A two-sided cumulative sum chart for first-order integer-valued autoregressive processes of poisson counts

Count data processes are often encountered in manufacturing and service industries. To describe the autocorrelation structure of such processes, a Poisson integer-valued autoregressive model of order 1, namely, Poisson INAR(1) model, might be used. In this study, we propose a two-sided cumulative sum control chart for monitoring Poisson INAR(1) processes with the aim of detecting changes in the process mean in both positive and negative directions. A trivariate Markov chain approach is developed for exact evaluation of the ARL performance of the chart in addition to a computationally efficient approximation based on bivariate Markov chains. The design of the chart for an ARL-unbiased performance and the analyses of the out-of-control performances are discussed.