scholarly journals Robust control chart for change point detection of process variance in the presence of disturbances

2015 ◽  
Author(s):  
Ng Kooi Huat ◽  
Habshah Midi
Keyword(s):  
Robust Control ◽  
Control Chart ◽  
Change Point ◽  
Change Point Detection ◽  
Process Variance ◽  
Point Detection

Change point detection in social networks using a multivariate exponentially weighted moving average chart

2019 ◽  
Vol 46 (6) ◽  
pp. 790-809
Author(s):  
Ali Salmasnia ◽  
Mohammadreza Mohabbati ◽  
Mohammadreza Namdar
Keyword(s):  
Social Networks ◽  
Control Chart ◽  
Change Point ◽  
Moving Average ◽  
Change Point Detection ◽  
Network Density ◽  
Exponentially Weighted Moving Average ◽  
The Social ◽  
Point Detection ◽  
Weighted Moving Average

Although the significant role of social networks in communications between individuals has attracted researchers’ attention to the social networks, only few authors investigated social network monitoring in their studies. Most of the existing studies in this context suffer from the following three main drawbacks: (1) using the case-based network attributes such as person experiences and departments instead of the main attributes such as network density and centrality attributes, (2) monitoring the social attributes separately with the assumption that they are independent of each other and (3) ignoring detection of real time of change in the network. To overcome the above-mentioned disadvantages, this research develops a statistical method for monitoring the connections among actors in the social networks with the four most important network attributes consisting of (1) network density, (2) degree centrality, (3) betweenness centrality and (4) closeness centrality. To this end, a multivariate exponentially weighted moving average (MEWMA) control chart is used for simultaneous monitoring of these four correlated attributes. Furthermore, since the control chart usually does not alert a signal in the exact time of change due to type II error, this study presents a change point detection method to reduce cost and time required for diagnosing the control chart signal. Eventually, the efficiency of the proposed approach in comparison with the existing methods is evaluated through a simulation procedure. The results indicate that the suggested method has better performance than the univariate approach in detecting change point.

scholarly journals Change Point Detection with Robust Control Chart

2011 ◽  
Vol 2011 ◽  
pp. 1-20
Author(s):  
Ng Kooi Huat ◽  
Habshah Midi
Keyword(s):  
Robust Control ◽  
Phase I ◽  
Control Chart ◽  
Phase Ii ◽  
Control Process ◽  
Change Point Detection ◽  
Process Data ◽  
To Come ◽  
Point Detection ◽  
Control Limits

Monitoring a process over time using a control chart allows quick detection of unusual states. In phase I, some historical process data, assumed to come from an in-control process, are used to construct the control limits. In Phase II, the process is monitored for an ongoing basis using control limits from Phase I. In Phase II, observations falling outside the control limits or unusual patterns of observations signal that the process has shifted from in-control process settings. Such signals trigger a search for assignable cause and, if the cause is found, corrective action will be implemented to prevent its recurrence. The purpose of this paper is to introduce a new methodology appropriate for constructing a robust control chart when a nonnormal or a contaminated data that may arise in phase I state. Through extensive Monte Carlo simulations, we examine the behaviors and performances of the proposed MM robust control chart when there is a process shift in mean.

Large parametric change-point detection by a V-box control chart

2016 ◽  
Vol 35 (2) ◽  
pp. 254-264 ◽  
Author(s):  
Konrad Furmańczyk ◽  
Stanisław Jaworski
Keyword(s):  
Control Chart ◽  
Change Point ◽  
Change Point Detection ◽  
Parametric Change ◽  
Point Detection

scholarly journals Change Point Detection of Sustainable Periods of Economic Systems Under the Robust Control

2019 ◽  
Vol 26 (2) ◽  
pp. 27-36
Author(s):  
S. E. Khrushchev ◽  
M. A. Alekseev ◽  
O. M. Logachova
Keyword(s):  
Robust Control ◽  
Change Point ◽  
Regression Models ◽  
Small Volume ◽  
Statistical Modelling ◽  
Change Point Detection ◽  
Economic Systems ◽  
Non Gaussian ◽  
Point Detection ◽  
And Control

This article addresses the potential of mathematical and statistical modelling the change point detection in economic systems on the example of UC «RUSAL». Change point prediction of stable or quasi-stable periods of economic systems is necessary for the operational changing of a strategy, tactics and control of the considered economic system. It solves one of the robust control problems, the purpose of which is the synthesis of the regulator that can provide the preservation of output variables of the system within the robust limit for all types of membership functions and the uncertainty of the input data.The developed algorithm is based on the study of the behavior of residuals of regression models by the observed series of the dynamics of some exponent (as a benchmark was chosen the price of ordinary share). This algorithm is applicable for small volume samples, which, as a rule, are the series of dynamics of exponents of economic systems and also, in the study of non-Gaussian observational models.

Understanding the CoVID-19 pandemic Curve through statistical approach (Preprint)

2020 ◽  
Author(s):  
Ibrar Ul Hassan Akhtar
Keyword(s):  
Probability Density ◽  
Change Point ◽  
Statistical Approach ◽  
Sudden Change ◽  
Global Scale ◽  
Change Point Detection ◽  
Segment Length ◽  
Infected Population ◽  
The Mean ◽  
Point Detection

UNSTRUCTURED Current research is an attempt to understand the CoVID-19 pandemic curve through statistical approach of probability density function with associated skewness and kurtosis measures, change point detection and polynomial fitting to estimate infected population along with 30 days projection. The pandemic curve has been explored for above average affected countries, six regions and global scale during 64 days of 22nd January to 24th March, 2020. The global cases infection as well as recovery rate curves remained in the ranged of 0 ‒ 9.89 and 0 ‒ 8.89%, respectively. The confirmed cases probability density curve is high positive skewed and leptokurtic with mean global infected daily population of 6620. The recovered cases showed bimodal positive skewed curve of leptokurtic type with daily recovery of 1708. The change point detection helped to understand the CoVID-19 curve in term of sudden change in term of mean or mean with variance. This pointed out disease curve is consist of three phases and last segment that varies in term of day lengths. The mean with variance based change detection is better in differentiating phases and associated segment length as compared to mean. Global infected population might rise in the range of 0.750 to 4.680 million by 24th April 2020, depending upon the pandemic curve progress beyond 24th March, 2020. Expected most affected countries will be USA, Italy, China, Spain, Germany, France, Switzerland, Iran and UK with at least infected population of over 0.100 million. Infected population polynomial projection errors remained in the range of -78.8 to 49.0%.

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