Support Vector Data Description Based Multivariate Cumulative Sum Control Chart
2011 ◽
Vol 314-316
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pp. 2482-2485
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Keyword(s):
A SVDD (Support Vector Data Description) based MCUSUM (Multivariate Cumulative Sum) chart is proposed and referred as S-MCUSUM chart, which has an advantage of distribution free. Numerical experiments on the performance of the S-MCUSUM chart is compared to the COT (Cumulative of T) chart. The results show that the COT chart is somewhat better than the S-MCUSUM chart for multivariate normally distributed data. However, the S-MCUSUM chart is much better than the COT chart for banana-shaped distributed data which is a typical non-normal distribution.
2018 ◽
Vol 10
(11)
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pp. 168781401881062
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Keyword(s):
Keyword(s):