Boy Delivery is a delivery service in the city of Lamongan which has been operating for about 4 years. an average 12,000 demand per month. However, high was not accompanied by good management, often piled up and even rejected number due to unavailability drivers at that time, this incorrect prediction demand. Therefore research conducted help forecast future using Single Moving Average, Weighte...

Control charts are themost extensively used technique to detect the presence of special cause variations in processes. They can be classified intomemory andmemoryless control charts. Cumulative sum and exponentially weightedmoving average control charts are memory-type control charts as their control structures are developed in such a way that the past information is not ignored as it is done i...

Control charts are used to detect assignable causes in different manufacturing and nonmanufacturing processes. This study presents a new maximum exponentially weighted moving average (Max-EWMA) chart for joint unit interval time magnitude monitoring. To this end, beta distribution is considered whereas simplex magnitude. Average run length (ARL), standard deviation of (SDRL), quantiles evaluate...

Investigating the effect of measurement errors on control chart monitoring ratio two normal random variables is an important task to facilitate use this kind in practice. Moreover, a deep insight into problem can help practitioners find way reduce unexpected impacts performance. This paper provides study performance exponentially weighted moving average presence errors. We extend linear covaria...

Abstract A new computational approach based on the pointwise regularity exponent of price time series is proposed to estimate Value at Risk. The forecasts obtained are compared with those two largely used methodologies: variance-covariance method and exponentially weighted moving average method. Our findings show that in very turbulent periods financial markets using our algorithm decidedly out...

The exponentially weighted moving average (EWMA) is a well-known and popular statistic used for smoothing and forecasting time series and as a process mean estimator, due to its simplicity and ability to capture nonstationarity. The EWMA statistic has been shown to be an optimal mean estimator for a certain disturbance process and an effective estimator for various other processes. In this arti...

Alarm algorithms for displacement detection methods are one of the key components of an automatic displacement monitoring system used for monitoring any large structure (such as dams, bridges etc.). Methods such as Shewhart algorithm, moving average algorithm weighted moving average algorithm (WMA), exponentially weighted moving average algorithm (EWMA), cumulative sum algorithm (CUSUM) are use...

This paper evaluates the out-of-sample forecasting accuracy of eleven models for monthly volatility in fifteen stock markets. Volatility is defined as within-month standard deviation of continuously compounded daily returns on the stock market index of each country for the ten-year period 1988 to 1997. The first half of the sample is retained for the estimation of parameters while the second ha...

The reliability data is getting used to monitor and improve the quality of products or services. Nowadays, most of products or services are the results of processes with dependent stages referred to as multi-stage process. In these processes, the quality characteristics are affected by the quality characteristics in the previous stages, called as cascade property. In some cases, it is not possi...