Change Point Estimation of Multivariate Multiple Linear Profiles, under Multiple Linear Drifts and Step Changes, M.Sc. Thesis Sharif University of Technology ; Mahlooji, Hashem (Supervisor)
Abstract
Control charts are the most popular Statistical Process Control tools used to monitor process changes. However, they are not capable of identifying the real time of a process change, which is essential for diagnosing assignable causes of the change. Therefore, a number of methods of change-point estimation have been developed. In the literature, relatively little study has been done on multiple changes. In this research, a new method based on Maximum Likelihood Estimator (MLE) is introduced to identify linear drifts and step changes in multivariate multiple linear profiles. Due to the massive increase in the amount and time of the calculations along with the growth of the number of the...
Cataloging briefChange Point Estimation of Multivariate Multiple Linear Profiles, under Multiple Linear Drifts and Step Changes, M.Sc. Thesis Sharif University of Technology ; Mahlooji, Hashem (Supervisor)
Abstract
Control charts are the most popular Statistical Process Control tools used to monitor process changes. However, they are not capable of identifying the real time of a process change, which is essential for diagnosing assignable causes of the change. Therefore, a number of methods of change-point estimation have been developed. In the literature, relatively little study has been done on multiple changes. In this research, a new method based on Maximum Likelihood Estimator (MLE) is introduced to identify linear drifts and step changes in multivariate multiple linear profiles. Due to the massive increase in the amount and time of the calculations along with the growth of the number of the...
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