DocumentCode :
704443
Title :
Estimating sporadic change point in the mean of polynomial profiles
Author :
Ayoubi, Mona ; Kazemzadeh, Reza Baradaran
Author_Institution :
Ind. Eng. Dept., Tarbiat Modares Univ., Tehran, Iran
fYear :
2015
fDate :
3-5 March 2015
Firstpage :
1
Lastpage :
8
Abstract :
Identifying the actual time of a change brings a decrease in time range of searching for assignable causes leading to less cost. In this paper, the maximum likelihood approach is developed to estimate sporadic change point for the mean of a polynomial profile in Phase II which has not been performed yet in the literature. Estimation of the process parameters for the samples after the change point is carried out using filtering and smoothing estimation methods of dynamic linear models. The proposed procedures are applied after receiving an out-of-control signal from T2 control chart. The performance of the proposed change point estimators is also compared to the step and drift estimators´ performance under sporadic change in the process mean. Simulation results confirm the effectiveness of the proposed methods in estimating sporadic change point.
Keywords :
control charts; maximum likelihood estimation; polynomials; T2 control chart; maximum likelihood approach; out-of-control signal; polynomial profiles; process mean; sporadic change point estimation; Control charts; Covariance matrices; Estimation; Filtering; Monitoring; Polynomials; Smoothing methods; change point estimation; dynamic linear model (DLM); filtering; maximum likelihood estimator (MLE); polynomial profiles; smoothing; sporadic change; statistical process control;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Industrial Engineering and Operations Management (IEOM), 2015 International Conference on
Conference_Location :
Dubai
Print_ISBN :
978-1-4799-6064-4
Type :
conf
DOI :
10.1109/IEOM.2015.7093807
Filename :
7093807
Link To Document :
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