1. New Methods for Anomaly Detection: Run Rules Multivariate Coefficient of Variation Control Charts
- Author
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Cédric Heuchenne, Quoc Thong Nguyen, Kim Phuc Tran, H. Tran, Athanasios C. Rakitzis, Phuong Hanh Tran, Huu Du Nguyen, HEC Liège, Institute of Artificial Intelligence and Data Science, Dong A University, University of the Aegean, and Ecole nationale supérieure des arts et industries textiles de Roubaix (ENSAIT)
- Subjects
[STAT.AP]Statistics [stat]/Applications [stat.AP] ,050101 languages & linguistics ,Multivariate statistics ,Measure (data warehouse) ,Sequence ,Markov chain ,Computer science ,Coefficient of variation ,Control Chart ,05 social sciences ,02 engineering and technology ,Markov Chain ,Standard deviation ,Run Rules ,Multivariate Coefficient of Variation ,Statistics ,0202 electrical engineering, electronic engineering, information engineering ,Anomaly Detection ,020201 artificial intelligence & image processing ,0501 psychology and cognitive sciences ,Control chart ,Anomaly detection - Abstract
International audience; Among the anomaly detection methods, control charts have been considered important techniques. In practice, however, even under the normal behaviour of the data, the standard deviation of the sequence is not stable. In such cases, the coefficient of variation (CV) is a more appropriate measure for assessing system stability. In this paper, we consider the statistical design of Run Rules-based control charts for monitoring the CV of multivariate data. A Markov chain approach is used to evaluate the statistical performance of the proposed charts. The computational results show that the Run Rules-based charts outperform the standard Shewhart control chart significantly. Moreover, by choosing an appropriate scheme, the Run Rules-based charts perform better than the Run Sum control chart for monitoring the multivariate CV.
- Published
- 2020