1
Publications
1.1
(updated on October 15, 2015)
Papers (with peer review) in international journals
1. Morais, M.C., Ramos, P.F., Pacheco, A. and Schmid, W. (2015).
On
the misleading signals in simultaneous schemes for the mean vector
and covariance matrix of multivariate i.i.d. output.
Statistical Papers,
http://link.springer.com/article/10.1007/s00362-015-0663-5
2. Morais, M.C., Okhrin, Y. and Schmid, W. (2015). Quality surveillance with EWMA
control charts based on exact control limits. Statistical Papers, 56, 863–885.
3. Morais, M.C., Ramos, P.F., Pacheco, A. and Schmid, W. (2014). On the impact of
falsely assuming i.i.d. output in the probability of misleading signals. REVSTAT,
12, 221–245.
4. Ramos, P.F., Morais, M.C., Pacheco, A. and Schmid, W. (2013). Stochastic
ordering in the qualitative assessment of the performance of simultaneous schemes
for bivariate processes. Sequential Analysis 32, 214–229.
5. Morais, M.C. and Pacheco, A. (2012). A note on the aging properties of the run
length of Markov-type control charts. Sequential Analysis 31, 88–98.
6. Knoth, S., Morais, M.C., Pacheco, A. and Schmid, W. (2009). Misleading signals
in simultaneous residual schemes for the mean and variance of a stationary process.
Communications in Statistics — Theory and Methods 38, 2923–2943. (Special issue
“Celebrating 50 Years in Statistics, Honoring Professor Shelley Zacks”.)
7. Morais, M.C, Okhrin, Y., Pacheco, A. and Schmid, W. (2008). EWMA charts for
multivariate output: some stochastic ordering results. Communications in Statistics
— Theory and Methods 37 (16), 2653–2663.
8. Morais, M.C. and Pacheco, A. (2007). Shewhart schemes with variable sampling
intervals revisited. Sequential Analysis 26, 265–282. (Invited paper in the special
volume of Sequential Analysis in honor of Walter Shewhart.)
9. Morais, M.C, Okhrin, Y., Pacheco, A. and Schmid, W. (2006). On the stochastic
behaviour of the run length of EWMA control schemes for the mean of correlated
output in the presence of shifts in σ. Statistics & Decisions 24, 397–413.
10. Morais, M.C. and Pacheco, A. (2006). Assessing the impact of head starts in the
performance of one-sided Markov-type control schemes. Sequential Analysis 25,
405–420.
11. Morais, M.C. and Pacheco, A. (2006). Combined CUSUM-Shewhart schemes for
binomial data. Economic Quality Control 41, 43–57.
12. Morais, M.C. and Pacheco, A. (2004). A note on the ageing character of the run
length of Markov-type quality control schemes. Journal of Applied Probability 41,
1243–1247.
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13. Mateus, P., Morais, M.C., Nunes, C., Pacheco, A., Sernadas, A. and Sernadas,
C. (2003). Categorical foundations for randomly timed automata. Theoretical
Computer Science, 308: 393–427.
14. Morais, M.C. and Pacheco, A. (2001). Some stochastic properties of upper one-sided
X̄ and EWMA charts for µ in the presence of shifts in σ. Sequential Analysis 20,
1–12.
15. Morais, M.C. and Pacheco, A. (2000). On the performance of combined EWMA
schemes for µ and σ: a Markovian approach. Communications in Statistics —
Simulation and Computation 29, 153–174.
16. Ramalhoto, M.F. and Morais, M. (1999). Shewhart control charts for the scale
parameter of a Weibull control variable with fixed and variable sampling intervals.
Journal of Applied Statistics 26, 129–160.
17. Morais, M.C. and Pacheco, A. (1998). Two stochastic properties of one-sided
exponentially weighted moving average control charts. Communications in Statistics
— Simulation and Computation 27, 937–952.
18. Morais, M. and Natário, I. (1998). Improving an upper one-sided c-chart.
Communications in Statistics — Theory and Methods 27, 353–364.
19. Ramalhoto, M.F. and Morais, M. (1998). EWMA control charts for the scale
parameter of a Weibull control variable with fixed and variable sampling intervals.
Economic Quality Control — Journal and Newsletter for Quality and Reliability 13,
23–46.
1.2
Chapters (with peer review) in books published abroad
1. Knoth, S. and Morais, M.C. (2015). On ARL-unbiased control charts. In Frontiers
in Statistical Quality Control (Vol. 11), 95–117. Knoth, S. and Schmid, W. (eds.),
Springer International Publishing Switzerland.
