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Memorial University - Electronic Theses and Dissertations 5
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Document Description
TitleSome contributions to the change point problem
AuthorVadaverkkot Vasudevan, Chithran, 1986-
DescriptionThesis (M.Sc.)--Memorial University of Newfoundland, 2011. Mathematics and Statistics
Paginationxi, 85 leaves : ill.
SubjectProcess control--Statistical methods; Bayesian statistical decision theory
Degree GrantorMemorial University of Newfoundland. Dept. of Mathematics and Statistics
DisciplineMathematics and Statistics
NotesBibliography: leaves 82-85.
AbstractThe 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.
Resource TypeElectronic thesis or dissertation
FormatImage/jpeg; Application/pdf
SourcePaper copy kept in the Centre for Newfoundland Studies, Memorial University Libraries
RightsThe 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.
CollectionElectronic Theses and Dissertations
Scanning StatusCompleted
PDF File(7.51 MB) --
CONTENTdm file name27170.cpd