TY - JOUR
T1 - Multioutput Least Square SVR Based Multivariate EWMA Control Chart
AU - Khusna, Hidayatul
AU - Mashuri, Muhammad
AU - Suhartono,
AU - Prastyo, Dedy Dwi
AU - Ahsan, Muhammad
N1 - Publisher Copyright:
© Published under licence by IOP Publishing Ltd.
PY - 2018/6/14
Y1 - 2018/6/14
N2 - Multioutput least square SVR has ability to remove serial correlation of process by mapping multivariate input space to multivariate output space. The aim of this research is to propose multioutput least squares SVR based multivariate EWMA control chart to monitor small change of multivariate autocorrelated process. VARMA model with additive and innovative outliers are generated to investigate the performance of proposed control chart. Simulation studies empirically show that multioutput least squares SVR based multivariate EWMA control chart detect either single or consecutive additive outlier takes place at different time in each variable accurately. On the contrary, single innovative outlier in each variable that occurs either at different time or at the same time is detected by multioutput least squares SVR based multivariate EWMA control chart as double out-of control signals.
AB - Multioutput least square SVR has ability to remove serial correlation of process by mapping multivariate input space to multivariate output space. The aim of this research is to propose multioutput least squares SVR based multivariate EWMA control chart to monitor small change of multivariate autocorrelated process. VARMA model with additive and innovative outliers are generated to investigate the performance of proposed control chart. Simulation studies empirically show that multioutput least squares SVR based multivariate EWMA control chart detect either single or consecutive additive outlier takes place at different time in each variable accurately. On the contrary, single innovative outlier in each variable that occurs either at different time or at the same time is detected by multioutput least squares SVR based multivariate EWMA control chart as double out-of control signals.
UR - http://www.scopus.com/inward/record.url?scp=85048870029&partnerID=8YFLogxK
U2 - 10.1088/1742-6596/1028/1/012221
DO - 10.1088/1742-6596/1028/1/012221
M3 - Conference article
AN - SCOPUS:85048870029
SN - 1742-6588
VL - 1028
JO - Journal of Physics: Conference Series
JF - Journal of Physics: Conference Series
IS - 1
M1 - 012221
T2 - 2nd International Conference on Statistics, Mathematics, Teaching, and Research 2017, ICSMTR 2017
Y2 - 9 October 2017 through 10 October 2017
ER -