Multioutput LS-SVR based residual MCUSUM control chart for autocorrelated process

- Journal title : Journal of the Korean Data and Information Science Society
- Volume 27, Issue 2, 2016, pp.523-530
- Publisher : Korean Data and Information Science Society
- DOI : 10.7465/jkdi.2016.27.2.523

Title & Authors

Multioutput LS-SVR based residual MCUSUM control chart for autocorrelated process

Hwang, Changha;

Hwang, Changha;

Abstract

Most classical control charts assume that processes are serially independent, and autocorrelation among variables makes them unreliable. To address this issue, a variety of statistical approaches has been employed to estimate the serial structure of the process. In this paper, we propose a multioutput least squares support vector regression and apply it to construct a residual multivariate cumulative sum control chart for detecting changes in the process mean vector. Numerical studies demonstrate that the proposed multioutput least squares support vector regression based control chart provides more satisfying results in detecting small shifts in the process mean vector.

Keywords

Autocorrelated process;least squares support vector regression;multioutput regression;multivariate cumulative sum control chart;residual control chart;statistical process;

Language

English

Cited by

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