Support Vector Data Description Based Multivariate Cumulative Sum Control 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.

• Periodical: Advanced Materials Research (Volumes 314-316)
• Pages: 2482-2485
• DOI: https://doi.org/10.4028/www.scientific.net/AMR.314-316.2482
• Online since: August 2011
• Authors: Shu Guang He, Chuan Yan Zhang
• Keywords: Cumulative Sum Chart, Multivariate Statistical Process Control, One Class Classification, Support Vector Data Description

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