Change point determination for a multivariate process using a two-stage hybrid scheme

Effective identification of the change point of a multivariate process is an important research issue since it is associated with the determination of assignable causes which may seriously affect the underlying process. Most existing studies either use the maximum likelihood estimator (MLE) method or the machine learning (ML) method to estimate or identify the change point of a process. Typically, the MLE method may be criticized for its assumption that the process distribution is known, and the ML method may have the deficiency of using a large number of input variables in the modeling procedure. Diverging from existing approaches, this study proposes an integrated hybrid scheme to mitigate the difficulties of the MLE and ML methods. The proposed scheme includes four components: the logistic regression (LR) model, the multivariate adaptive regression splines (MARS) model, the support vector machine (SVM) classifier and the change point identification strategy. It performs three tasks in order to effectively identify the change point in a multivariate process. The initial task is to use the LR and MARS models to reduce and refine the whole set of input or explanatory variables. The remaining variables are then served as input variables to the SVM in the second task. The last task is to integrate use of the SVM outputs with our proposed identification strategy to determine the change point in a multivariate process. Experimental simulation results reveal that the proposed hybrid scheme is able to effectively identify the change point and outperform the typical statistical process control (SPC) chart alone and the single stage SVM methods. (C) 2012 Elsevier B. V. All rights reserved.