1. Support Vector Data Description Based Multivariate Cumulative Sum Control Chart
- Author
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Shu Guang He and Chuan Yan Zhang
- Subjects
Chart ,Computer science ,Control limits ,Statistics ,X-bar chart ,General Engineering ,Radar chart ,Control chart ,EWMA chart ,Shewhart individuals control chart ,\bar x and R chart ,\bar x and s chart - Abstract
A SVDD (Support Vector Data Description) based MCUSUM (Multivariate Cumulative Sum) chart is proposed and referred as S-MCUSUM chart, which has an advantage of distribution free. Numerical experiments on the performance of the S-MCUSUM chart is compared to the COT (Cumulative of T) chart. The results show that the COT chart is somewhat better than the S-MCUSUM chart for multivariate normally distributed data. However, the S-MCUSUM chart is much better than the COT chart for banana-shaped distributed data which is a typical non-normal distribution.
- Published
- 2011
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