Change Point Estimation in the Mean of Polynomial Profiles under Drift

Message:
Abstract:
In this paper، drift change point estimation in the mean of polynomial profiles is considered. For this purpose، the proposed change point estimator is computed using maximum likelihood approach. Performance of the proposed estimator is evaluated using Monte Carlo simulations when T2 control chart issues an out-of-control signal. Simulation results show that the performance of the proposed estimator improves when the magnitude of shifts increases. Also، the desirable performance of the proposed estimator is clear in all range of shifts.
Language:
Persian
Published:
Journal of Advances in Industrial Engineering, Volume:48 Issue: 1, 2014
Pages:
63 to 70
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