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Information Journal Paper

Title

IDENTIFYING THE CHANGE TIME OF MULTIVARIATE BINOMIAL PROCESSES FOR STEP CHANGES AND DRIFTS

Pages

  1-11

Abstract

 In this paper, a new control chart to monitor MULTI-BINOMIAL PROCESSES is first proposed based on a transformation method. Then, the MAXIMUM LIKELIHOOD ESTIMATORs of change points designed for both STEP CHANGEs and lineartrend disturbances are derived. At the end, the performances of the proposed change-point estimators are evaluated and are compared using some Monte Carlo simulation experiments, considering that the real change type presented in a process are of either a STEP CHANGE or a LINEAR-TREND DISTURBANCE. According to the results obtained, the change-point estimator designed for STEP CHANGEs outperforms the change-point estimator designed for LINEAR-TREND DISTURBANCEs, when the real change type is a STEP CHANGE. In contrast, the change-point estimator designed for LINEAR-TREND DISTURBANCEs outperforms the change-point estimator designed for STEP CHANGEs, when the real change type is a LINEAR-TREND DISTURBANCE.

Cites

References

Cite

APA: Copy

AKHAVAN NIAKI, SEYED TAGHI, & KHEDMATI, MAJID. (2013). IDENTIFYING THE CHANGE TIME OF MULTIVARIATE BINOMIAL PROCESSES FOR STEP CHANGES AND DRIFTS. JOURNAL OF INDUSTRIAL ENGINEERING INTERNATIONAL, 9(9), 1-11. SID. https://sid.ir/paper/309906/en

Vancouver: Copy

AKHAVAN NIAKI SEYED TAGHI, KHEDMATI MAJID. IDENTIFYING THE CHANGE TIME OF MULTIVARIATE BINOMIAL PROCESSES FOR STEP CHANGES AND DRIFTS. JOURNAL OF INDUSTRIAL ENGINEERING INTERNATIONAL[Internet]. 2013;9(9):1-11. Available from: https://sid.ir/paper/309906/en

IEEE: Copy

SEYED TAGHI AKHAVAN NIAKI, and MAJID KHEDMATI, “IDENTIFYING THE CHANGE TIME OF MULTIVARIATE BINOMIAL PROCESSES FOR STEP CHANGES AND DRIFTS,” JOURNAL OF INDUSTRIAL ENGINEERING INTERNATIONAL, vol. 9, no. 9, pp. 1–11, 2013, [Online]. Available: https://sid.ir/paper/309906/en

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