منابع مشابه
A Scheme for Balanced Monitoring and Accurate Diagnosis of Bivariate Correlated Process Mean Shifts
Monitoring and diagnosis of mean shifts in manufacturing processes become more challenging when involving two or more correlated variables. Unfortunately, most of the existing multivariate statistical process control schemes are only effective in rapid detection but suffers high false alarm, that is, imbalanced monitoring performance. The problem becomes more complicated when dealing with small...
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V.B. Ghute Dept. of Statistics, Solapur University, Solapur, (MS), India [email protected]; +91 9881372729 ______________________________________________________________________________________________ Abstract Nonparametric or distribution-free control chart is useful in statistical process control when the underlying process distribution is unknown or is not likely to be normal. In...
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A bivariate extension to Box and Jenkins (1963) “machine tool” problem is presented in this paper. The model balances the fixed cost of making an adjustment, which is independent of the magnitude of the adjustment, with the cost of running the process off-target, which is assumed quadratic. It is assumed that two controllable factors are available to compensate for the deviations from target of...
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Recent empirical work has studied point processes of transactions in financial markets and observed clear time dependent patterns in these arrival times. However, these studies do not examine the timing of quoted price changes. This paper formulates a bivariate point process to jointly analyze transaction and quote arrivals. In microstructure models, transactions may reveal private information ...
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ژورنال
عنوان ژورنال: Pesquisa Operacional
سال: 2009
ISSN: 0101-7438
DOI: 10.1590/s0101-74382009000300005