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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| Subjects: | |
| Online Access: | http://eprints.utm.my/92477/1/AlirezaFirouzi2020_MultivariateChangePointEstimationinCovariance.pdf |