نتایج جستجو برای: time series analysis adaptive exponential smoothing level shifts statistical control limits

تعداد نتایج: 6219196  

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه شهید بهشتی - دانشکده علوم ریاضی 1386

چکیده ندارد.

2007
Lee M. Harrison William D. Penny John Ashburner Nelson J. Trujillo-Barreto Karl J. Friston

We describe a Bayesian scheme to analyze images, which uses spatial priors encoded by a diffusion kernel, based on a weighted graph Laplacian. This provides a general framework to formulate a spatial model, whose parameters can be optimized. The application we have in mind is a spatiotemporal model for imaging data. We illustrate the method on a random effects analysis of fMRI contrast images f...

Journal: :European Journal of Operational Research 2008
Dogan A. Serel Herbert Moskowitz

Control charts with exponentially weighted moving average (EWMA) statistics (mean and variance) are used to jointly monitor the mean and variance of a process. An EWMA cost minimization model is presented to design the joint control scheme based on pure economic or both economic and statistical performance criteria. The pure economic model is extended to the economic-statistical design by addin...

2008
Ralph D. Snyder Anne B. Koehler

Damped trend exponential smoothing has previously been established as an important forecasting method. Here, it is shown to have close links to simple exponential smoothing with a smoothed error tracking signal. A special case of damped trend exponential smoothing emerges from our analysis, one that is more parsimonious because it effectively relies on one less parameter. This special case is c...

2017
Weimin Jiang Benjamin R. Knight Chris Cornelisen Paul Barter Raphael Kudela

Monitoring of the phytoplankton pigment chlorophyll-a is often used as an indicator of eutrophication in coastal waters. Improved water quality monitoring using data sourced from MODIS (Moderate Resolution Imaging Spectroradiometer)-sourced data allows for infrequently sampled sites to be interrogated for long-term trends. Despite the wide availability and good spatial and temporal coverage of ...

2011
Javier Arroyo Gloria González-Rivera Carlos Maté Antonio Muñoz San Roque Pradeep Kumar

We adapt smoothing methods to histogram-valued time series (HTS) by introducing a barycentric histogram that emulates the "average" operation, which is the key to any smoothing filter. We show that, due to its linear properties, only the Mallows-barycenter is acceptable if we wish to preserve the essence of any smoothing mechanism. We implement a barycentric exponential smoothing to forecast th...

Journal: :Computational Statistics & Data Analysis 2007
Roland Fried

Abrupt shifts in the level of a time series represent important information and should be preserved in statistical signal extraction. We investigate rules for detecting level shifts that are resistant to outliers and which work with only a short time delay. The properties of robustified versions of the t-test for two independent samples and its non-parametric alternatives are elaborated under d...

Karim Salahshoor, Mohammad Reza Jafari

An adaptive version of growing and pruning RBF neural network has been used to predict the system output and implement Linear Model-Based Predictive Controller (LMPC) and Non-linear Model-based Predictive Controller (NMPC) strategies. A radial-basis neural network with growing and pruning capabilities is introduced to carry out on-line model identification.An Unscented Kal...

2008
Michael E. Mann

[1] We present an easily implemented method for smoothing climate time series, generalizing upon an approach previously described by Mann (2004). The method adaptively weights the three lowest order time series boundary constraints to optimize the fit with the raw time series. We apply the method to the instrumental global mean temperature series from 1850–2007 and to various surrogate global m...

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