change point estimation in the mean of polynomial profiles under drift

Authors

مجید امین نیری

دانشکده مهندسی صنایع - دانشگاه صنعتی امیرکبیر بابک محمدی

مهندسی صنایع- دانشگاه صنعتی امیرکبیر مونا ایوبی

مهندسی صنایع- دانشگاه تربیت مدرس

abstract

in this paper, drift change point estimation in the mean of polynomial profiles is considered. for this purpose, the proposed change point estimator is computed using maximum likelihood approach. performance of the proposed estimator is evaluated using monte carlo simulations when t2 control chart issues an out-of-control signal. simulation results show that the performance of the proposed estimator improves when the magnitude of shifts increases. also, the desirable performance of the proposed estimator is clear in all range of shifts.

Upgrade to premium to download articles

Sign up to access the full text

Already have an account?login

similar resources

Monitoring and Change Point Estimation of AR(1) Autocorrelated Polynomial Profiles

In this paper, a remedial measure is first proposed to eliminate the effect of autocorrelation in phase-ІІ monitoring of autocorrelated polynomial profiles, where there is a first order autoregressive (AR(1)) relation between the error terms in each profile. Then, a control chart based on the generalized linear test (GLT) is proposed to monitor the coefficients of polynomial profiles and an R-c...

full text

Isotonic Change Point Estimation in the AR(1) Autocorrelated Simple Linear Profiles

Sometimes the relationship between dependent and explanatory variable(s) known as profile is monitored. Simple linear profiles among the other types of profiles have been more considered due to their applications especially in calibration. There are some studies on the monitoring them when the observations within each profile are autocorrelated. On the other hand, estimating the change point le...

full text

Change - Point Estimation Under Asymmetric

In the asymptotic setting of the change-point estimation problem the limiting behavior of Bayes procedures for a general loss function is studied. It is demonstrated that the distribution of the diierence between the Bayes estimator and the parameter converges to the distribution of a (nondegenerate) random variable. The sequence of minimum Bayes risks is shown to converge to its supremum, and ...

full text

Change–Point Estimation Under Adaptive Sampling

We study change–point estimation using a two–stage (generalizable to multi–stage) sampling design in a regression setting Y = f(X) + 2. For the talk, the underlying regression function is assumed to be parametrically specified, with a single unknown jump discontinuity of interest. The experimenter is given a budget of n points to make inference on the change–point. The two–stage procedure works...

full text

Drift Change Point Estimation in the rate and dependence Parameters of Autocorrelated Poisson Count Processes Using MLE Approach: An Application to IP Counts Data

Change point estimation in the area of statistical process control has received considerable attentions in the recent decades because it helps process engineer to identify and remove assignable causes as quickly as possible. On the other hand, improving in measurement systems and data storage, lead to taking observations very close to each other in time and as a result increasing autocorrelatio...

full text

Semi-parametric estimation of the change-point of mean value of non-gaussian random sequences by polynomial maximization method

Abstrac tAn application of the maximization technique in the synthesis of polynomial adaptive algorithms for a posterior (retrospective) estimation of the change-point of the mean value of random sequences is presented. Statistical simulation shows a significant increase in the accuracy of polynomial estimates, which is achieved by taking into account the non-Gaussian character of statistical d...

full text

Hosted on Doprax cloud platform doprax.com

copyright © 2015-2023