Distribution-free EWMA schemes for simultaneous monitoring of time between events and event magnitude.

Shuo Huang Jun Yang Amitava Mukherjee

Published in: Comput. Ind. Eng. (2018)

Keyphrases

distribution free
abnormal events
event detection
normal distribution
large deviations
concept class
test statistic
machine learning
probability distribution
principal component analysis
random variables
standard deviation
vc dimension
control charts