EWMA图表
多元统计
缺少数据
统计
统计过程控制
单变量
库苏姆
自相关
计算机科学
数据挖掘
数学
控制图
过程(计算)
操作系统
作者
Evelien Schat,Francis Tuerlinckx,Arnout C. Smit,Bart De Ketelaere,Eva Ceulemans
出处
期刊:Psychological Methods
[American Psychological Association]
日期:2021-12-16
卷期号:28 (6): 1335-1357
被引量:16
摘要
Detecting early warning signals of developing mood disorders in continuously collected affective experience sampling (ESM) data, would pave the way for timely intervention and prevention of a mood disorder from occurring or to mitigate its severity.However, there is an urgent need for online statistical methods tailored to the specifics of ESM data.Statistical process control (SPC) procedures, originally developed for monitoring industrial processes, seem promising tools.However, affective ESM data violate major assumptions of the SPC procedures: the observations are not independent across time, often skewed distributed and characterized by missingness.Therefore, evaluating SPC performance on simulated data with typical ESM features is a crucial step.In this paper, we didactically introduce six univariate and multivariate SPC procedures: Shewhart and Hoteling's T², EWMA and MEWMA, and CUSUM and MCUSUM.Their behavior is illustrated on publicly available affective ESM data of a patient that relapsed into depression.To deal with the missingness, autocorrelation, and skewness in these data, we compute and monitor the day averages rather than the individual measurement occasions.Moreover, we apply all procedures on simulated data with typical affective ESM features, and evaluate their performance at detecting small to moderate mean changes.The simulation results indicate that the (M)EWMA and (M)CUSUM procedures clearly outperform the Shewhart and Hotelling's T 2 procedures and support using day averages rather than the original data.Based on these results we provide some recommendations for optimizing SPC performance when monitoring ESM data as well as a wide range of directions for future research.
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