Papers in International Journals

• Morais, M. C. ; Wittenberg, P.; Knoth, S. (2023)  An ARL-unbiased modified chart for monitoring autoregressive counts with geometric marginal distributions . Sequential Analysis: 42, 323-347.

• Morais, M. C.  (2023)  Two features of the GINAR(1) process and their impact on the run length performance of geometric control charts . Entropy (Information Theory, Probability and Statistics - special issue on Discrete-Valued Time Series; editor's choice in 2024): 25, 444.

• Morais, M. C. ; Wittenberg, P.; Cruz, C.J. (2023)  An ARL-unbiased modified np-chart for autoregressive binomial counts . Stochastics and Quality Control: 38, 11-24.

• Morais, M. C. ; Wittenberg, P.; Cruz, C. J. (2022)  The np-chart with 3-sigma limits and the ARL-unbiased np-chart revisited . Stochastics and Quality Control: 37, 107-116.

• Wittenberg, P.; Morais, M. C. ; Woodall, W. H. (2022)  Comments on “On scale parameter monitoring of the Rayleigh distributed data using a new design" . IEEE Access: 10, 84622-84625.

• Morais, M. C. ; Schmid, W.; Ramos, Patrícia F.; Lazariv, T.; Pacheco, António (2020)  Misleading signals in joint schemes for the mean vector and covariance matrix . Quality and Reliability Engineering International: 36, 642–651.

• Morais, M. C. ; Knoth, S. (2020)  Improving the ARL profile and the accuracy of its calculation for Poisson EWMA charts . Quality and Reliability Engineering International: 36, 876–889.

• Morais, M. C. ; Schmid, W.; Ramos, Patrícia F.; Lazariv, T.; Pacheco, António (2019)  Comparison of joint control schemes for multivariate normal i.i.d. output . AStA Advances in Statistical Analysis: 103, 257-287.

• Paulino, S.; Morais, M. C. ; Knoth, S. (2019)  On ARL-unbiased c-charts for INAR(1) Poisson counts . Statistical Papers: 60, 1021-1038.

• Santos, M.; Morais, M. C. ; Pacheco, António (2019)  Comparing short and long-memory charts to monitor the traffic intensity of single server queues . Stochastics and Quality Control: 34, 9-18.

• Morais, M. C. ; Schmid, W.; Ramos, Patrícia F.; Lazariv, T.; Pacheco, António; Semeniuk, I. (2019)  Correction to: Comparison of joint control schemes for multivariate normal i.i.d. output . AStA Advances in Statistical Analysis: 103, 289-303.

• Beatriz Sousa; Morais, M. C. ; Yarema Okhrin; Wolfgang Schmid (2018)  GARCH processes and the phenomenon of misleading and unambiguous signals . Applied Stochastic Models in Business and Industry: 34, 667-681.

• Santos, M.; Morais, M. C. ; Pacheco, António (2018)  Comparing short memory charts to monitor the traffic intensity of single server queues . Stochastics and Quality Control: 33, 1-21.

• Morais, M. C. ; Knoth, S.; Weiß, C. H. (2018)  An ARL-unbiased thinning-based EWMA chart to monitor counts . Sequential Analysis: 37, 487-510.

• Morais, M. C.  (2017)  ARL-unbiased geometric and CCC_G control charts . Sequential Analysis: 36, 513-527.

• Morais, M. C. ; Pacheco, António (2016)  On stochastic ordering and control charts for traffic intensity . Sequential Analysis: 35, 536-559.

• Ramos, Patrícia F.; Morais, M. C. ; Pacheco, António; Schmid, W. (2016)  On the misleading signals in simultaneous schemes for the mean vector and covariance matrix of multivariate i.i.d. output . Statistical Papers: 57, 471-498.

• Paulino, S.; Morais, M. C. ; Knoth, K. (2016)  An ARL-unbiased c-chart . Quality and Reliability Engineering International: 32, 2847-2858.

