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[02549] Copula for Markov Chain Model with Binomial Time Series Data

  • Session Time & Room : 3E (Aug.23, 17:40-19:20) @E503
  • Type : Contributed Talk
  • Abstract : Markov Chain Model can be constructed by the concept of time dependency and approached by the Copula. Markov Chain Model using Clayton and Joe Copula is proposed to determine the 3-sigma control limit in statistical control process for time series binomial data. In this paper, Gumbel and Frank Copula use in determining the 3-sigma control limits. We conduct simulations to see the performance of the developed methods and analyze the number of defective pieces in the jewelry manufacturing process.
  • Classification : 62-08, 62A99
  • Author(s) :
    • Pepi Novianti (Universitas Gadjah Mada, University of Bengkulu)
    • Gunardi Gunardi (Universitas Gadjah Mada)
    • Dedi Rosadi (Universitas Gadjah Mada)