The Usage of Time Series Control Charts for Financial Process Analysis
نویسندگان
چکیده
منابع مشابه
a time-series analysis of the demand for life insurance in iran
با توجه به تجزیه و تحلیل داده ها ما دریافتیم که سطح درامد و تعداد نمایندگیها باتقاضای بیمه عمر رابطه مستقیم دارند و نرخ بهره و بار تکفل با تقاضای بیمه عمر رابطه عکس دارند
Robust control charts for time series data
This article presents a control chart for time series data, based on the one-stepahead forecast errors of the Holt-Winters forecasting method. We use robust techniques to prevent that outliers affect the estimation of the control limits of the chart. Moreover, robustness is important to maintain the reliability of the control chart after the occurrence of alarm observations. The properties of t...
متن کاملTime-series and risk-adjusted control charts
Presentation There are several statistical process control (SPC) methods used in industry that can be applied in healthcare. However, as noted in the earlier discussion by Toulany et al. regarding quasi-experimental designs for quality improvement research, several considerations must be taken into account when adapting these methods for the complex, high-risk healthcare arena. Industrial metho...
متن کاملTime Series Control Charts in the Presence of Model Uncertainty
Time series control charts are popular methods for statistical process control of autocorrelated processes. In order to implement these methods, however, a time series model of the process is required. Since time series models must always be estimated from process data, model estimation errors are unavoidable. In the presence of modeling errors, time series control charts that are designed unde...
متن کاملA Novel Clustering Approach for Estimating the Time of Step Changes in Shewhart Control Charts
Although control charts are very common to monitoring process changes, they usually do not indicate the real time of the changes. Identifying the real time of the process changes is known as change-point estimation problem. There are a number of change point models in the literature however most of the existing approaches are dedicated to normal processes. In this paper we propose a novel app...
متن کاملذخیره 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: Journal of Competitiveness
سال: 2012
ISSN: 1804-171X,1804-1728
DOI: 10.7441/joc.2012.03.03