The distribution of asset returns may lead to structural breaks. Thesebreaks may result in changes of the optimal portfolio weights. For a port-folio investor, the ability of timely detection of any systematic changesin the optimal portfolio weights is of a great interest.In this master thesis work, the use of the Shewhart method, as amethod for detecting a sudden parameter change, the implied changein the multivariate portfolio weights and its performance is reviewed.

Routine pipette calibration is an essential part of any quality assurance and quality control program in the forensic sciences and beyond. Pipette calibration standards in a forensic laboratory are typically set to the limits outlined by the document ISO8655, published by the International Organization for Standardization for the general scientific community. Alternative methods exist that may be capable of monitoring pipette stability across time in a forensic setting. Statistical process control charts, or Shewhart charts, are one such form of process control, which is being investigated for its potential application to pipette calibration monitoring for forensic DNA laboratories. Indeed, the application of process control lines for monitoring the calibration of volumetric equipment is not without precedent.1 To investigate the applicability of process control charts for monitoring pipette stability, a series of X ̅ and S charts, a type of Shewhart chart, have been produced from eight years of collected calibration data. A total of 71 pipettes of the following sizes were examined: 1-10 µL, 1-10 µL multi-channel, 10-100 µL, 100-1000 µL, 1-3 µL, 30-300 µL, 5-50 µL, 5-50 µL multi-channel, and 500-5000 µL pipettes. The ISO8655 calibration recommended volume limits of these pipettes have been added to the charts for the purposes of comparison. With these charts, it is possible to assess pipette performance over time in comparison to the ISO8655 calibration standards and to the control limits imposed by the Shewhart charts. The completed charts suggest that the methodology proposed by Shewhart shows promise as a supplement to ISO8655 recommendations for monitoring pipette stability across time. To corroborate the value of using Shewhart charts to monitor pipette performance, a serial dilution study in conjunction with a series of simulations with dynamic modeling software was performed. This dilution study investigated whether the systematic biases shown by the Shewhart charts could be measured in a laboratory setting. The simulations investigated multiple hypothetical pipetting scenarios concerning various levels of systematic bias. The simulations consistently corroborated the value of Shewhart charts to enforce better compliance between a pipette’s nominal and actual volume delivery, while the serial dilution study offered partial evidence of systematic pipetting bias.

En algunos casos, cuando el número de defectos de un proceso de producción tiene que ser controlada, la distribución de Poisson se emplea para modelar la frecuencia de estos defectos y para desarrollar un gráfico de control. En este trabajo se analiza el control de características de calidad p> 1 de Poisson . Cuando este control se necesita, hay dos enfoques principales: 1 - Un gráfico para cada variable de Poisson, el esquema múltiple.. 2 -. Sólo una gráfico para todas las variables, el sistema multivariable. En este trabajo se desarrolla un nuevo gráfico de control multivariable basado en la combinación lineal de las variables de Poisson, donde esta combinación lineal es optimizada con el fin de mantener un ARL bajo control deseado y de minimizar el ARL fuera de control. Esta optimización se lleva a cabo utilizando un software bajo Windows ©, que también hace una comparación de rendimiento entre este gráfico y otros sistemas para monitorear una serie de variables Poisson. En los otros sistemas se incluye la suma de las variables (gráfico MP) y un conjunto optimizado de gráficos univariados Poisson (esquema múltiple). / García Bustos, SL. (2014). Control Multivariante Estadístico de Variables Discretas tipo Poisson [Tesis doctoral no publicada]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/40592 / TESIS

