Change point estimation in multi-attribute processes
Identification of the change point in multi-attribute processes make the corrective measures to be employed sooner. This of course results in considerable amount of time and money savings. In real-world problems, since most of the process changes are due to instantaneous causes (step-change), a new...
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Format: | Tagungsbericht |
Sprache: | eng |
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Zusammenfassung: | Identification of the change point in multi-attribute processes make the corrective measures to be employed sooner. This of course results in considerable amount of time and money savings. In real-world problems, since most of the process changes are due to instantaneous causes (step-change), a new method is proposed in this paper to derive the maximum likelihood estimator of the time of a step-change in the mean vector of multi-attribute processes. The results of a performance study based on a numerical example are encouraging. |
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DOI: | 10.1109/ICQR.2011.6031606 |