Next Article in Journal
On the Strong Equitable Vertex 2-Arboricity of Complete Bipartite Graphs
Previous Article in Journal
A Generator of Bivariate Distributions: Properties, Estimation, and Applications
Article

Multi-Stage Change Point Detection with Copula Conditional Distribution with PCA and Functional PCA

by 1, 2,* and 2
1
Division of Science and Mathematics, University of Minnesota-Morris, Morris, MN 56267, USA
2
Business School, Zhengzhou University, Zhengzhou 450001, China
*
Author to whom correspondence should be addressed.
Mathematics 2020, 8(10), 1777; https://doi.org/10.3390/math8101777
Received: 28 September 2020 / Revised: 9 October 2020 / Accepted: 9 October 2020 / Published: 14 October 2020
A global uncertainty environment, such as the COVID-19 pandemic, has affected the manufacturing industry severely in terms of supply and demand balancing. So, it is common that one stage statistical process control (SPC) chart affects the next-stage SPC chart. It is our research objective to consider a conditional case for the multi-stage multivariate change point detection (CPD) model for highly correlated multivariate data via copula conditional distributions with principal component analysis (PCA) and functional PCA (FPCA). First of all, we review the current available multivariate CPD models, which are the energy test-based control chart (ETCC) and the nonparametric multivariate change point model (NPMVCP). We extend the current available CPD models to the conditional multi-stage multivariate CPD model via copula conditional distributions with PCA for linear normal multivariate data and FPCA for nonlinear non-normal multivariate data. View Full-Text
Keywords: multivariate change point detection; copula; principal component analysis; function principal component analysis multivariate change point detection; copula; principal component analysis; function principal component analysis
Show Figures

Figure 1

MDPI and ACS Style

Kim, J.-M.; Wang, N.; Liu, Y. Multi-Stage Change Point Detection with Copula Conditional Distribution with PCA and Functional PCA. Mathematics 2020, 8, 1777. https://doi.org/10.3390/math8101777

AMA Style

Kim J-M, Wang N, Liu Y. Multi-Stage Change Point Detection with Copula Conditional Distribution with PCA and Functional PCA. Mathematics. 2020; 8(10):1777. https://doi.org/10.3390/math8101777

Chicago/Turabian Style

Kim, Jong-Min, Ning Wang, and Yumin Liu. 2020. "Multi-Stage Change Point Detection with Copula Conditional Distribution with PCA and Functional PCA" Mathematics 8, no. 10: 1777. https://doi.org/10.3390/math8101777

Find Other Styles
Note that from the first issue of 2016, MDPI journals use article numbers instead of page numbers. See further details here.

Article Access Map by Country/Region

1
Back to TopTop