Submitted by Neusa Fagundes (neusa.fagundes@unioeste.br) on 2017-09-05T12:35:02Z No. of bitstreams: 1 Jianice_Frigo2017.pdf: 1119086 bytes, checksum: 87f159fe89d2840c9e6c7be155e2a65c (MD5) / Made available in DSpace on 2017-09-05T12:35:02Z (GMT). No. of bitstreams: 1 Jianice_Frigo2017.pdf: 1119086 bytes, checksum: 87f159fe89d2840c9e6c7be155e2a65c (MD5) Previous issue date: 2017-04-19 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - CAPES / The infiltration process understanding and its relationship with soil properties is essential for the efficient management of soil and water. Thus, this paper aimed at evaluating water infiltration in an area of Oxisol, using single ring infiltrometers with different diameters. In addition, it also aimed at comparing the performance of 7 cm (A7) and 15 cm (A15) cylinders, matching soil moisture and bulk density to water infiltration and evaluating spatial distribution of infiltration. For this purpose, 24 data points were evaluated, placed in 8 plots of a circular area prepared for permaculture cropping, named as Mandala. Shewhart graphs and process capability index were used to compare cylinders and the inverse of distance square for data interpolation. It was observed that the average stable infiltration rate, determined with A7 cylinder, was 196.79 mm h-1 and with A15 cylinder was 187.30 mm h-1, consequently, there was a difference of 5.6%. The process capacity was estimated at 0.61 for A7 and 1.62 for A15, considered adequate for A15 and inadequate for A7 cylinder. Thus, it was concluded that the infiltration rates that were stabilized and determined by the cylinders were compatible with the rates determined by other methods in other papers. Regarding the performance of single-ring infiltrometers, it is concluded that, although both cylinders presented controlled processes, and did not differ statistically, cylinder A15 presented less variability on data, and may be considered adequate due to its process capability index. / O entendimento do processo de infiltração e das suas relações com as propriedades do solo é fundamental para o eficiente manejo do solo e da água. Assim, este trabalho teve como objetivo avaliar a infiltração de água em uma área de latossolo vermelho, para tanto, foram utilizados infiltrômetros de único cilindro, de diferentes diâmetros. Além disso, objetivou-se comparar o desempenho desses cilindros de 7 (A7) e de 15 cm (A15), relacionar a umidade e a densidade aparente do solo à infiltração da água e avaliar a distribuição espacial da infiltração. Foram avaliados 24 pontos de coleta de dados, alocados em 8 parcelas de um talhão circular preparado para plantio em regime de permacultura, denominado mandala. Gráficos de Shewhart e o índice de capacidade de processo foram utilizados para a comparação entre os cilindros e inverso do quadrado da distância para interpolação de dados. Verificou-se que a taxa de infiltração estável média, determinada com o cilindro A7, foi de 196,79 mm h-1 e com o cilindro A15 foi de 187,30 mm h-1, cuja diferença foi de 5,6 %. A capacidade de processo foi estimada em 0,61 para A7 e 1,62 para A15, a qual foi considerada adequada para o cilindro A15, porém inadequada para cilindro A7. Desta forma, neste trabalho, concluiu-se que as taxas de infiltração estáveis e determinadas pelos cilindros foram compatíveis com as taxas determinadas por outros métodos em outros trabalhos. Em relação ao desempenho dos infiltrômetros de cilindros únicos, conclui-se que, embora ambos os cilindros tenham apresentado processos controlados e não tenham diferido estatisticamente, o cilindro A15 apresentou menos variabilidade dos dados, e pode ser considerado adequado em função do seu índice de capacidade de processo.

