Support Vector Data Description Based Multivariate Cumulative Sum Control Chart

Abstract:

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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.

Info:

Periodical:

Advanced Materials Research (Volumes 314-316)

Edited by:

Jian Gao

Pages:

2482-2485

DOI:

10.4028/www.scientific.net/AMR.314-316.2482

Citation:

S. G. He and C. Y. Zhang, "Support Vector Data Description Based Multivariate Cumulative Sum Control Chart", Advanced Materials Research, Vols. 314-316, pp. 2482-2485, 2011

Online since:

August 2011

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Price:

$35.00

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