Abstract
We propose new multivariate control charts that can effectively deal with massive amounts of complex data through their integration with classification algorithms. We call the proposed control chart the 'Probability of Class (PoC) chart' because the values of PoC, obtained from classification algorithms, are used as monitoring statistics. The control limits of PoC charts are established and adjusted by the bootstrap method. Experimental results with simulated and real data showed that PoC charts outperform Hotelling's T 2 control charts. Further, a simulation study revealed that a small proportion of out-of-control observations are sufficient for PoC charts to achieve the desired performance.
Original language | English |
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Pages (from-to) | 1897-1911 |
Number of pages | 15 |
Journal | Journal of Statistical Computation and Simulation |
Volume | 81 |
Issue number | 12 |
DOIs | |
Publication status | Published - 2011 Dec |
Keywords
- Hotelling's T
- data mining
- multivariate statistical process control
- supervised classification method
ASJC Scopus subject areas
- Statistics and Probability
- Modelling and Simulation
- Statistics, Probability and Uncertainty
- Applied Mathematics