Nur Syahidah, Yusoff and Noryanti, Muhammad and Shamshuritawati, Sharif and Ken, Tan Lit (2018) A network topology approach to diagnose the shift of covariance structure. In: 2018 Asia-Pacific Conference On Applied Mathematics And Statistics(AMS 2018) , 23 -26 March 2018 , Hanoi University of Science and Technology, Hanoi, Vietnam. pp. 1-7.. (Unpublished)
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Abstract
Understanding the shift of covariance matrices in any process is not an easy task. From the literatures, the most popular and widely used test for covariance shift is Jennrich’s test and Box’s M test. It is important to note that Box and also Jennrich have constructed their own test by involving sample covariance matrix determinant or, equivalently, generalized variance (GV) as multivariate variability measure. However, GV has serious limitations as a multivariate variability measure. Those limitations of GV motivate us to use a proposed test based on an alternative measure of multivariate variability called vector variance (VV). However, if after hypothesis testing the hypothesis of stable process covariance is rejected, then the next problem is to find the cause of that situation. In this paper, network topology approach will be used to understand the shift. A case study will be discussed and presented to illustrate the advantage of this approach
| Item Type: | Conference or Workshop Item (Lecture) |
|---|---|
| Additional Information: | Indexed by Scopus |
| Uncontrolled Keywords: | Network; Diagnose; Network Topology; covariance shift |
| Subjects: | Q Science > QA Mathematics > QA75 Electronic computers. Computer science |
| Faculty/Division: | Faculty of Industrial Sciences And Technology |
| Depositing User: | Pn. Hazlinda Abd Rahman |
| Date Deposited: | 11 Jun 2018 03:39 |
| Last Modified: | 21 Sep 2018 04:14 |
| URI: | http://umpir.ump.edu.my/id/eprint/21318 |
| Download Statistic: | View Download Statistics |
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