Volatility forecasts aim to measure future risk and they are key inputs for financial analysis. In this study, we forecast the realized variance as an observable of volatility several major international stock market indices accounted different predictive information present in jump, continuous, option-implied components. We allowed spillovers markets by using a multivariate modeling approach. ...

In the competitive global business environment, enterprises should effectively respond to and satisfy customer needs. Outsourcing manufacturing is an effective method of adjusting the flexibility of production capability. To ensure final product quality, evaluating and selecting a contract manufacturer is essential. Process capability indices are extensively adopted in manufacturing to determin...

In this research, we propose to use the smooth adaptive estimator to estimate the process mean. Since the smooth adaptive estimator is robust for non-normal processes and outliers, it can be used in the estimator of the Process Capability Indices (PCIs). The resulting indices are called smooth adaptive PCIs, which will also be robust estimators. We simu late extensively the biases and mean squa...

rangelands are important for plant productivity, livestock production, wildlife,conservation of soil and water resources, and etc. one of the main problem of rangeland isthat has not been used based on its potential that leads to more degradation of rangelands.the purpose of this study was to evaluate the range management capability of badrehregion in ilam province, iran, using anp (analytic ne...

Process Capability: Definition and standard evaluation: Process Capability tells you, to what extent the process is likely to satisfy the customer's wish. Standard Process Capability calculations assume 99.73% coverage of the process mapped as σ 3 ± x. Where x is the process mean σ is the process standard deviation. The standard evaluation of Process Capability Indices Cp & Cpk is given by the ...

Performance indices used in the analysis of performance of univariate and multivariate processes are often computed as ratios of stochastic variables. Consequently, they have an inherent variability. In order to provide a basis for assessing performance using these measures, it is important to understand the sampling distribution of these indices. In this paper the statistical properties of qua...

Acceptance sampling plan is a method to make decision on either accepting or rejecting a specific lot or more generally to inspect the quality of products that can be used by different methods. Along with this, one suitable measure to improve manufacturing processes is to analyze process capability indices. These indices have many applications in production environments. In this paper, a repeti...

The SEI’s Capability Maturity Model for Software has popularized the notion of measuring the software process maturity of organizations. ISO’s SPICE project is currently creating a set of international standards for software process management that harmonize existing approaches. One of the objectives is to create a way of measuring process capability, while not using a specific approach such as...

Statistical technique used to analyze quality problems and improve process performance is Process Control (SPC). In this study, multivariate control chart the of graduates Statistics Study Program, FMIPA USK, namely using Multivariate Exponentially Weighted Moving Average (MEWMA) average, Variance (MEWMV) variability, analysis Capability assess entire process. Data secondary data, GPA duration ...