2. Morais, M.C., Ramos, P.F. and Pacheco, A. (2015). Strategies to reduce the
probability of a misleading signal. In Frontiers in Statistical Quality Control (Vol.
11), 183–199. Knoth, S. and Schmid, W. (eds.), Springer International Publishing
Switzerland.
3. Salvador, T. and Morais, M.C. (2014). The Traveling Salesman Problem and the
Gnedenko Theorem. In New Advances in Statistical Modeling and Applications, 197–
206. Pacheco, A., Santos, R., Oliveira, M.d.R., and Paulino, C.D. (eds.). SpringerVerlag, Berlin.
4. Ramos, P.F., Morais, M.C. and Pacheco, A. (2013). Misleading signals in
simultaneous residual schemes for the process mean and variance of AR(1) processes:
a stochastic ordering approach. In Advances in Regression, Survival Analysis,
Extreme Values, Markov Processes and Other Statistical Applications, 91–100. J.L.
Silva, F. Caeiro, I. Natário, and C.A. Braumann (eds.). Springer-Verlag, Berlin.
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5. Ramos, P.F., Morais, M.C., Pacheco, A. and Schmid, W. (2013). Misleading
signals in simultaneous schemes for the mean vector and the covariance matrix
of a bivariate process. Em Recent Developments in Modeling and Applications in
Statistics Studies in Theoretical and Applied Statistics, 225–235. P.E. Oliveira,
M.G. Temido, M. Vichi, and C. Henriques (eds.). Springer-Verlag, Berlin.
6. Morais, M.C., Okhrin, Y. and Schmid, W. (2012). Limit properties of EWMA
charts for stationary processes. Em Frontiers in Statistical Quality Control 10, 69–
84. (H.J. Lenz, P.Th. Wilrich and Schmid, W. (eds.). Physica-Verlag, Heidelberg.
7. Ramos, P.F., Morais, M.C., Pacheco, A. and Schmid, W. (2012). Assessing the
impact of autocorrelation in misleading signals in simultaneous residual schemes for
the process mean and variance: a stochastic ordering approach. Em Frontiers in
Statistical Quality Control 10, 35–52. (H.J. Lenz, P.Th. Wilrich e W. Schmid (eds.).
Physica-Verlag, Heidelberg.
8. Morais, M.C. and Pacheco, A. (2006). Misleading signals in joint schemes for µ and
σ. Em Frontiers in Statistical Quality Control 8, 100–122. Lenz, H.-J. e Wilrich,
P.-Th. (eds.). Physica-Verlag, Heidelberg.
9. Morais, M.C. and Pacheco, A. (2004). A note on stochastic ordering criteria in SPC
for the case of correlated output. Em Frontiers in Statistical Quality Control 7,
237–260. Lenz, H.-J. e Wilrich, P.-Th. (eds.). Physica-Verlag, Heidelberg.
1.3
Papers accepted for publication
1. Ralha, T., Morais, M.C. and Oliveira, M.R. (2015). On valid signals in joint schemes
for the process mean and variance. Economic Quality Control.
2. Morais, M.C. and Pacheco, A. (2015). On hitting times for Markov time series of
counts with applications to quality control. REVSTAT.
1.4
Papers submitted for publication
1. Morais, M.C. (2015). An ARL-unbiased np−chart.
1.5
Papers (with peer review) in proceedings of international
conferences
1. Knoth, S. and Morais, M.C. (2013). On ARL-unbiased charts. In Proceedings of
the XIth International Workshop on Intelligent Statistical Quality Control, 31–50.
Knoth, S., Schmid, W. and Sparks, R. (eds.).
2. Morais, M.C., Ramos, P.F. and Pacheco, A. (2013). Strategies to reduce the
probability of a misleading signal. In Proceedings of the XIth International
Workshop on Intelligent Statistical Quality Control, 229–244. Knoth, S., Schmid,
W. and Sparks, R. (eds.).
3. Morais, M.C. and Pacheco, A. (2004). Misleading signals in joint schemes for µ and
σ. In Proceedings of the VIIIth International Workshop on Intelligent Statistical
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Quality Control, 151–173. Grzegorzewski, P., Mrówka, E., Hryniewicz, Lenz, H.-J.
and Wilrich, P.-Th. (eds.).
4. Morais, M.C. and Pacheco, A. (2001). Assessing the impact of correlation in the
performance of residual schemes: a stochastic ordering approach. In Proceedings of
the VIIth International Workshop on Intelligent Statistical Quality Control (Session:
Statistical Product & Process Control II), 334–348.
