Autocorrelated multivariate process control: a geometric brownian motion approach

In real life we always come across autocorrelated multivariate process where the present process is related to the previous process. This type of process can be modeled using the traditional multivariate time series models and then the process control can be conducted based on the residual which bec...

Full description

Bibliographic Details
Main Authors: Sagadavan, R., Djauhari, M. A.
Format: Conference or Workshop Item
Published: 2013
Subjects: