Open AccessTHE EFFICIENCY ANALYSIS OF GENERALIZED VARIANCE ALGORITHM UNDER THE TREND OF MULTIDIMENSIONAL SCATTERING
Author(s) -
Viktoriya V. Ovsyannikova
Publication year - 2021
Publication title -
avtomatizaciâ processov upravleniâ
Language(s) - English
Resource type - Journals
ISSN - 1991-2927
DOI - 10.35752/1991-2927-2021-3-65-56-60
Subject(s) - mathematics , series (stratigraphy) , moment (physics) , variance (accounting) , covariance , dispersion (optics) , statistics , covariance matrix , process (computing) , scattering , algorithm , computer science , physics , optics , paleontology , accounting , classical mechanics , business , biology , operating system
The generalized variance algorithm is used to control the multidimensional scattering of the process. The generalized variance is understood as the determinant of the covariance matrix of the process. The control efficiency is estimated by the average length of the series, that is the number of observations from the moment of violation of the process to the moment of detection of this violation. Both analytical and numerical methods can be used to estimate the average length of the series for different control types. One of the most common types of the process violation is an abrupt or gradual increase in its dispersion. The aim of the article is to estimate the average length of the series of the generalized dispersion map under the trend of multidimensional scattering.