramverk för att testa olika anomali algoritmer. Multivariat anomali detektion har oftast två viktiga steg: att upptäcka punkt-avvikelser och att upptäcka ström-avvikelser.  Punkt- anomali detektorer används för att överföra multivariat data i anomali poäng enligt den senaste tidens dataström. Ström anomali detektorer används för att detektera ström avvikelser baserade på den senaste tidens anomali poäng genererade från föregående punkt anomali detektoren. Denna avhandling presenterar ett flexibelt ramverk som möjlig gör enkel integration och utvärdering av olika datakällor, punkt och ström anomali detektorer. För att demonstrera ramverkets kapabiliteteter, betraktar vi olika scenarier med  datageneratorer av konstgjorda data, verkliga industri data och tidsseriedata; punkt anomali detektorer  PYISC, SVM och Löf,  och ström anomali detektorer DDM, CUSUM och FCWM. Utvärderingsresultaten visar att för punkt anomali detektor har PYISC och LOF bra prestanda när datafördelningen är kända,  men SVM fungerar bra även när fördelningarna  inte är kända. För ström anomali detektor har DDM vissa sannolikhet att få falskt upptäcka avvikelser, och CUSUM vissa sannolikhet att misslycka när avvikelser ökar långsamt. FCWM fungerar bäst med mycket låga sannolikhet för misslyckande.

The main objective of this dissertation is the development of CUSUM procedures based on signed and unsigned sequential ranks. These CUSUMs can be applied to detect changes in the location or dispersion of a process. The signed and unsigned sequential rank CUSUMs are distribution-free and robust against the effect of outliers in the data. The only assumption that these CUSUMs require is that the in-control distribution is symmetric around a known location parameter. These procedures specifically do not require the existence of any higher order moments. Another advantage of these CUSUMs is that Monte Carlo simulation can readily be applied to deliver valid estimates of control limits, irrespective of what the underlying distribution may be. Other objectives of this dissertation include a brief discussion of the results and refinements of the CUSUM in the literature. We justify the use of a signed sequential rank statistic. Also, we evaluate the relative efficiency of the suggested procedure numerically and provide three real-world applications from the engineering and financial industries. / MSc (Risk Analysis), North-West University, Potchefstroom Campus, 2015

The main objective of this dissertation is the development of CUSUM procedures based on signed and unsigned sequential ranks. These CUSUMs can be applied to detect changes in the location or dispersion of a process. The signed and unsigned sequential rank CUSUMs are distribution-free and robust against the effect of outliers in the data. The only assumption that these CUSUMs require is that the in-control distribution is symmetric around a known location parameter. These procedures specifically do not require the existence of any higher order moments. Another advantage of these CUSUMs is that Monte Carlo simulation can readily be applied to deliver valid estimates of control limits, irrespective of what the underlying distribution may be. Other objectives of this dissertation include a brief discussion of the results and refinements of the CUSUM in the literature. We justify the use of a signed sequential rank statistic. Also, we evaluate the relative efficiency of the suggested procedure numerically and provide three real-world applications from the engineering and financial industries. / MSc (Risk Analysis), North-West University, Potchefstroom Campus, 2015

This paper introduces ideas and methods for testing for structural change in linear regression models and presents how these have been realized in an R package called strucchange. It features tests from the generalized fluctuation test framework as well as from the F test (Chow test) framework. Extending standard significance tests it contains methods to fit, plot and test empirical fluctuation processes (like CUSUM, MOSUM and estimates-based processes) on the one hand and to compute, plot and test sequences of F statistics with the supF, aveF and expF test on the other. Thus, it makes powerful tools available to display information about structural changes in regression relationships and to assess their significance. Furthermore it is described how incoming data can be monitored online. / Series: Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science"