A program that will construct a residual MEWMA control chart using SVR

  • Status Closed
  • Budget $30 - $250 USD
  • Total Bids 7

Project Description

I want the freelancer that will write an M-file source codes for constructing a RESIDUAL MEWMA (Multivariate Exponentially Weighted Moving Average) control chart using SVR (Support Vector Machine) which a machine learning program me and also the using AAN (Artificial Neural networks) residual MEW MA control chart.

Data Simulation

To examine the performance of the proposed method , this study will use simulation techniques to generate data that follows a VAR(1), with a vector including 3-variables, the 3 quantities have to be supplied, which are the mean vector, the auto correlation matrix of the variables and the variance-co variance matrix of the residuals.

The process would be modeled as follows:

X_1t= ?_(1 )+ ?_11 (X_1(t-1) -?_1 )+?_12 (X_2(t-1) -?_2 )+ ?_13 (X_3(t-1) -?_3 )+?_1t

X_2t= ?_2+ ?_21 (X_1(t-1) -?_1 )+?_22 (X_2(t-1) -?_2 )+ ?_23 (X_3(t-1) -?_3 )+?_2t

X_3t= ?_(3 )+ ?_31 (X_1(t-1) -?_1 )+?_32 (X_2(t-1) -?_2 )+ ?_33 (X_3(t-1) -?_3 )+?_3t

In case there is need for more details i can be reach any time.

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