• 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