Artificial neural networks in applying MCUSUM residuals charts for AR(1) processes

DOI10.1016/j.amc.2006.12.081zbMath1118.62127MaRDI QIDQ2383712

Seyed Taghi Akhavan Niaki, Jamal Arkat, Babak Abbasi

Publication date: 19 September 2007

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2006.12.081

zbMATH Keywords

artificial neural networks; forecasting; autocorrelation; multi-layer perceptrons; average run length; MCUSUM control charts; residual chart

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62P30: Applications of statistics in engineering and industry; control charts

68T05: Learning and adaptive systems in artificial intelligence

Related Items

Support vector regression based residual MCUSUM control chart for autocorrelated process, Shift detection and source identification in multivariate autocorrelated processes, One-Class Classification-Based Control Charts for Monitoring Autocorrelated Multivariate Processes

Cites Work

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