Submitted by Automa??o e Estat?stica (sst@bczm.ufrn.br) on 2016-03-31T23:54:17Z No. of bitstreams: 1 RenatoTigreMartinsDaCosta_DISSERT.pdf: 1398473 bytes, checksum: 5259c2bb8b8df69f928b864b5cdaf972 (MD5) / Approved for entry into archive by Arlan Eloi Leite Silva (eloihistoriador@yahoo.com.br) on 2016-04-05T22:15:41Z (GMT) No. of bitstreams: 1 RenatoTigreMartinsDaCosta_DISSERT.pdf: 1398473 bytes, checksum: 5259c2bb8b8df69f928b864b5cdaf972 (MD5) / Made available in DSpace on 2016-04-05T22:15:41Z (GMT). No. of bitstreams: 1 RenatoTigreMartinsDaCosta_DISSERT.pdf: 1398473 bytes, checksum: 5259c2bb8b8df69f928b864b5cdaf972 (MD5) Previous issue date: 2015-04-29 / Coordena??o de Aperfei?oamento de Pessoal de N?vel Superior - CAPES / Este trabalho prop?e um gr?fico de controle modificado incorporando conceitos de an?lise de s?ries temporais. Especificamente, n?s consideramos os modelos de distribui??o de transi- ??o e mistura gaussianas (GMTD). Os modelos GMTD s?o uma classe mais geral do que os modelos da fam?lia autoregressiva (AR), no sentido de que os processos autocorrelacionados podem apresentar trechos planos (plat?s), explos?es ou outliers. Neste cen?rio os Gr?ficos de Shewhart tradicionais n?o s?o mais ferramentas adequadas para o acompanhamento desses processos. Portanto, Vasilopoulos e Stamboulis (1978) propuseram uma vers?o modificada dos gr?ficos, considerando limites de controle adequados com base em processos autocorrelacionados. A fim de avaliar a efici?ncia da t?cnica proposta uma compara??o com um gr?fico tradicional Shewhart (que ignora a estrutura de autocorrela??o do processo), o gr?fico de controle Shewhart AR(1) e um gr?fico de controle Shewhart GMTD foi feita. Uma express?o anal?tica para a vari?ncia processo, assim como os limites de controle foram desenvolvidos para um modelo GMTD particular. O ARL ? utilizado como crit?rio para medir a efici?ncia dos gr?ficos de controle. A compara??o foi feita com base em uma s?rie gerada de acordo com um modelo GMTD. Os resultados apontam para a dire??o que os gr?ficos modificados Shewhart GMTD t?m um melhor desempenho do que o Shewhart AR(1) e o Shewhart tradicional. / This work proposes a modified control chart incorporating concepts of time series analysis. Specifically, we considerer Gaussian mixed transition distribution (GMTD) models. The GMTD models are a more general class than the autorregressive (AR) family, in the sense that the autocorrelated processes may present flat stretches, bursts or outliers. In this scenario traditional Shewhart charts are no longer appropriate tools to monitoring such processes. Therefore, Vasilopoulos and Stamboulis (1978) proposed a modified version of those charts, considering proper control limits based on autocorrelated processes. In order to evaluate the efficiency of the proposed technique a comparison with a traditional Shewhart chart (which ignores the autocorrelation structure of the process), a AR(1) Shewhart control chart and a GMTD Shewhart control chart was made. An analytical expression for the process variance, as well as control limits were developed for a particular GMTD model. The ARL was used as a criteria to measure the efficiency of control charts. The comparison was made based on a series generated according to a GMTD model. The results point to the direction that the modified Shewhart GMTD charts have a better performance than the AR(1) Shewhart and the traditional Shewhart.

Using statistical methods to evaluate quality, it is possible to discover cases of non-accidental variances in quality-evaluating parameters and to analyse the reasons for their occurrence. The identification of these reasons enables their removal and the improvement of product quality. Routine evaluation of quality levels is facilitated by the employment of computer technology.

This dissertation investigates the effects of autocorrelation on the performances of various sampling plans for control charts in detecting special causes that may produce sustained or transient shifts in the process mean and/or variance. Observations from the process are modeled as a first-order autoregressive process plus a random error. Combinations of two Shewhart control charts and combinations of two exponentially weighted moving average (EWMA) control charts based on both the original observations and on the process residuals are considered. Three types of sampling plans are investigated: samples of n = 1, samples of n > 1 observations taken together at one sampling point, or samples of n > 1 observations taken at different times. In comparing these sampling plans it is assumed that the sampling rate in terms of the number of observations per unit time is fixed, so taking samples of n = 1 allows more frequent plotting. The best overall performance of sampling plans for control charts in detecting both sustained and transient shifts in the process is obtained by taking samples of n = 1 and using an EWMA chart combination with a observations chart for mean and a residuals chart for variance. The Shewhart chart combination with the best overall performance, though inferior to the EWMA chart combination, is based on samples of n > 1 taken at different times and with a observations chart for mean and a residuals chart for variance. / Ph. D.

