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Activity Number:
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438
- Contributed Poster Presentations: Korean International Statistical Society
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Type:
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Contributed
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Date/Time:
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Wednesday, August 10, 2022 : 10:30 AM to 12:20 PM
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Sponsor:
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Korean International Statistical Society
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Abstract #322213
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Title:
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Fault Variable Identification in Hotelling's ${\Rm T}^2$ Procedure
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Author(s):
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Joungyoun Kim* and Johan Lim and Sungim Lee
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Companies:
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Yonsei University and Seoul National University and Dankuk University
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Keywords:
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Blog's data;
fault variable identification;
Hotelling's T test;
multivariate control chart;
stochastic search
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Abstract:
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Hotelling's ${\rm T}^2$ (HT) control chart is a global testing procedure which only tells some unknown change in the $p-$variate mean. When the HT control chart detects the change in the $p-$variate mean, the next question would be which part of the mean vector is changed. In this paper, we propose a stochastic algorithm to search all sub-vectors of the $p-$variate mean and list the top $K$ sub-vectors according to their $p-$values of the corresponding HT statistics. We numerically compare our proposal to the existing procedures and apply them to monitoring the weekly counts of seven emotional words related to suicide.
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Authors who are presenting talks have a * after their name.