• Morais, M. C. ; Pacheco, António (2016)  On hitting times for Markov time series of counts with applications to quality control . REVSTAT: 14, 455-479.

• Morais, M. C.  (2016)  An ARL-unbiased np-chart . Economic Quality Control: 31, 11-21.

• Ralha, T.; Morais, M. C. ; Oliveira, M. Rosário (2015)  On valid signals in joint schemes for the process mean and variance . Economic Quality Control: volume 30, issue 2, 99-110.

• Morais, M. C. ; Okhrin, Y.; Schmid, W. (2015)  Quality surveillance with EWMA control charts based on exact control limits . Statistical Papers: 56, 863-885.

• Morais, M. C. ; Ramos, Patrícia F.; Pacheco, António; Schmid, W. (2014)  On the impact of falsely assuming i.i.d. output in the probability of misleading signals . REVSTAT – Statistical Journal: 12(3), 221-245.

• Ramos, Patrícia F.; Morais, M. C. ; Pacheco, António; Schmid, Wolfgang (2013)  Stochastic ordering in the qualitative assessment of the performance of simultaneous schemes for bivariate processes . Sequential Analysis-Design Methods and Applications: 32(2), 214-229.

• Morais, M. C. ; Pacheco, António (2012)  A note on the aging properties of the run length of Markov-type control charts . Sequential Analysis-Design Methods and Applications: 31(1), 88-98.

• Knoth, Sven; Morais, M. C. ; Pacheco, António; Schmid, Wolfgang (2009)  Misleading signals in simultaneous residual schemes for the mean and variance of a stationary process . Communications in Statistics-Theory and Methods: 38(16-17), 2923-2943.

• Morais, M. C. ; Okhrin, Y.; Pacheco, António; Schmid, W. (2008)  EWMA charts for multivariate output: some stochastic ordering results . Communications in Statistics - Theory and Methods: 37(16), 2653-2663.

• Morais, M. C. ; Pacheco, António (2007)  Shewhart schemes with variable sampling intervals revisited . Sequential Analysis-Design Methods and Applications: 26(3), 265–282.

• Morais, M. C. ; Okhrin, Y.; Pacheco, António; 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 sigma . Statistics & Decisions: 24, 1001-1018.

• Morais, M. C. ; Pacheco, António (2006)  Assessing the impact of head starts in the performance of one-sided Markov-type control schemes . Sequential Analysis-Design Methods and Applications: 25(4), 405-420.

• Morais, M. C. ; Pacheco, António (2006)  Combined CUSUM-Shewhart schemes for binomial data . Economic Quality Control: 21(1), 43-57.

• Morais, M. C. ; Pacheco, António (2004)  A note on the ageing character of the run length of Markov-type quality control schemes . Journal of Applied Probability: 41(4), 1243-1247.

• Mateus, P.; Morais, M. C. ; Nunes, Cláudia; Pacheco, António; Sernadas, A.; Sernadas, C. (2003)  Categorical foundations for randomly timed automata . Theoretical Computer Science: 308(1-3), 393-427.

• Morais, M. C. ; Pacheco, António (2001)  Some stochastic properties of upper one-sided X-bar and EWMA charts for mu in the presence of shifts in sigma . Sequential Analysis-Design Methods and Applications: 20, 1-12.

• Morais, M. C. ; Pacheco, António (2000)  On the performance of combined EWMA schemes for mu and sigma: a Markovian approach . Communications in Statistics - Simulation and Computation: 29(1), 153-174.

• Ramalhoto, M.F.; Morais, M. C.  (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.

• Morais, M. C. ; Pacheco, António (1999)  Counted data control charts sensitive to sudden increases of the summary statistic . REVSTAT (Statistical Review): 1, 25-45.

• Morais, M. C. ; Natário, I. (1998)  Improving an upper one-sided c-chart . Communications in Statistics - Theory and Methods: 27(2), 353–364.

• Ramalhoto, M.F.; Morais, M. C.  (1998)  EWMA control charts for the scale parameter of a Weibull control variable with fixed and variable sampling intervals . Economic Quality Control: 13, 23–46.

