Please use this identifier to cite or link to this item: http://scholarbank.nus.edu.sg/handle/10635/44149
Title: Detecting Mean Shift in AR(1) Processes
Authors: Hwarng, H.B. 
Issue Date: 2002
Source: Hwarng, H.B. (2002). Detecting Mean Shift in AR(1) Processes. Proceedings - Annual Meeting of the Decision Sciences Institute : 2395-2400. ScholarBank@NUS Repository.
Abstract: This paper presents a neural-network based methodology for monitoring process shift in the presence of autocorrelation. The comparative study on AR(1) processes shows that the performance of this neural-network based monitoring scheme is superior to that of SCC, X, EWMA, EWMAST, and ARMAST control charts in most instances investigated.
Source Title: Proceedings - Annual Meeting of the Decision Sciences Institute
URI: http://scholarbank.nus.edu.sg/handle/10635/44149
Appears in Collections:Staff Publications

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