Multivariate change point estimation in covariance matrix using ANN

In statistical process control, change point estimation is an essential requirement for diagnosing the source of a deviation when a process is out of control. In this study, an ANN- based method is proposed to estimate the change point in the multivariate normal process which is subjected to covaria...

Full description

Saved in:
Bibliographic Details
Main Authors: Firouzi, Alireza, Mohd. Yusof, Noordin, Lee, Muhammad Hisyam
Format: Conference or Workshop Item
Language:English
Published: 2020
Subjects:
Online Access:http://eprints.utm.my/id/eprint/92477/1/AlirezaFirouzi2020_MultivariateChangePointEstimationinCovariance.pdf
http://eprints.utm.my/id/eprint/92477/
http://dx.doi.org/10.1088/1757-899X/884/1/012101
Tags: Add Tag
No Tags, Be the first to tag this record!