[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.
