Monitoring of Time Series Using Fuzzy Weighted Prediction Models

被引:1
|
作者
Hryniewicz, Olgierd [1 ]
Kaczmarek-Majer, Katarzyna [1 ]
机构
[1] Syst Res Inst, Newelska 6, PL-01447 Warsaw, Poland
来源
关键词
Control chart; Autocorrelated observations; Fuzzy weighted process model;
D O I
10.1007/978-3-319-97547-4_15
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
Monitoring of processes described by autocorrelated time series data has been considered. For this purpose, we propose to use the Shewhart control chart for residuals, designed using the WAM* approach introduced by the authors. The main problem, that has to be solved in the design of the proposed control chart, is the choice of the weight w(0) assigned to the model estimated directly from data. In this paper, we propose a method for choosing the optimal value of w(0) using fuzzy values of parameters describing a monitored process.
引用
收藏
页码:107 / 114
页数:8
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