Multivariate change point estimation in covariance matrix using ANN
In statistical process control, change point estimation is an essential requirement for diagnosing the source of a deviation when a process is out of control. In this study, an ANN- based method is proposed to estimate the change point in the multivariate normal process which is subjected to covaria...
| Main Authors: | , , |
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| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
2020
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| Online Access: | http://eprints.utm.my/92477/1/AlirezaFirouzi2020_MultivariateChangePointEstimationinCovariance.pdf |
| _version_ | 1796865432429264896 |
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| author | Firouzi, Alireza Mohd. Yusof, Noordin Lee, Muhammad Hisyam |
| author_facet | Firouzi, Alireza Mohd. Yusof, Noordin Lee, Muhammad Hisyam |
| author_sort | Firouzi, Alireza |
| collection | ePrints |
| description | In statistical process control, change point estimation is an essential requirement for diagnosing the source of a deviation when a process is out of control. In this study, an ANN- based method is proposed to estimate the change point in the multivariate normal process which is subjected to covariance variation. Since in a physical system parameter is correlated, correlation is kept constant to obtain realistic simulated data. Employing statistical simulation, different out of control scenarios are simulated and statistics are calculated for each scenario. This study is to predict the change point in the control chart using the simulated set and corresponding statistical sets, an ANN is adopted. The resulting model achieved a high accuracy of 90% in training and 80% testing with a reasonable level of confidence in the prediction. Also, results show that Bayesian reaches a higher accuracy than Levenberg in ANN training. |
| first_indexed | 2024-03-05T20:56:55Z |
| format | Conference or Workshop Item |
| id | utm.eprints-92477 |
| institution | Universiti Teknologi Malaysia - ePrints |
| language | English |
| last_indexed | 2024-03-05T20:56:55Z |
| publishDate | 2020 |
| record_format | dspace |
| spelling | utm.eprints-924772021-09-30T15:11:59Z http://eprints.utm.my/92477/ Multivariate change point estimation in covariance matrix using ANN Firouzi, Alireza Mohd. Yusof, Noordin Lee, Muhammad Hisyam TJ Mechanical engineering and machinery In statistical process control, change point estimation is an essential requirement for diagnosing the source of a deviation when a process is out of control. In this study, an ANN- based method is proposed to estimate the change point in the multivariate normal process which is subjected to covariance variation. Since in a physical system parameter is correlated, correlation is kept constant to obtain realistic simulated data. Employing statistical simulation, different out of control scenarios are simulated and statistics are calculated for each scenario. This study is to predict the change point in the control chart using the simulated set and corresponding statistical sets, an ANN is adopted. The resulting model achieved a high accuracy of 90% in training and 80% testing with a reasonable level of confidence in the prediction. Also, results show that Bayesian reaches a higher accuracy than Levenberg in ANN training. 2020 Conference or Workshop Item PeerReviewed application/pdf en http://eprints.utm.my/92477/1/AlirezaFirouzi2020_MultivariateChangePointEstimationinCovariance.pdf Firouzi, Alireza and Mohd. Yusof, Noordin and Lee, Muhammad Hisyam (2020) Multivariate change point estimation in covariance matrix using ANN. In: 2019 Sustainable and Integrated Engineering International Conference, SIE 2019, 8 - 9 December 2019, Putrajaya, Malaysia. http://dx.doi.org/10.1088/1757-899X/884/1/012101 |
| spellingShingle | TJ Mechanical engineering and machinery Firouzi, Alireza Mohd. Yusof, Noordin Lee, Muhammad Hisyam Multivariate change point estimation in covariance matrix using ANN |
| title | Multivariate change point estimation in covariance matrix using ANN |
| title_full | Multivariate change point estimation in covariance matrix using ANN |
| title_fullStr | Multivariate change point estimation in covariance matrix using ANN |
| title_full_unstemmed | Multivariate change point estimation in covariance matrix using ANN |
| title_short | Multivariate change point estimation in covariance matrix using ANN |
| title_sort | multivariate change point estimation in covariance matrix using ann |
| topic | TJ Mechanical engineering and machinery |
| url | http://eprints.utm.my/92477/1/AlirezaFirouzi2020_MultivariateChangePointEstimationinCovariance.pdf |
| work_keys_str_mv | AT firouzialireza multivariatechangepointestimationincovariancematrixusingann AT mohdyusofnoordin multivariatechangepointestimationincovariancematrixusingann AT leemuhammadhisyam multivariatechangepointestimationincovariancematrixusingann |