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Monotonic Change Point Estimation in Multistage Profiles
, M.Sc. Thesis Sharif University of Technology ; Khedmati, Majid (Supervisor)
Abstract
In this thesis, a hybrid method is proposed to estimate the change point in the parameters of simple linear profiles in multistage processes under monotonic changes. In monotonic changes, the type of change is not known a priori, and the only assumption is the changes are of non-decreasing (isotonic) or non-increasing (monotonic) type. In the proposed method, at first, the stages and the parameters experiencing the change are identified and then, the changes occurred in these stages and parameters are identified and examined based on the moving window approach and support vector machine (SVM) algorithm. Finally, the maximum likelihood estimator of the change point is proposed. The...