• Morais, M. C. ; Pacheco, António (1998)  Two stochastic properties of one-sided exponentially weighted moving average control charts . Communications in Statistics - Simulation and Computation: 27(4), 937–952.

Books

• Morais, M. C.  (2024)  Stochastic Processes: Theory, Examples & Exercises . IST Press (500 pages), ISBN: 978-989-9208-00-1.

• Morais, M. C.  (2023)  Probabilidades e Estatística: Teoria, Exemplos & Exercícios (2a. edição) . IST Press (584 pages), ISBN: 978-989-8481-78-8.

• Morais, M. C.  (2020)  Probabilidades e Estatística: Teoria, Exemplos & Exercícios . IST Press (584 pages), ISBN: 978-989-8481-78-8.

Papers or Chapters in Edited Books

• Morais, M. C.  (2024)  Two features of the GINAR(1) process and their impact on the run length performance of geometric control charts . Discrete-Valued Time Series, 179-190.

• Morais, M. C.  (2024)  Stochastic ordering in the performance analysis of control charts for binomial AR(1) processes . Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science, 155-172.

• Morais, M. C. ; Okhrin, Y.; Schmid, W. (2024)  Monitoring the Value at Risk with Applications to Finance . Frontiers in Statistical Quality Control (Vol. 14).

• Morais, M. C. ; Knoth, S.; Cruz, C. J.; Weiß, C. H. (2021)  ARL-unbiased CUSUM schemes to monitor binomial counts . Frontiers in Statistical Quality Control (Vol. 13), 77-98.

• Morais, M. C. ; Knoth, S. (2020)  c Charts . Wiley StatsRef: Statistics Reference Online.

• Morais, M. C. ; Knoth, S. (2018)  On ARL-unbiased charts to monitor the traffic intensity of a single server queue . Frontiers in Statistical Quality Control (Vol. 12), 87-112.

• Morais, M. C. ; Ramos, Patrícia F.; Pacheco, António (2015)  Strategies to reduce the probability of a misleading signal . Frontiers in Statistical Quality Control (Vol. 11), 183-199.

• Knoth, S.; Morais, M. C.  (2015)  On ARL-unbiased control charts . Frontiers in Statistical Quality Control (Vol. 11), 95-117.

• Salvador, T.; Morais, M. C.  (2014)  The Traveling Salesman Problem and the Gnedenko theorem . New Advances in Statistical Modeling and Applications, Studies in Theoretical and Applied Statistics: Springer-Verlag, 197-206.

• Ramos, Patrícia F.; Morais, M. C. ; Pacheco, António; Schmid, W. (2013)  Misleading signals in simultaneous residual schemes for the process mean and variance of AR(1) processes: a stochastic ordering approach . Advances in Regression, Survival Analysis, Extreme Values, Markov Processes and Other Statistical Applications, Springer Berlin Heidelberg, 173-182.

• Ramos, Patrícia F.; Morais, M. C. ; Pacheco, António; Schmid, W. (2013)  Misleading signals in simultaneous schemes for the mean vector and covariance matrix of a bivariate process . Recent Developments in Modeling and Applications in Statistics Studies in Theoretical and Applied Statistics, Springer Berlin Heidelberg, 225–235.

• Morais, M. C. ; Okhrin, Y.; Schmid, W. (2012)  Limit properties of EWMA charts for stationary processes . Frontiers in Statistical Quality Control 10, Physica-Verlag HD, 69–84.

• Ramos, Patrícia F.; Morais, M. C. ; Pacheco, António; 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 . Frontiers in Statistical Quality Control 10, Physica-Verlag HD, 35–52.

• Morais, M. C. ; Pacheco, António (2006)  Ordenação estocástica: da curva de Lorenz ao controlo de qualidade (Stochastic ordering: from the Lorenz curve to quality control) . Ciência Estatística: Edições SPE, Lisboa, 85-98.

