This work presents an exponentially weighted moving average (EWMA)-based synthesised control scheme for a process with outliers. Based on experience, some processes occasionally have outliers. The use of traditional mean ( X ) and range (R) control charts (denoted as X=R) for monitoring process mean and variance leads to high-level false alarms. In this study, the fast-detection technique (EWMA...

This paper deals with the problem of testing statisticalhypotheses when the available data are fuzzy. In this approach, wefirst obtain a fuzzy test statistic based on fuzzy data, and then,based on a new signed distance between fuzzy numbers, we introducea new decision rule to accept/reject the hypothesis of interest.The proposed approach is investigated for two cases: the casewithout nuisance p...

In statistical process control (SPC), the ratio of two normal random variables (RZ) is a valuable indicator to be taken as charting statistic. this work, we propose triple exponentially weighted moving average (TEWMA) chart for monitoring RZ. Additionally, variable sampling interval (VSI) strategy has been adopted different charts by researchers. With application strategy, VSI-TEWMA-RZ then dev...

Forecasting end-to-end throughput accurately can be vital for several applications. Peer-to-peer applications like BitTorrent or Skype will be able to select the peers more efficiently if the throughput in the short-term is known. On the other hand applications can adapt their behaviour accordingly, if they know how the end-to-end throughput is going to vary in the lifetime of a connection. Thi...

The exponentially weighted moving average (EWMA) control chart became very popular during the last decade. It is characterized by simple handling and good performance. It turns out, however, that the most popular EWMA scheme with fixed-width control limits – the asymptotic control limits are taken and do not change over time – detects early changes rather slowly. For the competing CUSUM chart t...

Statistical hypothesis testing is very important for finding decisions in practical problems. Usually, the underlying data are assumed to be precise numbers, but it is much more realistic in general to consider fuzzy values which are non-precise numbers. In this case the test statistic will also yield a non-precise number. This article presents an approach for statistical testing at the basis o...

In this paper, first the available single charting methods, which have been proposed to detect simultaneous shifts in a single process mean and variance, are reviewed. Then, by designing proper simulation studies these methods are evaluated in terms of in-control and out-ofcontrol average run length criteria (ARL). The results of these simulation experiments show that the EWMA and EWMS methods ...

This paper deals with the problem of testing hypothesis when both the hypotheses and the available data are fuzzy. First, four different kinds of fuzzy hypotheses are defined. Then, a procedure is developed for constructing the fuzzy point estimation based on fuzzy data. Also, the concept of fuzzy test statistic is defined based on the α-cuts of the fuzzy null hypothesis and the α-cuts of the c...

Market risk exposure plays a key role for financial institutions risk management. A possible measure for this exposure is to evaluate losses likely to incur when the price of the portfolio’s assets declines using Value-at-Risk (VaR) estimates, one of the most prominent measure of financial downside market risk. This paper suggests an evolving possibilistic fuzzy modeling approach for VaR estima...