Multivariate Event Data Research Articles

A real‐time monitoring approach for bivariate event data

AbstractEarly detection of changes in the frequency of events is an important task in many fields, such as disease surveillance, monitoring of high‐quality processes, reliability monitoring, and public health. This article focuses on detecting changes in multivariate event data by monitoring the time‐between‐events (TBE). Existing multivariate TBE charts are limited because they only signal after an event occurred for each of the individual processes. This results in delays (i.e., long time‐to‐signal), especially when we are interested in detecting a change in one or a few processes with different rates. We propose a bivariate TBE chart, which can signal in real‐time. We derive analytical expressions for the control limits and average time‐to‐signal performance, conduct a performance evaluation and compare our chart to an existing method. Our findings showed that our method is an effective approach for monitoring bivariate TBE data and has better detection ability than the existing method under transient shifts and is more generally applicable. A significant benefit of our method is that it signals in real‐time and that the control limits are based on analytical expressions. The proposed method is implemented on two real‐life datasets from reliability and health surveillance.