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Mahalanobis kernel-based support vector data description for detection of large shifts in mean vector

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Date Issued:
2015
Abstract/Description:
Statistical process control (SPC) applies the science of statistics to various process control in order to provide higher-quality products and better services. The K chart is one among the many important tools that SPC offers. Creation of the K chart is based on Support Vector Data Description (SVDD), a popular data classifier method inspired by Support Vector Machine (SVM). As any methods associated with SVM, SVDD benefits from a wide variety of choices of kernel, which determines the effectiveness of the whole model. Among the most popular choices is the Euclidean distance-based Gaussian kernel, which enables SVDD to obtain a flexible data description, thus enhances its overall predictive capability. This thesis explores an even more robust approach by incorporating the Mahalanobis distance-based kernel (hereinafter referred to as Mahalanobis kernel) to SVDD and compare it with SVDD using the traditional Gaussian kernel. Method's sensitivity is benchmarked by Average Run Lengths obtained from multiple Monte Carlo simulations. Data of such simulations are generated from multivariate normal, multivariate Student's (t), and multivariate gamma populations using R, a popular software environment for statistical computing. One case study is also discussed using a real data set received from Halberg Chronobiology Center. Compared to Gaussian kernel, Mahalanobis kernel makes SVDD and thus the K chart significantly more sensitive to shifts in mean vector, and also in covariance matrix.
Title: Mahalanobis kernel-based support vector data description for detection of large shifts in mean vector.
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Name(s): Nguyen, Vu, Author
Maboudou, Edgard, Committee Chair
Nickerson, David, Committee Member
Schott, James, Committee Member
University of Central Florida, Degree Grantor
Type of Resource: text
Date Issued: 2015
Publisher: University of Central Florida
Language(s): English
Abstract/Description: Statistical process control (SPC) applies the science of statistics to various process control in order to provide higher-quality products and better services. The K chart is one among the many important tools that SPC offers. Creation of the K chart is based on Support Vector Data Description (SVDD), a popular data classifier method inspired by Support Vector Machine (SVM). As any methods associated with SVM, SVDD benefits from a wide variety of choices of kernel, which determines the effectiveness of the whole model. Among the most popular choices is the Euclidean distance-based Gaussian kernel, which enables SVDD to obtain a flexible data description, thus enhances its overall predictive capability. This thesis explores an even more robust approach by incorporating the Mahalanobis distance-based kernel (hereinafter referred to as Mahalanobis kernel) to SVDD and compare it with SVDD using the traditional Gaussian kernel. Method's sensitivity is benchmarked by Average Run Lengths obtained from multiple Monte Carlo simulations. Data of such simulations are generated from multivariate normal, multivariate Student's (t), and multivariate gamma populations using R, a popular software environment for statistical computing. One case study is also discussed using a real data set received from Halberg Chronobiology Center. Compared to Gaussian kernel, Mahalanobis kernel makes SVDD and thus the K chart significantly more sensitive to shifts in mean vector, and also in covariance matrix.
Identifier: CFE0005676 (IID), ucf:50170 (fedora)
Note(s): 2015-05-01
M.S.
Sciences, Statistics
Masters
This record was generated from author submitted information.
Subject(s): svdd -- svm -- support vector -- support vector machine -- support vector data description -- k chart -- process control -- control chart -- multivariate -- statistics -- statistical computing -- computational -- statistical process control -- mahalanobis -- quality control
Persistent Link to This Record: http://purl.flvc.org/ucf/fd/CFE0005676
Restrictions on Access: public 2015-05-15
Host Institution: UCF

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