The generalized likelihood ratio (GLR) control charts are studied for monitoring a process proportion of defective or nonconforming items. The type of process change considered is an abrupt sustained increase in the process proportion, which implies deterioration of the process quality. The objective is to effectively detect a wide range of shift sizes. For the first part of this research, we assume samples are collected using rational subgrouping with sample size n>1, and the binomial GLR statistic is constructed based on a moving window of past sample statistics that follow a binomial distribution. Steady state performance is evaluated for the binomial GLR chart and the other widely used binomial charts. We find that in terms of the overall performance, the binomial GLR chart is at least as good as the other charts. In addition, since it has only two charting parameters that both can be easily obtained based on the approach we propose, less effort is required to design the binomial GLR chart for practical applications. The second part of this research develops a Bernoulli GLR chart to monitor processes based on the continuous inspection, in which case samples of size n=1 are observed. A constant upper bound is imposed on the estimate of the process shift, preventing the corresponding Bernoulli GLR statistic from being undefined. Performance comparisons between the Bernoulli GLR chart and the other charts show that the Bernoulli GLR chart has better overall performance than its competitors, especially for detecting small shifts. / Ph. D.

<p>Sammandrag</p><p>Denna studie tar upp problematiken vid införande av administrativa stödprojekt vid Uppsala universitet, främst hur motstånd till förändring kan motverkas. Problemet definieras genom frågan: Hur kan Uppsala universitet effektivisera implementeringen av administrativa stödprojekt? Syftet med denna studie är att lyfta fram kritiska framgångsfaktorer vid genomförandet av projekt. Färdigimplementerade administrativa stödprojekt studerades genom personliga intervjuer med projektansvariga och administratörer på institutioner. Upptäckterna analyserades med hjälp av en processorienterad teori baserad på Demingcykeln. Erfarenheterna utkristalliserades till konkreta riktlinjer och råd för framtida projektimplementeringar vid Uppsala universitet. Den främsta riktlinjen var att i större utsträckning informera och motivera de som kommer att påverkas av projektet.</p>

This study uses simulation to examine differences between fixed sampling interval (FSI) and variable sampling interval (VSI) Shewhart X-bar control charts for processes that produce positively autocorrelated data. The influence of sample size (1 and 5), autocorrelation parameter, shift in process mean, and length of time between samples is investigated by comparing average time (ATS) and average number of samples (ANSS) to produce an out of control signal for FSI and VSI Shewhart X-bar charts. These comparisons are conducted in two ways: control chart limits pre-set at ±3σ_x / √n and limits computed from the sampling process. Proper interpretation of the Shewhart X-bar chart requires the assumption that observations are statistically independent; however, process data are often autocorrelated over time. Results of this study indicate that increasing the time between samples decreases the effect of positive autocorrelation between samples. Thus, with sufficient time between samples the assumption of independence is essentially not violated. Samples of size 5 produce a faster signal than samples of size 1 with both the FSI and VSI Shewhart X-bar chart when positive autocorrelation is present. However, samples of size 5 require the same time when the data are independent, indicating that this effect is a result of autocorrelation. This research determined that the VSI Shewhart X-bar chart signals increasingly faster than the corresponding FSI chart as the shift in the process mean increases. If the process is likely to exhibit a large shift in the mean, then the VSI technique is recommended. But the faster signaling time of the VSI chart is undesirable when the process is operating on target. However, if the control limits are estimated from process samples, results show that when the process is in control the ARL for the FSI and the ANSS for the VSI are approximately the same, and exceed the expected value when the limits are fixed.