تکوين لوحة سيطرة (خريطة التحکم) باستعمال نموذج فضاء الحالة لبيانات ذات توزيع بسل متعددة المتغيرات المحور المعم

عبد الجواد سعيد, هيفاء; شاکر اسماعيل بوتاني, دلشاد; مصطفى حسين السنجاري, عدنان

doi:10.21608/alat.2016.218267

	تکوين لوحة سيطرة (خريطة التحکم) باستعمال نموذج فضاء الحالة لبيانات ذات توزيع بسل متعددة المتغيرات المحور المعم
المجلة المصرية للدراسات التجارية
Article 13, Volume 40, Issue 4, October 2016, Page 483-507 PDF (857.67 K)
Document Type: المقالة الأصلية
DOI: 10.21608/alat.2016.218267
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Authors
هيفاء عبد الجواد سعيد¹; دلشاد شاکر اسماعيل بوتاني²; عدنان مصطفى حسين السنجاري¹
¹کلية التجارة - جامعة المنصورة
²العراق
Abstract
The main purpose of this research is to construct a chart for controlling the mean and variance together of a data distributed generalized multivariate modified Bessel 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.
Keywords
State Space Model; Bayes' Factors; Modified EWMA; ARMA; Bessel Distribution


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