PENERAPAN DIAGRAM PENGENDALI NONPARAMETRIK EXPONENTIALLY WEIGHTED MOVING AVERAGE SIGN UNTUK ANALISIS PERGERAKAN HARGA SAHAM SEKTOR PROPERTI

نویسندگان

چکیده

Stocks are evidence of equity participation in a company. Investors need to know the quality stock prices so that they can minimize losses when investing. Technical analysis be used by investors decide buy or sell stock. One technical on is using control. Control charts make decisions trading activities. The Exponentially Weighted Moving Average control chart very useful for detecting small shifts such as financial data. assumption must fulfilled EWMA data normally distributed. non-fulfillment normal distribution causes produces plots far from limits. This problem solved nonparametric Sign chart. construction expected overcome limitations standard and provide signal best time trade stocks. this study daily closing price PT Bumi Serpong Damai Tbk March 1, 2021 4, 2022 with total 250 shows out because it spread non-randomly relatively similar pattern.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

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...

متن کامل

Grouped Data Exponentially Weighted Moving Average Control Charts

In the manufacture of metal fasteners in a progressive die operation, and other industrial situations, important quality dimensions cannot be measured on a continuous scale, and parts are classified into groups using a step gauge. This article proposes a version of exponentially weighted moving average (EWMA) control charts applicable to monitoring the grouped data for process shifts. The run l...

متن کامل

Exponentially Weighted Moving Average Control Schemes: Properties and Enhancements

Editor’s Note: This article and the first two accompanying discussions were presented orally at the Technomeirics session of the 33rd Annual Fall Technical Conference in Houston, Texas, October 25-27. 1989. The conference was cosponsored by the Chemical and Process Industries and the Statistics Divisions of the American Society for Quality Control and the Section on Physical and Engineering Sci...

متن کامل

Enhancing the Performance of Exponentially Weighted Moving Average Charts: Discussion

Abbas et al. (Abbas N, Riaz M, Does RJMM. Enhancing the performance of EWMA charts. Quality and Reliability Engineering International 2011; 27(6):821–833) proposed the use of signaling schemes with exponentially weighted moving average charts (named as 2/2 and modified 2/3 schemes) for their improved design structures. A two-sided control structure of these schemes is given in the paper. The co...

متن کامل

Multivariate Exponentially Weighted Moving Average Chart for Monitoring Poisson Observations∗

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 ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Jurnal Gaussian : Jurnal Statistika Undip

سال: 2022

ISSN: ['2339-2541']

DOI: https://doi.org/10.14710/j.gauss.12.1.1-9