5. Ramalhoto, M.F. and Morais, M. (1998). Some simple control charts for the location
parameter of a Weibull control variable with fixed and variable sampling intervals.
In Proceedings of the VI International Workshop on Intelligent Statistical Quality
Control, 141–148.
6. Morais, M.C. and Pacheco, A. (1998). Comparing first passage times of Markovian
processes. In Proceedings of the 2nd International Symposium on Semi-Markov
Models: Theory and Applications (Session 4: Statistical Estimation II). Janssen, J.
and Limnios, N. (eds.).
1.6
Dissertations
1. Morais, M.J.C. (2002). Stochastic Ordering in the Performance Analysis of Quality
Control Schemes. Ph.D. thesis, Mathematics Department, Instituto Superior
Técnico. Supervisor: Prof. Dr. A. Pacheco.
2. Morais, M.J.C. (1995). Cartas de controlo FSI e VSI para o parâmetro de escala
da população Weibull tri-paramétrica. M.Sc. thesis, Mathematics Department,
Instituto Superior Técnico. Supervisor: Prof. Dr. M.F. Ramalhoto.
3. Morais, M.J.C. (1992). Cartas de controlo com intervalos amostrais variáveis:
Caracterı́sticas e Planeamento económico–estatı́stico (Control charts with variable
sampling intervals: characteristics and econmical–statistical design). B.Sc. thesis,
Mathematics Department, Instituto Superior Técnico. Supervisor: Prof. Dr. M.F.
Ramalhoto.
1.7
Chapters (with peer review) in books published in Portugal
1. Casquilho, M., Constantino, M. and Morais, M.C. (2006). Sobre a amostragem
de aceitação para a variável gaussiana inversa. (On acceptance sampling for the
inverse Gaussian distribution.) In Ciência Estatı́stica, 267–277. Canto e Castro,
L., Martins, E.G., Rocha, C., Oliveira, M.F., Leal, M.M. and Rosado, F. (eds.).
Edições SPE, Lisboa.
2. Morais, M.C. and Pacheco, A. (2006). Ordenação estocástica. (Stochastic ordering.)
In Ciência Estatı́stica, 81–84. Canto e Castro, L., Martins, E.G., Rocha, C.,
Oliveira, M.F., Leal, M.M. and Rosado, F. (eds.). Edições SPE, Lisboa.
3. Morais, M.C. and Pacheco, A. (2006). Ordenação estocástica: da curva de Lorenz
ao controlo de qualidade. (Stochastic ordering: from the Lorenz curve to quality
control.) In Ciência Estatı́stica, 85–98. Canto e Castro, L., Martins, E.G., Rocha,
C., Oliveira, M.F., Leal, M.M. and Rosado, F. (eds.). Edições SPE, Lisboa.
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4. Morais, M.C. and Pacheco, A. (2004). Taxas de alarme de esquemas de controlo
markovianos. (Alarm rates of Markovian control schemes.) In Estatı́stica com Acaso
e Necessidade, 483–491. Rodrigues, P.M.M., Rebelo, E.L. and Rosado, F. (eds.).
Edições SPE, Lisboa.
5. Morais, M.C. and Pacheco, A. (2001). Ordenação estocástica na análise de
desempenho de esquemas de controlo de qualidade. (Stochastic ordering in the
performance analysis of quality control schemes.) In A Estatı́stica em Movimento,
247–260. Neves, M.M., Cadima, J., Martins, M.J. and Rosado, F. (eds.). Edições
SPE, Lisboa.
6. Morais, M.C. and Pacheco, A. (2001). Misleading signals em esquemas conjuntos
para µ e σ. (Misleading signals in simultaneous schemes for µ and σ.) In Um Olhar
Sobre a Estatı́stica, 334–348. Oliveira, P. and Athayde, E. (eds.). Edições SPE,
Lisboa.
7. Morais, M.C. and Pacheco, A. (1999). Comparação estocástica de tempos de
primeira passagem: uma aplicação a controlo de qualidade, fiabilidade e filas de
espera. (Stochastic comparison of first passage times: an application to quality
control, reliability and queues.) In Afirmar a Estatı́stica: Um Desafio para o Século
XXI, 303–314. Paulino, D., Pacheco, A., Pires, A. and Ferreira da Cunha, A. (eds.).
Edições SPE, Lisboa.