• Casquilho, M.; Constantino, M.; Morais, M. C.  (2006)  Sobre a amostragem de aceitação para a variável gaussiana inversa (On acceptance sampling for the inverse Gaussian distribution) . Ciência Estatística: Edições SPE, Lisboa, 267-277.

• Morais, M. C. ; Pacheco, António (2006)  Misleading signals in joint schemes for mu and sigma . Frontiers in Statistical Quality Control (Vol. 8), 100-122.

• Morais, M. C. ; Pacheco, António (2006)  Ordenação estocástica (Stochastic ordering) . Ciência Estatística: Edições SPE, Lisboa, 81-84.

• Morais, M. C. ; Pacheco, António (2004)  A note on stochastic ordering criteria in SPC for the case of correlated output . Frontiers in Statistical Quality Control (Vol. 7), 237–260.

• Morais, M. C. ; Pacheco, António (2004)  Taxas de alarme de esquemas de controlo markovianos (Alarm rates in Markovian control schemes) . Estatística com Acaso e Necessidade: Edições SPE, Lisboa, 483-491.

• Morais, M. C. ; Pacheco, António (2001)  Misleading signals em esquemas combinados EWMA para mu e sigma (Misleading signals in combined EWMA schemes for mu and sigma) . Um Olhar Sobre a Estatística: Edições SPE, Lisboa, 334-348.

• Morais, M. C. ; Pacheco, António (2001)  Ordenação estocástica na análise de desempenho de esquemas de controlo de qualidade (Stochastic ordering in the performance analysis of quality control schemes) . A Estatística em Movimento: Edições SPE, Lisboa, 247-260.

• Morais, M. C. ; Pacheco, António (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) . Afirmar a Estatística: Um Desafio para o Século XXI: Edições SPE, Lisboa, 303-314.

• Morais, M. C.  (1998)  Esquemas CEWMA para o controlo simultâneo de mu e de sigma2 – uma abordagem markoviana. (CEWMA schemes for the simultaneous control of mu and sigma2 — a Markovian approach) . Estatística: A Diversidade na Unidade: Edições Salamandra, Lisboa, 207–219.

• Morais, M. C. ; Pacheco, António (1998)  Ordenação estocástica: Um pouco de história e aplicações (On the history and applications of stochastic ordering) . Estatística: A Diversidade na Unidade: Edições Salamandra, Lisboa, 221-235.

• Morais, M. C. ; M.F. Ramalhoto (1997)  Cartas EWMA unilaterais superiores para o parâmetro de escala da população Weibull de mínimos tri-paramétrica: Que vantagens? (Upper one-sided EWMA charts for the scale parameter of the Weibull distribution: what advantages?) . A Estatística a Decifrar o Mundo: Edições Salamandra, Lisboa, 247–262.

• Morais, M. C. ; M.F. Ramalhoto (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) . Bom Senso e Sensibilidade – Traves Mestras da Estatística: Edições Salamandra, Lisboa, 291-306.

• Morais, M. C. ; I. Natário (1996)  Como tornar mais eficaz uma carta c unilateral superior (How to improve an upper one-sided c-chart) . Bom Senso e Sensibilidade – Traves Mestras da Estatística: Edições Salamandra, Lisboa., 307–321.

• Morais, M. C. ; M.F. Ramalhoto (1994)  Política VSI aplicada às cartas de controlo Xbar, CUSUM e EWMA. (Variable sampling intervals applied to the Xbar, CUSUM and EWMA charts) . A Estatística e Futuro e o Futuro da Estatística: Edições Salamandra, Lisboa, 99–114.

Communications in Conference Proceedings

• Morais, M. C. ; Okhrin, Y.; Schmid, W. (2023)  Monitoring the Value at Risk Over Time in Finance . Proceedings of the XIVth International Workshop on Intelligent Statistical Quality Control, 105-118.

