A new quantile tracking algorithm using a generalized exponentially weighted average of observations
نویسندگان
چکیده
منابع مشابه
Using exponentially weighted moving average (EWMA) charts
1. Unlike X -R and Individuals charts (without the Western Electric Handbook rules which aim to increase sensitivity), all of the data collected over time may be used to determine the control status of a process. 2. The EWMA is often superior to the CUSUM charting technique for detecting "larger" shifts. 3. EWMA schemes may be applied for monitoring standard deviations in addition to the proces...
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In many practical situations, multiple variables often need to be monitored simultaneously to ensure the process is in control. In this article, we develop a feasible multivariate monitoring procedure based on the general Multivariate Exponentially Weighted Moving Average (MEWMA) to monitor the multivariate count data. The multivariate count data is modeled using Poisson-Lognormal distribution ...
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background : there are few published studies that use real data testing to examine the performance of outbreak detection methods. the aim of this study was to determine the performance of the exponentially weighted moving average (ewma) in real time detection of a local outbreak in mashhad city, eastern iran . methods : the ewma algorithms (both ewma 1 with λ=0.3 and ewma 2 with λ=0.6) were app...
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Inventory control systems typically require the frequent updating of forecasts for many different products. In addition to point predictions, interval forecasts are needed to set appropriate levels of safety stock. The series considered in this paper are characterised by high volatility and skewness, which are both time-varying. These features motivate the consideration of forecasting methods t...
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ژورنال
عنوان ژورنال: Applied Intelligence
سال: 2018
ISSN: 0924-669X,1573-7497
DOI: 10.1007/s10489-018-1335-7