Change Point Estimation in the Mean of Multivariate Linear Profiles with No Change Type Assumption via Dynamic Linear Model. (3rd March 2015)

• Record Type: Journal Article
• Authors: Ayoubi, Mona; Kazemzadeh, Reza Baradaran; Noorossana, Rassoul
• Is Part Of: Quality and reliability engineering international. Volume 32:Number 2(2016:Mar.)
• Page Start: 403
• Page End: 433
• Publication Date: 2015-03-03
• Subjects: change point estimation -- sporadic change -- dynamic linear model (DLM) -- maximum likelihood approach -- multivariate linear profiles -- statistical process control; Reliability (Engineering) -- Periodicals; Quality control -- Periodicals; High technology -- Periodicals; 620.00452
• DOI: 10.1002/qre.1760
• Languages: English
• ISSNs: 0748-8017

Abstract

Abstract : Change point estimation is a useful concept that helps quality engineers to effectively search for assignable causes and improve quality of the process or product. In this paper, the maximum likelihood approach is developed to estimate change point in the mean of multivariate linear profiles in Phase II. After the change point, parameters are estimated through filtering and smoothing approaches in dynamic linear model. The proposed change point estimator can be applied without any prior knowledge about the change type against existing estimators which assume change type is known in advance. Besides, sporadic change point can be identified as well. Simulation results show the effectiveness of the proposed estimators to estimate step, drift and monotonic, as well as sporadic changes in small to large shifts. In addition, effect of different values of the Multivariate Exponentially Weighted Moving Average (MEWMA) control chart smoothing coefficient on the performance of the proposed estimator is investigated presenting that the smoothing estimator has more uniform performance. Copyright © 2015 John Wiley & Sons, Ltd.