• Morais, M. C. ; Knoth, S.; Cruz, C. J.; Weiß, C. H. (2019)  ARL-unbiased CUSUM schemes to monitor binomial counts . Proceedings of the XIII International Workshop on Intelligent Statistical Quality Control, 123-145.

• Ramos, Patrícia F.; Morais, M. C. ; Pacheco, António; Schmid, W. (2016)  On the influence of control statistics in the performance of joint schemes for location and spread . Proceedings of the 10th Workshop on Statistics, Mathematics and Computation.

• Morais, M. C. ; Knoth, S. (2016)  On ARL-unbiased charts to monitor the traffic intensity of a single server queue . Proceedings of the XIIth. International Workshop on Intelligent Statistical Quality Control, 217-242.

• Morais, M. C. ; Ramos, Patrícia F.; Pacheco, António (2013)  Strategies to reduce the probability of a misleading signal . Proceedings of the XIth International Workshop on Intelligent Statistical Quality Control, 229–244.

• Knoth, S.; Morais, M. C.  (2013)  On ARL-unbiased charts . Proceedings of the XIth International Workshop on Intelligent Statistical Quality Control, 31–50.

• Ramos, Patrícia F.; Morais, M. C. ; Pacheco, António; Schmid, W. (2010)  Assessing the impact of autocorrelation in misleading signals in simultaneous residual schemes for the process mean and variance: a stochastic ordering approach . Proceedings of the X International Workshop on Intelligent Statistical Quality Control.

• Morais, M. C. ; Pacheco, António (2004)  Misleading signals in joint schemes for mu and sigma . Proceedings of the VIIIth International Workshop on Intelligent Statistical Quality Control (Eds. Grzegorzewski, P. et al.), 151–173.

• Morais, M. C. ; Pacheco, António (2001)  Assessing the impact of correlation in the performance of residual schemes: a stochastic ordering approach . Proceedings of the VIIth International Workshop on Intelligent Statistical Quality Control, 334–348.

• Morais, M. C. ; Pacheco, António (2001)  Evaluating the impact of misleading signals in joint schemes for mu and sigma . Revista de Estatística - Statistical Review, Proceedings of the 23rd European Meeting of Statisticians Tecnopolo Funchal, Madeira, Portugal, August 13-18: 2/2001, 285-286.

• Ramalhoto, M.F.; Morais, M. C.  (1998)  Some simple control charts for the location parameter of a Weibull control variable with fixed and variable sampling intervals . Proceedings of the VI International Workshop on Intelligent Statistical Quality Control, 141–148.

• Morais, M. C.  (1998)  Grafos, caixeiros viajantes e estatística (Graphs, travelling salesmen and statistics) . Actas das Jornadas de Aplicações da Matemática, 17– 26.

• Morais, M. C. ; Pacheco, António (1998)  Comparing first passage times of Markovian processes . Proceedings of the 2nd International Symposium on Semi-Markov Models: Theory and Applications.

• Morais, M. C.  (1998)  PCV: Um velho problema revisitado estatisticamente (TSP: an old problem statistically revisited) . Actas da V Conferência do CEMAPRE, 439–458.

• M.F. Ramalhoto; Morais, M. C.  (1995)  Cartas de controlo para o parâmetro de escala da população Weibull tri-paramétrica (Control charts for the scale parameter of the Weibull distribution) . Actas do II Congresso Anual da Sociedade Portuguesa de Estatística, 345–371.

• M.F. Ramalhoto; Morais, M. C. ; Nunes, Cláudia; Oliveira, M. Rosário (1992)  Técnicas de uniformização aplicadas ao estudo do comportamento transeunte de cadeias de Markov em tempo contínuo. (Uniformization techniques applied to the study of the transient behaviour of continuous time Markov chains) . Actas da I Conferência em Estatística e Optimização, 301–320.

• M.F. Ramalhoto; Morais, M. C. ; Nunes, Cláudia; Oliveira, M. Rosário (1992)  Estudo de uma fila de espera com número variável de servidores (On a queue with a variable number of servers) . Actas da I Conferência em Estatística e Optimização, 281–300.

