Ph.D. Student Thi Thuy Van Nguyen Thi Thuy Van Nguyen is a lecturer - researcher at the International Research Institute for Artificial Intelligence and Data Science (IAD), Dong A University.  She held a Master's degree in Probability and Statistics at the University of Nice – Sophia – Antipolis, France in 2017, and had two years working as a risk modeling officer at Vietnam Prosperity Joint-stock Commercial Bank.  She is also a Ph.D. student and teaching assistant at HEC Management School - University of Liège. She has published two papers in refereed journals and conferences. Her researches focus on Statistical and Machine Learning techniques for anomaly detection in multivariate time series, Credit risk models in banking.

Title: Anomaly Detection for Compositional Data using VSI MEWMA control chart

Abstract: 

In recent years, the monitoring of compositional data using control charts has been investigated in the Statistical Process Control field. In this study, we will design a Phase II Multivariate Exponentially Weighted Moving Average (MEWMA) control chart with variable sampling intervals to monitor compositional data based on isometric log-ratio transformation. The Average Time to Signal will be computed based on the Markov chain approach to investigate the performance of proposed chart. We also propose an optimal procedure to obtain the optimal control limit, smoothing constant, and out-of-control Average Time to Signal for different shift sizes and short sampling intervals. The performance of proposed chart in comparison with the standard MEWMA chart for monitoring compositional data is also provided. Finally, we end the paper with a conclusion and some recommendations for future research.