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A new double sampling scheme to monitor the process mean of autocorrelated observations using an AR(1) model with a skip sampling strategy.

Sandile Charles ShongweJean-Claude Malela-Majika
Published in: Comput. Ind. Eng. (2021)
Keyphrases
  • sampling strategy
  • probability distribution
  • data sets
  • feature extraction
  • probabilistic model
  • state space
  • multi class
  • model selection
  • parameter estimation
  • sliding window
  • raw data
  • sampling strategies