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Sherry Ni

Publications and source records attributed to Sherry Ni.

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A Nonparametric Adaptive EWMA Control Chart for Binary Monitoring of Multiple Stream Processes

Monitoring binomial proportions across multiple independent streams is a critical challenge in Statistical Process Control (SPC), with applications from manufacturing to cybersecurity. While EWMA charts offer sensitivity to small shifts, existing implementations rely on asymptotic variance approximations that fail during early-phase monitoring. We introduce a Cumulative Standardized Binomial EWMA (CSB-EWMA) chart that overcomes this limitation by deriving the exact time-varying variance of the EWMA statistic for binary multiple-stream data, enabling adaptive control limits that ensure statistical rigor from the first sample. Through extensive simulations, we identify optimal smoothing ({\lambda}) and limit (L) parameters to achieve target in-control average run length (ARL0) of 370 and 500. The CSB-EWMA chart demonstrates rapid shift detection across both ARL0 targets, with out-of-control average run length (ARL1) dropping to 3-7 samples for moderate shifts ({\delta}=0.2), and exhibits exceptional robustness across different data distributions, with low ARL1 Coefficients of Variation (CV < 0.10 for small shifts) for both ARL0 = 370 and 500. This work provides practitioners with a distribution-free, sensitive, and theoretically sound tool for early change detection in binomial multiple-stream processes.

stat.ML

Derivations for the Cumulative Standardized Binomial EWMA (CSB-EWMA) Control Chart

This paper presents the exact mathematical derivation of the mean and variance properties for the Exponentially Weighted Moving Average (EWMA) statistic applied to binomial proportion monitoring in Multiple Stream Processes (MSPs). We develop a Cumulative Standardized Binomial EWMA (CSB-EWMA) formulation that provides adaptive control limits based on exact time-varying variance calculations, overcoming the limitations of asymptotic approximations during early-phase monitoring. The derivations are rigorously validated through Monte Carlo simulations, demonstrating remarkable agreement between theoretical predictions and empirical results. This work establishes a theoretical foundation for distribution-free monitoring of binary outcomes across parallel data streams, with applications in statistical process control across diverse domains including manufacturing, healthcare, and cybersecurity.

stat.ME