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|Title:||Shift detection and source identification in multivariate autocorrelated processes||Authors:||Hwarng, H.B.
Supply chain management
|Issue Date:||2010||Citation:||Hwarng, H.B., Wang, Yu. (2010). Shift detection and source identification in multivariate autocorrelated processes. International Journal of Production Research 48 (3) : 835-859. ScholarBank@NUS Repository. https://doi.org/10.1080/00207540802431326||Abstract:||Motivated by the challenges of identifying the true source of shift in multivariate processes, we propose a neural-network-based identifier (NNI) for multivariate autocorrelated processes. A rather extensive performance evaluation of the proposed scheme is carried out, benchmarking it against three statistical control charts, namely the Hotelling T 2 control chart, the MEWMA chart, and the Z chart. The comparative study shows the strengths and weaknesses of each control scheme. The proposed NNI is most effective in detecting small-to-moderate shifts and has the most stable run-length property. Designing to identify the source of the shift, the NNI performs more stably than the Z chart under high autocorrelation. The NNI's source identification property can be further improved with the devised alternative decision heuristics. A pair-wise modular approach is also proposed to extend the NNI for multivariate processes.||Source Title:||International Journal of Production Research||URI:||http://scholarbank.nus.edu.sg/handle/10635/44040||ISSN:||00207543||DOI:||10.1080/00207540802431326|
|Appears in Collections:||Staff Publications|
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