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Paper Information

Journal:   JOURNAL OF INDUSTRIAL ENGINEERING INTERNATIONAL   APRIL 2013 , Volume 9 , Number 9; Page(s) 1 To 11.
 
Paper: 

IDENTIFYING THE CHANGE TIME OF MULTIVARIATE BINOMIAL PROCESSES FOR STEP CHANGES AND DRIFTS

 
 
Author(s):  AKHAVAN NIAKI SEYED TAGHI*, KHEDMATI MAJID
 
* DEPARTMENT OF INDUSTRIAL ENGINEERING, SHARIF UNIVERSITY OF TECHNOLOGY, AZAADI AVE., TEHRAN 1458889694, IRAN
 
Abstract: 

In this paper, a new control chart to monitor multi-binomial processes is first proposed based on a transformation method. Then, the maximum likelihood estimators of change points designed for both step changes and lineartrend disturbances are derived. At the end, the performances of the proposed change-point estimators are evaluated and are compared using some Monte Carlo simulation experiments, considering that the real change type presented in a process are of either a step change or a linear-trend disturbance. According to the results obtained, the change-point estimator designed for step changes outperforms the change-point estimator designed for linear-trend disturbances, when the real change type is a step change. In contrast, the change-point estimator designed for linear-trend disturbances outperforms the change-point estimator designed for step changes, when the real change type is a linear-trend disturbance.

 
Keyword(s): MULTI-BINOMIAL PROCESSES, MAXIMUM LIKELIHOOD ESTIMATOR, MULTI-ATTRIBUTE PROCESSES, STEP CHANGE, LINEAR-TREND DISTURBANCE, ROOT/POWER TRANSFORMATION
 
 
References: 
 
Cite:
APA: Copy

AKHAVAN NIAKI, S., & KHEDMATI, M. (2013). IDENTIFYING THE CHANGE TIME OF MULTIVARIATE BINOMIAL PROCESSES FOR STEP CHANGES AND DRIFTS. JOURNAL OF INDUSTRIAL ENGINEERING INTERNATIONAL, 9(9), 1-11. https://www.sid.ir/en/journal/ViewPaper.aspx?id=308779



Vancouver: Copy

AKHAVAN NIAKI SEYED TAGHI, KHEDMATI MAJID. IDENTIFYING THE CHANGE TIME OF MULTIVARIATE BINOMIAL PROCESSES FOR STEP CHANGES AND DRIFTS. JOURNAL OF INDUSTRIAL ENGINEERING INTERNATIONAL. 2013 [cited 2021April16];9(9):1-11. Available from: https://www.sid.ir/en/journal/ViewPaper.aspx?id=308779



IEEE: Copy

AKHAVAN NIAKI, S., KHEDMATI, M., 2013. IDENTIFYING THE CHANGE TIME OF MULTIVARIATE BINOMIAL PROCESSES FOR STEP CHANGES AND DRIFTS. JOURNAL OF INDUSTRIAL ENGINEERING INTERNATIONAL, [online] 9(9), pp.1-11. Available at: <https://www.sid.ir/en/journal/ViewPaper.aspx?id=308779>.



 
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