Some contributions to the change point problem
Thesis (M.Sc.)--Memorial University of Newfoundland, 2011. Mathematics and Statistics Bibliography: leaves 82-85. The identification of changes in process parameters is an important statistical problem in industrial-process monitoring. The existing methods, the change point model (Hawkins et al. (20...
Main Author: | |
---|---|
Other Authors: | |
Format: | Thesis |
Language: | English |
Published: |
2011
|
Subjects: | |
Online Access: | http://collections.mun.ca/cdm/ref/collection/theses5/id/27169 |
id |
ftmemorialunivdc:oai:collections.mun.ca:theses5/27169 |
---|---|
record_format |
openpolar |
spelling |
ftmemorialunivdc:oai:collections.mun.ca:theses5/27169 2023-05-15T17:23:28+02:00 Some contributions to the change point problem Vadaverkkot Vasudevan, Chithran, 1986- Memorial University of Newfoundland. Dept. of Mathematics and Statistics 2011 xi, 85 leaves : ill. Image/jpeg; Application/pdf http://collections.mun.ca/cdm/ref/collection/theses5/id/27169 Eng eng Electronic Theses and Dissertations (7.51 MB) -- http://collections.mun.ca/PDFs/theses/Vasudevan_ChithranVadaverkkot.pdf http://collections.mun.ca/cdm/ref/collection/theses5/id/27169 The author retains copyright ownership and moral rights in this thesis. Neither the thesis nor substantial extracts from it may be printed or otherwise reproduced without the author's permission. Paper copy kept in the Centre for Newfoundland Studies, Memorial University Libraries Process control--Statistical methods Bayesian statistical decision theory Text Electronic thesis or dissertation 2011 ftmemorialunivdc 2015-08-06T19:22:53Z Thesis (M.Sc.)--Memorial University of Newfoundland, 2011. Mathematics and Statistics Bibliography: leaves 82-85. The identification of changes in process parameters is an important statistical problem in industrial-process monitoring. The existing methods, the change point model (Hawkins et al. (2003)) and the modified information criterion (Chen et al. (2006)) rely on the parametric distribution of the quality characteristic, and any deviation from the specified model may lead to incorrect conclusions. We propose an empirical-likelihood-based information criterion (ELIC) for identifying changes in the process parameters. The main advantage of our method is that we do not need to specify a parametric distribution for the quality characteristic. Our simulation studies indicate that our method is as good as existing methods when the distribution of the quality characteristic is known, and it outperforms existing methods when the distribution is approximated or misspecified. We introduce the EM test in the Bayesian approach for the change point problem suggested by Bansal et al. (2008). From simulation studies, we see that the Bayesian EM test performs as well as the Bayesian approach with full EM iteration. We compare the performance of all methods for identifying the change point in a wide range of data scenarios. Our methods are applied to two case studies. Thesis Newfoundland studies University of Newfoundland Memorial University of Newfoundland: Digital Archives Initiative (DAI) |
institution |
Open Polar |
collection |
Memorial University of Newfoundland: Digital Archives Initiative (DAI) |
op_collection_id |
ftmemorialunivdc |
language |
English |
topic |
Process control--Statistical methods Bayesian statistical decision theory |
spellingShingle |
Process control--Statistical methods Bayesian statistical decision theory Vadaverkkot Vasudevan, Chithran, 1986- Some contributions to the change point problem |
topic_facet |
Process control--Statistical methods Bayesian statistical decision theory |
description |
Thesis (M.Sc.)--Memorial University of Newfoundland, 2011. Mathematics and Statistics Bibliography: leaves 82-85. The identification of changes in process parameters is an important statistical problem in industrial-process monitoring. The existing methods, the change point model (Hawkins et al. (2003)) and the modified information criterion (Chen et al. (2006)) rely on the parametric distribution of the quality characteristic, and any deviation from the specified model may lead to incorrect conclusions. We propose an empirical-likelihood-based information criterion (ELIC) for identifying changes in the process parameters. The main advantage of our method is that we do not need to specify a parametric distribution for the quality characteristic. Our simulation studies indicate that our method is as good as existing methods when the distribution of the quality characteristic is known, and it outperforms existing methods when the distribution is approximated or misspecified. We introduce the EM test in the Bayesian approach for the change point problem suggested by Bansal et al. (2008). From simulation studies, we see that the Bayesian EM test performs as well as the Bayesian approach with full EM iteration. We compare the performance of all methods for identifying the change point in a wide range of data scenarios. Our methods are applied to two case studies. |
author2 |
Memorial University of Newfoundland. Dept. of Mathematics and Statistics |
format |
Thesis |
author |
Vadaverkkot Vasudevan, Chithran, 1986- |
author_facet |
Vadaverkkot Vasudevan, Chithran, 1986- |
author_sort |
Vadaverkkot Vasudevan, Chithran, 1986- |
title |
Some contributions to the change point problem |
title_short |
Some contributions to the change point problem |
title_full |
Some contributions to the change point problem |
title_fullStr |
Some contributions to the change point problem |
title_full_unstemmed |
Some contributions to the change point problem |
title_sort |
some contributions to the change point problem |
publishDate |
2011 |
url |
http://collections.mun.ca/cdm/ref/collection/theses5/id/27169 |
genre |
Newfoundland studies University of Newfoundland |
genre_facet |
Newfoundland studies University of Newfoundland |
op_source |
Paper copy kept in the Centre for Newfoundland Studies, Memorial University Libraries |
op_relation |
Electronic Theses and Dissertations (7.51 MB) -- http://collections.mun.ca/PDFs/theses/Vasudevan_ChithranVadaverkkot.pdf http://collections.mun.ca/cdm/ref/collection/theses5/id/27169 |
op_rights |
The author retains copyright ownership and moral rights in this thesis. Neither the thesis nor substantial extracts from it may be printed or otherwise reproduced without the author's permission. |
_version_ |
1766112474177732608 |