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Master's Dissertation
DOI
https://doi.org/10.11606/D.3.2017.tde-23062017-143832
Document
Author
Full name
Adriano Buran Moala
E-mail
Institute/School/College
Knowledge Area
Date of Defense
Published
São Paulo, 2017
Supervisor
Committee
Ho, Linda Lee (President)
Botter, Denise Aparecida
Quinino, Roberto da Costa
Title in Portuguese
Monitoramento de processos com dependência espaço-temporal utilizando gráficos de controle.
Keywords in Portuguese
Gráficos
Logística
Roubo (Monitoramento; Controle)
Veículos
Abstract in Portuguese
O combate ao roubo de veículos requer monitoramento constante e ações policiais para alterar a logística de rondas. A proposta deste trabalho é apresentar uma aplicação de como monitorar o índice de roubo de veículos nos 93 distritos da cidade de São Paulo e estabelecer alertas quando houver um aumento da criminalidade que é considerado fora do padrão histórico. Para modelar a taxa de roubo em todos os distritos da cidade foi utilizado o modelo STARMA (Spatio-Time Autoregressive Moving Average) que incorpora dependência espaço-temporal. Já para os gráficos de controle foram utilizados o MEWMA (Multivariate Exponentially Weighted Moving Average) e o MCUSUM (Multivariate Cumulative Sum) direcionado para capturar aumentos. Os resultados indicaram que o MCUSUM teve um tempo de reação a aumentos da criminalidade menor que o MEWMA. Além disso, foi testado como seria o tempo de reação dessas estatísticas sem a presença da componente espacial do modelo STARMA e o resultado foi uma reação incorreta, com aumento de falsos positivos. Palavras-chaves: logística, gráficos de controle, STARMA, MCUSUM, MEWMA.
Title in English
Processes monitoring with space-time dependency using control charts.
Keywords in English
Control charts
Logistic
MCUSUM
MEWMA
STARMA
Abstract in English
A constant monitoring and police actions to change the routes of patrol vehicles are some requirements to act against the vehicle theft. The purpose of this dissertation is to present an application of monitoring the vehicle theft rates by control charts in the 93 police districts of the city of SãoPaulo. The control charts are built to detect increases in the crime rates, so a signal is triggered in regions where the crime rates are considered abnormal from the historical pattern. A STARMA (Spatio-Time Autoregressive Moving Average) model that incorporates space-time dependency is used to model the rate of robbery in all districts. MEWMA (Multivariate Exponentially Weighted Moving Average) and the MCUSUM (Multivariate Cumulative Sum) are built to meet some performance criteria. The results pointed out that MCUSUM outperforms MEWMA to capture increases in crime. Additionally earlier false alarms are observed in both charts as consequences when spatial components of STARMA model are wrongly omitted.
 
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Publishing Date
2017-06-26
 
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