Fault Detection and Root Cause Analysis of a Batch Process via Novel Nonlinear Dissimilarity and Comparative Granger Causality Analysis

2019 ◽  
Vol 58 (47) ◽  
pp. 21842-21854 ◽  
Author(s):  
He Fei ◽  
Wang Chaojun ◽  
Fan Shu-Kai S
2018 ◽  
Vol 51 (18) ◽  
pp. 381-386 ◽  
Author(s):  
Han-Sheng Chen ◽  
Zhengbing Yan ◽  
Xuelei Zhang ◽  
Yi Liu ◽  
Yuan Yao

2011 ◽  
pp. 78-86
Author(s):  
R. Kilian ◽  
J. Beck ◽  
H. Lang ◽  
V. Schneider ◽  
T. Schönherr ◽  
...  

2012 ◽  
Vol 132 (10) ◽  
pp. 1689-1697
Author(s):  
Yutaka Kudo ◽  
Tomohiro Morimura ◽  
Kiminori Sugauchi ◽  
Tetsuya Masuishi ◽  
Norihisa Komoda

e-Finanse ◽  
2020 ◽  
Vol 16 (1) ◽  
pp. 20-26
Author(s):  
Taiwo A. Muritala ◽  
Muftau A. Ijaiya ◽  
Olatanwa H. Afolabi ◽  
Abdulrasheed B. Yinus

AbstractThis paper examines the causality between fraud and bank performance in Nigeria over the period 2000-2016 for quarterly financial data using Johansen’s Multivariate Cointegration Model and Vector Autoregressive (VAR) Granger Causality analysis. The results show a long-run relationship between the variables. Bank performance was found to be linked to Granger fraud variables and vice versa at 10% significant level. This study reveals that there was a direct causal relationship between bank performance and fraud because increase in fraudulent activities in the banking sector leads to reduction in bank performance. Hence, this study recommends that internal control systems of banks should be strengthened so as to detect and prevent fraud. In this way, bank assets would be protected.


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