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Autocorrelated process control: Geometric Brownian Motion approach versus Box-Jenkins approach

M. Salleh, R. and Zawawi, N. I. and Gan, Z. F. and Nor, M. E. (2017) Autocorrelated process control: Geometric Brownian Motion approach versus Box-Jenkins approach. In: International Seminar on Mathematics and Physics in Sciences and Technology 2017 (ISMAP 2017), 28–29 October 2017, Hotel Katerina, Malaysia.

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Abstract

Existing of autocorrelation will bring a significant effect on the performance and accuracy of process control if the problem does not handle carefully. When dealing with autocorrelated process, Box-Jenkins method will be preferred because of the popularity. However, the computation of Box-Jenkins method is too complicated and challenging which cause of time-consuming. Therefore, an alternative method which known as Geometric Brownian Motion (GBM) is introduced to monitor the autocorrelated process. One real case of furnace temperature data is conducted to compare the performance of Box-Jenkins and GBM methods in monitoring autocorrelation process. Both methods give the same results in terms of model accuracy and monitoring process control. Yet, GBM is superior compared to Box-Jenkins method due to its simplicity and practically with shorter computational time.

Item Type: Conference or Workshop Item (Paper)
Subjects: Q Science > QA Mathematics > QA440 Geometry. Trigonometry. Topology
Divisions: Faculty of Applied Science and Technology > Department of Mathematics and Statistic
Depositing User: Mr. Mohammad Shaifulrip Ithnin
Date Deposited: 31 Jul 2019 01:00
Last Modified: 31 Jul 2019 01:00
URI: http://eprints.uthm.edu.my/id/eprint/11393
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