ENBIS: European Network for Business and Industrial Statistics
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ENBIS11 in Coimbra
4 – 8 September 2011 Abstract submission: 1 January – 25 June 2011The following abstracts have been accepted for this event:

Bayesian Analysis of Very Small Unreplicated Experiments
Authors: Víctor AguirreTorres Román de la Vara
Affiliation: Instituto Tecnológico Autónomo de México (ITAM)
Primary area of focus / application: Design and analysis of experiments
Keywords: Active effects , Screening experiments , Nonormal response , Generalized linear models , MCMC

Using Statistics to Monitor and Model an Information System: a Successful Case Study in the Microelectronic Industry.
Authors: Lutz Michel Roustant Olivier Boucher Xavier
Affiliation: STMicroelectronics / Ecole Nationale Supérieure des Mines de SaintEtienne
Primary area of focus / application: Modelling
Keywords: Semiconductor manufacturing systems Information SystemsMonitoring Modelling HoltWinters Robust standarddeviation estimator Multivariate statistical analysis
As the starting point, STMicroelectronics IT Department was manually monitoring a selected set of performance and activities metrics. This was timeconsuming and inefficient: only a little part of the IS was under control and many exceptional IS activities were not detected. We implemented a statistical answer, built on a HoltWinters based monitoring coupled with a robust standarddeviation estimator. This solution is already up and running and allows a fully automated monitoring of several hundred metrics.
The modelling activity is aiming at evaluating the interactions between business and IS activities. STMicroelectronics is doing this work by rule of thumb, without any support from a quantified tool. We are currently working on developing such a tool, based on a multivariate statistical analysis of the available metrics. At the present time, we have already identified and quantified some interesting patterns, helping at understanding several interactions between the different layers (resourceapplicationbusiness) of the IS.
Beyond the answer to the ITIL process, we are also happy to see that this work really helps at developing a “statistical culture” within the IT Department: brainstorming meetings and presentation of our research results are developing a positive emulation about the use of statistics. 
Bayesian analysis of hierarchical codes with different levels of accuracy
Authors: Loic Le Gratiet
Affiliation: CEA & Université Paris VII DenisDiderot
Primary area of focus / application: Modelling
Keywords: cokriging , multilevel code , computer experiment , surrogate models , Gaussian process regression
We present a new approach to estimate the model parameters which is effective when many levels of codes are available. Furthermore, this approach allows us to consider prior information in the parameter estimation. We also address the problem of the cokriging covariance matrix inversion when the number of levels is large. A solution to this problem is provided which shows that the inverse can be easily calculated. Finally, we deal with the problem of model validation. In particular, we present a virtual crossvalidation method which gives the result of the LeaveOneOut procedure without building submetamodels.
A thermodynamic example is used to illustrate a 3level cokriging. The purpose of this example is to predict the result of a physical experiment – which can be considered as the most costly code – modelled by an accurate computer code and by another one less accurate. 
House of Reliability for MultiState System
Authors: Shuki Dror and Kobi Tsuri
Affiliation: Department of Industrial Engineering and Management, ORT Braude College, Israel, Email: dror@braude.ac.il
Primary area of focus / application: Reliability
Keywords: MSS , Reliability , QFD , MSE
Submitted at 15Apr2011 07:22 by Shuki Dror
Accepted

Asymmetric Limits in Modified Control Charts for Threshold GARCH Models
Authors: Esmeralda Gonçalves*, Joana Leite**, Nazaré MendesLopes*
Affiliation: * CMUC, Department of Mathematics, University of Coimbra;**Institute of Accounting and Administration of Coimbra, IPC
Primary area of focus / application: Modelling
Keywords: Shewhart control charts , Average run length , Asymmetric control limits , TGARCH models , AMS Classification: 62L10, 62M10, 60G10
The asymmetric distribution of financial time series observed in some studies, [2], combined with the asymmetric characteristics of GTARCH models justify the convenience of generalizing that study using asymmetric control limits.
The aim of this work is then to define and evaluate the incontrol average run length (ARL) of the modified Shewhart charts for TGARCH processes using asymmetric control limits in the RL. So, we begin by studying the laws of the positive and negative processes associated to the TGARCH model.
To evaluate the bounding quality, a simulation study is developed considering TGARCH models generated by asymmetric innovations using, in particular, a mixture of Gaussian distributions as the marginal law of the generator process.
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[1] Gonçalves, Leite, MendesLopes (2011) The ARL of modified Shewhart control charts for conditionally heteroskedastik models, Preprint 1105, CMUCDMUC, Coimbra University.
[2] Hwang, Baek, Park, Choi (2010) Explosive volatilities for threshold GARCH generated by asymmetric innovations, Stat and Prob Letters, 80, 2633.
[3] Severin, Schmid (1999) Monitoring changes in GARCH processes, Allgemeines Statistisches Archiv, 83, 281307. 
Experimental Design: BIBD and PBIBD applications and links
Authors: Teresa A. Oliveira and Amilcar Oliveira
Affiliation: Center of Statistics and Applications, University of Lisbon (CEAUL); DCeTUniversidade Aberta
Primary area of focus / application: Design and analysis of experiments
Keywords: Experimental Design , Randomized Block Design , BIBD , PBIBD , Hadamard Matrices