Construction of a Control Chart Using SSM for Multivariate t Distribution Data
The main purpose of this research is to construct a chart for controlling the mean and variance together of a data distributed multivariate t distribution using State Space Model (SSM) through applying Bayes' Factors (BF). The constructed control chart will undertake the case when parameters&#...
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| Format: | Article |
| Language: | English |
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Tikrit University
2023-01-01
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| Series: | Tikrit Journal of Pure Science |
| Subjects: | |
| Online Access: | https://tjpsj.org/index.php/tjps/article/view/725 |
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| _version_ | 1839631074076917760 |
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| author | Hayfa Abdul Jawad Saieed Delshad Shaker Ismail Botani Adnan Mustafa Hussein AL-Sinjary |
| author_facet | Hayfa Abdul Jawad Saieed Delshad Shaker Ismail Botani Adnan Mustafa Hussein AL-Sinjary |
| author_sort | Hayfa Abdul Jawad Saieed |
| collection | DOAJ |
| description |
The main purpose of this research is to construct a chart for controlling the mean and variance together of a data distributed multivariate t distribution using State Space Model (SSM) through applying Bayes' Factors (BF). The constructed control chart will undertake the case when parameters' vector is unknown and variance matrix is known. Then, drawing the series of these factors on the univariate modified EWMA chart after assuming that the series has an ARMA (1,1) model. Finally, applying assumed model on simulated data.
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| format | Article |
| id | doaj-art-70a3fb5d6d1f4dd683a3bfd02db5d4e2 |
| institution | Matheson Library |
| issn | 1813-1662 2415-1726 |
| language | English |
| publishDate | 2023-01-01 |
| publisher | Tikrit University |
| record_format | Article |
| series | Tikrit Journal of Pure Science |
| spelling | doaj-art-70a3fb5d6d1f4dd683a3bfd02db5d4e22025-07-12T07:20:09ZengTikrit UniversityTikrit Journal of Pure Science1813-16622415-17262023-01-0122310.25130/tjps.v22i3.725Construction of a Control Chart Using SSM for Multivariate t Distribution DataHayfa Abdul Jawad SaieedDelshad Shaker Ismail BotaniAdnan Mustafa Hussein AL-Sinjary The main purpose of this research is to construct a chart for controlling the mean and variance together of a data distributed multivariate t distribution using State Space Model (SSM) through applying Bayes' Factors (BF). The constructed control chart will undertake the case when parameters' vector is unknown and variance matrix is known. Then, drawing the series of these factors on the univariate modified EWMA chart after assuming that the series has an ARMA (1,1) model. Finally, applying assumed model on simulated data. https://tjpsj.org/index.php/tjps/article/view/725State Space ModelBayes' FactorsModified EWMAARMA |
| spellingShingle | Hayfa Abdul Jawad Saieed Delshad Shaker Ismail Botani Adnan Mustafa Hussein AL-Sinjary Construction of a Control Chart Using SSM for Multivariate t Distribution Data Tikrit Journal of Pure Science State Space Model Bayes' Factors Modified EWMA ARMA |
| title | Construction of a Control Chart Using SSM for Multivariate t Distribution Data |
| title_full | Construction of a Control Chart Using SSM for Multivariate t Distribution Data |
| title_fullStr | Construction of a Control Chart Using SSM for Multivariate t Distribution Data |
| title_full_unstemmed | Construction of a Control Chart Using SSM for Multivariate t Distribution Data |
| title_short | Construction of a Control Chart Using SSM for Multivariate t Distribution Data |
| title_sort | construction of a control chart using ssm for multivariate t distribution data |
| topic | State Space Model Bayes' Factors Modified EWMA ARMA |
| url | https://tjpsj.org/index.php/tjps/article/view/725 |
| work_keys_str_mv | AT hayfaabduljawadsaieed constructionofacontrolchartusingssmformultivariatetdistributiondata AT delshadshakerismailbotani constructionofacontrolchartusingssmformultivariatetdistributiondata AT adnanmustafahusseinalsinjary constructionofacontrolchartusingssmformultivariatetdistributiondata |