Mornitoring, Forecasting and Optimization Technique When Multi-Variables Shift With Time

27 Pages Posted: 6 Mar 2020

See all articles by Hong Mao

Hong Mao

Shanghai Second Polytechnic University

Date Written: February 6, 2020

Abstract

In this paper, the quality control technique and the optimization of adjustment interval of one dimensional quality characteristic are extended to multi-dimensional case in which the vector of the quality characteristics or important financial indices of firms shifts with time. A special multivariate triangle control chart is proposed to control such kind of process. An application is illustrated to monitor and predict the soundness of insurers of U.S. Finally, 7 important issues for further study in future are presented.

Keywords: Multivariables; Special triangle control chart; Mornitoring, forecasting and optimization; Shifting with time; Soundness of insurers

JEL Classification: G20

Suggested Citation

Mao, Hong, Mornitoring, Forecasting and Optimization Technique When Multi-Variables Shift With Time (February 6, 2020). Available at SSRN: https://ssrn.com/abstract=3533054 or http://dx.doi.org/10.2139/ssrn.3533054

Hong Mao (Contact Author)

Shanghai Second Polytechnic University ( email )

No.2360, Jinhai Road
Shanghai, 201209
China

Do you have a job opening that you would like to promote on SSRN?

Paper statistics

Downloads
9
Abstract Views
158
PlumX Metrics