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