This paper proposes a method for monitoring processes, based on the Minimum Description Length (MDL) criterion, which can detect unnatural events, recognize unnatural patterns and estimate the occurring point automatically and simultaneously. Several studies have investigated the application of the MDL criterion to statistical process control. This paper extends this investigation to the problem of recognizing unnatural patterns on process control. First, the equations of the MDL criterion corresponding to the underlying unnatural patterns (shifts, trends and peaks) are derived. Next, an algorithm for monitoring processes based on the derived MDL criterion is provided. Finally, simulation experiments are conducted to examine the validity of the proposed method under various conditions.
|ジャーナル||Communications in Statistics - Theory and Methods|
|出版ステータス||Published - 1999 12月 1|
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