A network topology approach to diagnose the shift of covariance structure

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 sam...

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Main Authors:	Nur Syahidah, Yusoff, Noryanti, Muhammad, Shamshuritawati, Sharif, Ken, Tan Lit
Format:	Conference or Workshop Item
Language:	English English
Published:	2018
Subjects:	QA75 Electronic computers. Computer science
Online Access:	http://umpir.ump.edu.my/id/eprint/21318/ http://umpir.ump.edu.my/id/eprint/21318/1/40.%20A%20network%20topology%20approach%20to%20diagnose%20the%20shift%20of%20covariance%20structure.pdf http://umpir.ump.edu.my/id/eprint/21318/2/40.1%20A%20network%20topology%20approach%20to%20diagnose%20the%20shift%20of%20covariance%20structure.pdf

id	ump-21318
recordtype	eprints
spelling	ump-213182018-09-21T04:14:51Z http://umpir.ump.edu.my/id/eprint/21318/ A network topology approach to diagnose the shift of covariance structure Nur Syahidah, Yusoff Noryanti, Muhammad Shamshuritawati, Sharif Ken, Tan Lit QA75 Electronic computers. Computer science 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 2018 Conference or Workshop Item NonPeerReviewed pdf en http://umpir.ump.edu.my/id/eprint/21318/1/40.%20A%20network%20topology%20approach%20to%20diagnose%20the%20shift%20of%20covariance%20structure.pdf pdf en http://umpir.ump.edu.my/id/eprint/21318/2/40.1%20A%20network%20topology%20approach%20to%20diagnose%20the%20shift%20of%20covariance%20structure.pdf 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)
repository_type	Digital Repository
institution_category	Local University
institution	Universiti Malaysia Pahang
building	UMP Institutional Repository
collection	Online Access
language	English English
topic	QA75 Electronic computers. Computer science
spellingShingle	QA75 Electronic computers. Computer science Nur Syahidah, Yusoff Noryanti, Muhammad Shamshuritawati, Sharif Ken, Tan Lit A network topology approach to diagnose the shift of covariance structure
description	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
format	Conference or Workshop Item
author	Nur Syahidah, Yusoff Noryanti, Muhammad Shamshuritawati, Sharif Ken, Tan Lit
author_facet	Nur Syahidah, Yusoff Noryanti, Muhammad Shamshuritawati, Sharif Ken, Tan Lit
author_sort	Nur Syahidah, Yusoff
title	A network topology approach to diagnose the shift of covariance structure
title_short	A network topology approach to diagnose the shift of covariance structure
title_full	A network topology approach to diagnose the shift of covariance structure
title_fullStr	A network topology approach to diagnose the shift of covariance structure
title_full_unstemmed	A network topology approach to diagnose the shift of covariance structure
title_sort	network topology approach to diagnose the shift of covariance structure
publishDate	2018
url	http://umpir.ump.edu.my/id/eprint/21318/ http://umpir.ump.edu.my/id/eprint/21318/1/40.%20A%20network%20topology%20approach%20to%20diagnose%20the%20shift%20of%20covariance%20structure.pdf http://umpir.ump.edu.my/id/eprint/21318/2/40.1%20A%20network%20topology%20approach%20to%20diagnose%20the%20shift%20of%20covariance%20structure.pdf
first_indexed	2023-09-18T22:31:13Z
last_indexed	2023-09-18T22:31:13Z
_version_	1777416298872963072

A network topology approach to diagnose the shift of covariance structure

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