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|Title:||Detecting Mean Shift in AR(1) Processes||Authors:||Hwarng, H.B.||Issue Date:||2002||Citation:||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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