Identifying the change time of multivariate binomial processes for step changes and drifts
نویسندگان
چکیده
منابع مشابه
Identifying the time of a step change in AR(1) auto-correlated simple linear profiles
Assuming a first-order auto-regressive model for the auto-correlation structure between observations, in this paper, a transformation method is first employed to eliminate the effect of auto-correlation. Then, a maximum likelihood estimator (MLE) of a step change in the parameters of the transformed model is derived and three separate EWMA control charts are used to monitor the parameters of th...
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ژورنال
عنوان ژورنال: Journal of Industrial Engineering International
سال: 2013
ISSN: 1735-5702,2251-712X
DOI: 10.1186/2251-712x-9-3