Thesis

• Morais, M. C.  (2002)  Stochastic Ordering in the Performance Analysis of Quality Control Schemes . Ph.D. thesis, IST, UTL.

• Morais, M. C.  (1995)  Cartas de controlo FSI e VSI para o parâmetro de escala da população Weibull tri-paramétrica (FSI and VSI Control Charts for the Scale Parameter of a Weibull Distribution) . M.Sc. thesis, IST, UTL.

• Morais, M. C.  (1992)  Cartas de Controlo com Intervalos Amostrais Variáveis: Características e Planeamento Económico–Estatístico (Control Charts with Variable Sampling Intervals: Characteristics and Economical–Statistical Design) . B.Sc. thesis, IST, UTL.

Papers in National Scientific Journals

• Morais, M. C.  (2019)  Cartas de controlo para o valor esperado de um processo INAR(1) com função ARL sem viés (ARL-unbiased control charts for the expected value of an INAR(1) process) . Bulletin of the Portuguese Statistical Society: Spring issue, 46-52.

• Morais, M. C.  (2017)  Testes uniformemente mais potentes não enviesados e o controlo de artigos defeituosos em Engenharia Industrial (UMP tests and the control of defective items in Industrial Engineering) . Bulletin of the Portuguese Statistical Society: Spring issue, 22-29.

PhD Thesis Supervision

• Performance analysis of simultaneous control schemes for the process mean (vector) and (co)variance (matrix). Patrícia Alexandra de Azevedo Carvalho Ferreira Ramos (PhD in Statistics and Stochastic Processes). IST, 3 July 2013. (Co-supervisor: António Pacheco.)

MSc Thesis Supervision

• Esquemas CUSUM com ARL sem viés para processos i.i.d. e INAR(1) com marginais de Poisson. (On ARL-unbiased c-charts and two-sided CUSUM schemes for i.i.d. and INAR(1) Poisson counts.) Mafalda Filipa Vicente Clara (MMA). IST, 10 July 2019.
• Cartas com ARL sem viés para processos i.i.d. e AR(1) com marginais binomiais. (On ARL-unbiased charts for i.i.d. and AR(1) binomial counts.) Camila Jeppesen Cruz (MMA). IST, 10 July 2019.
• On control charts and the detection of increases in the traffic intensity of queueing systems. Marta David Marques dos Santos (MMA). IST, 19 December 2016. (Co-supervisor: António Pacheco.)
• (G)ARCH processes and the phenomenon of misleading and unambiguous signals. Ana Beatriz Torres de Sousa (MMA). IST, 18 December 2015.
• Classificação de grãos de café de acordo com a origem geográfica: uma abordagem estatística. Análise de regiões produtoras do Havai, Brasil, Etiópia e Quénia. (Classification of green coffee beans according to the geographical origin: a statistical approach. Analysis of the producing regions of Hawaii, Brazil, Ethiopia and Kenya.) Jéssica Filipa Antunes Vieira (MMA). IST, 18 December 2015. (Supervisor: Rosário Oliveira. Co-supervisors: Manuel Cabral Morais; Carla Rodrigues, Diverge, Grupo Nabeiro Innovation Center.)
• On ARL-unbiased c-charts for i.i.d. and INAR(1) Poisson counts. Sofia Raquel Bastos Benvindo Paulino (MMA). IST, 24 April 2015.
• Sinais válidos em esquemas conjuntos para a localização e a dispersão com exemplos em R. (Valid signals in joint schemes for the process location and spread with examples in R.) Tânia Isabel Cavaco Ralha (MMA). IST, 19 December 2014. (Co-supervisor: Rosário Oliveira.)
• Avaliação do impacto da correlação em sinais erróneos de esquemas conjuntos para a média e a variância. (Assessing of the impact of the correlation on misleading signals in joint schemes for the mean and variance.) Cláudia Patrícia Nunes Antunes (ME). IST, 18 February 2008. (Co-supervisor: António Pacheco.)