This paper presents the estimation methods of packet inter-arrival times. The approach is based on neural network models for predicting the packet inter-arrival times by learning patterns and characteristics of observed traffics. The proposed methods are compared with the familiar exponentially weighted moving average (EWMA) estimator. Evaluation results demonstrate the effectiveness of the pro...

When monitoring a process which has multivariate normal variables, the Shewhart-type control chart (Hotelling (1947)) traditionally used for monitoring the process mean vector is effective for detecting large shifts, but for detecting small shifts it is more effective to use the multivariate exponentially weighted moving average (MEWMA) control chart proposed by Lowry et al. (1992). It has been...

Previously, it has been held that statistical process control (SPC) and engineering process control (EPC) were two distinct domains for process improvement. However, we design four control policies to integrate the two approaches using a proportional-integral-derivative (PID) feedback controller and Shewhart or moving centerline exponentially weighted moving average (MCEWMA) charts. We specific...

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...

Guttman and Tiao [1], and Chang [2] showed that the effect of outliers may cause serious bias in estimating autocorrelations, partial correlations, and autoregressive moving average parameters (cited in Chang et al. [3]). This paper presents a modified weighted symmetric estimator for a Gaussian first-order autoregressive AR(1) model with additive outliers. We apply the recursive median adjustm...

in this article, the effectiveness of eight different technical indexes including simple moving average, weighted moving average, exponential moving average, relative strength, commodity channel, stochastic, money flow and demand are examined by comparison between indexes returns with buy and hold returns. the results shows the return of buy and hold strategy is more than technical indexes in t...

The univariate mean process monitoring is only used the information from study variable. One of control chart that to monitor GWMA chart. But, in this research, we need using variable and on adding or auxiliary enhanced research named AIB-GWMA In also made a comparison between know sensitivity effectiveness these effect monitoring. performance evaluated Average Run Length with help Monte Carlo ...

The exponentially weighted moving average chart of the squared deviation (EWMAS) is often applied for monitoring changes such as step shifts and linear drifts in process variation when no subgrouping is available. This paper analyzes the performance of the EWMAS chart under drifts in process variation. A fast and accurate algorithm based on the piecewise collocation method is presented for comp...