Unlike a Shewhart chart, the exponentially weighted moving average (EWMA) and cumulative sum (CUSUM) charts are memory control charts (also known as time weighted control charts) that are used for a quick detection of small shifts in the process mean. Control charts that combine information from present and past samples, like the EWMA and CUSUM charts have the ability to detect process changes ...

The paper presents new strategies for testing and rating the relevance of rules in the Fuzzy{ROSA (Rule Oriented Statistic Analysis) method for data based rule generation. Speciic characteristics and diierences between the proposed strategies are pointed out.

The paper presents new strategies for testing and rating the relevance of rules in the Fuzzy{ROSA (Rule Oriented Statistic Analysis) method for data based rule generation. Speciic characteristics and diierences between the proposed strategies are pointed out.

Assuming a first-order auto-regressive model for the auto-correlation structure between observations, in this paper, a transformation method is first employed to eliminate the effect of auto-correlation. Then, a maximum likelihood estimator (MLE) of a step change in the parameters of the transformed model is derived and three separate EWMA control charts are used to monitor the parameters of th...

The EWMA quality control chart, and its multivariate version (MEWMA), may be designed to efficiently detect small shifts in the mean vector of a set of p quality characteristics of a production process. However, this work presents a method for the optimal design of the parameters of the MEWMA and EWMA charts to control processes where it is not convenient to detect small magnitude shifts and, a...

In this study, different ranked-based sampling (RBS) schemes are used to design a sensitive control chart monitor the small or moderate shifts in process mean and named combined EWMA moving average RBS (CEM-RBS) charts. The run-length (ARL) standard deviation of (SDRL) through Monte Carlo simulation runs computed evaluate performance proposed charts comparison with existing such as MA, EWMA, EW...

Quality control is an important role in industry for maintain quality stability. Statistical process can quickly investigate the occurrence of unforeseen causes or shifts using charts. Mixed Exponentially Weighted Moving Average - Cumulative Sum (MEC) chart a tool used to monitor and evaluate whether production not. The MEC method combination (EWMA) (CUSUM) Combining two charts aims increase se...

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...

In this article, we propose totally new grey clustering method and fuzzy comprehensive evaluation method and accordingly, a Matlab toolbox for grey clustering statistic and fuzzy comprehensive evaluation is developed. As an illustrative example, we use the toolbox developed for carrying on an analysis of the test scores of the Grade 3 at the National Changhua Girls’ Senior High School, Taiwan. ...