Robust control chart for nonlinear conditionally heteroscedastic time series based on Huber support vector regression.
This study proposes a control chart that monitors conditionally heteroscedastic time series by integrating the Huber support vector regression (HSVR) and the one-class classification (OCC) method. For this task, we consider the model that incorporates nonlinearity to the generalized autoregressive c...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Public Library of Science (PLoS)
2024-01-01
|
| Series: | PLoS ONE |
| Online Access: | https://doi.org/10.1371/journal.pone.0299120 |