Proposal of multivariate control chart using exponentially log-likelihood for detection of change in mean and variability

Yuma Ueno, Yasushi Nagata

研究成果: Conference contribution

抄録

This study aims to detect various small changes in multivariate control charts. In previous studies, the MEWMA control chart was proposed as a detection of mean vector change, the MEWMC control chart was proposed as a detection of variance covariance matrix change, and the ELR control chart was proposed as a detection of the change of the mean vector and the variance covariance matrix. This study proposes two method using log-likelihood. The first method (MEWML control chart) uses the statistic obtained by directly weighting the log-likelihood. The second method (MEWMML control chart) uses obtained maximum likelihood estimate from log-likelihood using the maximum likelihood method. As a result of Monte Carlo simulations using the ARL evaluation index, the study shows that the MEWML control chart is useful for variance covariance matrix change, and the MEWMML control chart is the most useful for various patterns.

本文言語English
ホスト出版物のタイトルMathematical Methods and Computational Techniques in Science and Engineering II
編集者Nikos Bardis
出版社American Institute of Physics Inc.
ISBN(電子版)9780735416987
DOI
出版ステータスPublished - 2018 7月 27
イベント2nd International Conference on Mathematical Methods and Computational Techniques in Science and Engineering - Cambridge, United Kingdom
継続期間: 2018 2月 162018 2月 18

出版物シリーズ

名前AIP Conference Proceedings
1982
ISSN(印刷版)0094-243X
ISSN(電子版)1551-7616

Other

Other2nd International Conference on Mathematical Methods and Computational Techniques in Science and Engineering
国/地域United Kingdom
CityCambridge
Period18/2/1618/2/18

ASJC Scopus subject areas

  • 物理学および天文学(全般)

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