An adaptive variable-parameters scheme for the simultaneous monitoring of the mean and variability of an autocorrelated multivariate normal process
Sign Up to like & getrecommendations! Published in 2020 at "Journal of Statistical Computation and Simulation"
DOI: 10.1080/00949655.2020.1730373
Abstract: ABSTRACT Due to advances in technology, sampling procedures and short lag times between successive sampling, autocorrelation among the measured data has become common in most applications. Neglecting autocorrelation leads to a poor false alarm performance.… read more here.
Keywords: variable parameters; mean variability; simultaneous monitoring; monitoring mean ... See more keywords