مونا ایوبی
مونا ایوبی
استادیار صنایع

Change Point Estimation of Multivariate Linear Profiles under Linear Drift

نویسندگانReza Baradaran Kazemzadeh, Rassoul Noorossana, Mona Ayoubi
نشریهCommunication in Statistics-Simulation & Computation
شماره صفحات1570-1599
شماره مجلد44
نوع مقالهOriginal Research
تاریخ انتشار2015
رتبه نشریهISI
نوع نشریهچاپی
کشور محل چاپایالات متحدهٔ امریکا
چکیده مقاله

In this paper, maximum likelihood estimators (MLE) for both step and linear drift
changes in the regression parameters of multivariate linear profiles are developed.
Performance of the proposed estimators is compared under linear drift changes in the
regression parameterswhen a combinedMEWMAand Chi-square control charts method
signals an out-of-control condition. The effect of smoothing parameter of MEWMA
control charts, missing data, and multiple drift changes on the performance of the
both estimators is also evaluated. The application of the proposed estimators is also
investigated thorough a numerical example resulted from a real case.