8. Morais, M.J.C. and Pacheco, A. (1998). Ordenação estocástica: um pouco de
história e aplicações. (Stochastic ordering: some history and applications.) In
Estatı́stica: A Diversidade na Unidade, 221–235. Souto de Miranda, M. and Pereira,
I. (eds.). Edições Salamandra, Lisboa.
9. Morais, M.J.C. (1998). Esquemas CEWMA para o controlo simultâneo de µ e de
σ 2 – Uma abordagem Markoviana. (CEWMA schemes for the simultaneous control
of µ and σ 2 — a Markovian approach.) In Estatı́stica: A Diversidade na Unidade,
207–219. Souto de Miranda, M. and Pereira, I. (eds.). Edições Salamandra, Lisboa.
10. Morais, M. and Ramalhoto, M.F. (1997). Cartas EWMA unilaterais superiores
para o parâmetro de escala da população Weibull de mı́nimos tri-paramétrica: Que
vantagens? (Upper one-sided EWMA charts for the scale parameter of the Weibull
distribution: what advantages? ) In A Estatı́stica a Decifrar o Mundo, 247–262.
Vasconcelos, R., Fraga Alves, I., Canto e Castro, L. and Pestana, D. (eds.). Edições
Salamandra, Lisboa.
11. Morais, M. and Ramalhoto, M.F. (1996). Cartas EWMA unilaterais: Uma aplicação
ao controlo de um parâmetro de escala. (Upper one-sided EWMA charts: an
application to the control of a scale parameter.) In Bom Senso e Sensibilidade –
Traves Mestras da Estatı́stica, 291-306. Branco, J., Gomes, P. and Prata, J. (eds.).
Edições Salamandra, Lisboa.
12. Morais, M. and Natário, I. (1996). Como tornar mais eficaz uma carta c
unilateral superior. (How to improve an upper one-sided c-chart.) In Bom Senso e
Sensibilidade – Traves Mestras da Estatı́stica, 307–321. Branco, J., Gomes, P. and
Prata, J. (eds.). Edições Salamandra, Lisboa.
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13. Ramalhoto, M.F. and Morais, M. (1994). Polı́tica VSI aplicada às cartas de controlo
X̄, CUSUM e EWMA. (Variable sampling intervals applied to the X̄, CUSUM
and EWMA charts.) In A Estatı́stica e Futuro e o Futuro da Estatı́stica, 99–114.
Pestana, P., Turkman, A., Branco, J., Duarte, L. and Pires, A. (eds.). Edições
Salamandra, Lisboa.
1.8
Papers (with peer review) in proceedings of national
conferences
1. Morais, M.C. and Pacheco, A. (2001). Evaluating the impact of misleading signals in
joint schemes for µ and σ. Revista de Estatı́stica — Statistical Review, Proceedings
of the 23rd. European Meeting of Statisticians 2/2001, 285–286.
2. Morais, M.J.C. (1998). Grafos, caixeiros viajantes e estatı́stica. (Graphs, travelling
salesmen and Statistics.) In Actas das Jornadas de Aplicações da Matemática, 17–
26. Azenha, A., Jerónimo, M.A. and Rodrigues, J. (eds.).
3. Morais, M.J.C. (1998). PCV: Um velho problema revisitado estatisticamente.
(TSP: an old problem statistically revisited.) In Actas da V Conferência do
CEMAPRE, 439–458. Proença, I. and Mendes, Z. (eds.).
4. Ramalhoto, M.F. and Morais, M. (1995). Cartas de controlo para o parâmetro
de escala da população Weibull tri-paramétrica. (Control charts for the scale
parameter of the Weibull distribution.) In Actas do II Congresso Anual da Sociedade
Portuguesa de Estatı́stica, 345–371.
5. Ramalhoto, M.F., Morais, M., Nunes, C. and Silva, R. (1992). Estudo de uma fila
de espera com número variável de servidores. (On a queue with a variable number
of servers.) In Actas da I Conferência em Estatı́stica e Optimização, 281–300.
Turkman, A. and Carvalho, M.L. (eds.).
6. Ramalhoto, M.F., Morais, M., Nunes, C. and Silva, R. (1992). Técnicas de
uniformização aplicadas ao estudo do comportamento transeunte de cadeias de
Markov em tempo contı́nuo. (Uniformization techniques applied to the study of the
transient behaviour of continuous time Markov chains.) In Actas da I Conferência
em Estatı́stica e Optimização, 301–320. Turkman, A. and Carvalho, M.L. (eds.).
1.9
Other publications
1. Morais, M.C. (1999). Problemas de probabilidades — desafio às células cinzentas!!!
(Probability problems — a challenge for the brain cells!!! ) TI-MAT No. 9, 6–8.
2. Morais, M. (1997). Resultados, mentiras e estatı́stica. (Results, lies and Statistics.)
TI-MAT No. 5, 2–3.
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