论文标题
使用VSI MEWMA控制图的组成数据的异常检测
Anomaly Detection for Compositional Data using VSI MEWMA control chart
论文作者
论文摘要
近年来，已经在统计过程控制字段中研究了使用控制图的组成数据。在这项研究中，我们将设计一个II期多元指数加权的移动平均值（MEWMA）控制图，并具有可变的采样间隔，以基于等距对数比率转换监视组成数据。平均信号时间将根据马尔可夫链方法计算，以研究提出的图表的性能。我们还提出了一个最佳程序，以获得最佳的控制限制，平滑常数和控制外的平均时间，以发出不同的移位尺寸和短采样间隔的信号。还提供了与标准MEWMA图表相比，还提供了用于监视组成数据的标准图表的性能。最后，我们以结论结束了论文，并提出了一些建议。
In recent years, the monitoring of compositional data using control charts has been investigated in the Statistical Process Control field. In this study, we will design a Phase II Multivariate Exponentially Weighted Moving Average (MEWMA) control chart with variable sampling intervals to monitor compositional data based on isometric log-ratio transformation. The Average Time to Signal will be computed based on the Markov chain approach to investigate the performance of proposed chart. We also propose an optimal procedure to obtain the optimal control limit, smoothing constant, and out-of-control Average Time to Signal for different shift sizes and short sampling intervals. The performance of proposed chart in comparison with the standard MEWMA chart for monitoring compositional data is also provided. Finally, we end the paper with a conclusion and some recommendations for future research.
