نتایج جستجو برای: exponential weighted moving average model

تعداد نتایج: 2582869  

Journal: :Journal of Information System Research (JOSH) 2023

The production of palm kernel is a significant product for the company and plays crucial role. Nevertheless, stability not always consistent, quality can be detrimental to company. As consumer demands change over time, companies must anticipate every fluctuation in production. Hence it vital figure long run with settlement prepare utilizing information mining within past. Triple Exponential Smo...

2003
Christopher F Baum

2 1 1 =0 | | d t t t p p q q d d k k t () () ()(1) () = () (0) () () (1) (1) = () ())(+ 1) () () 0 5 1. Fractionally integrated timeseries and ARFIMA modelling 1 This presentation of ARFIMA modelling draws heavily from Baum and Wiggins (2000). The model of an autoregressive fractionally integrated moving average process of a timeseries of order , denoted by ARFIMA , with mean , may be written u...

Journal: :Technometrics 2003
Daniel W. Apley Hyun Cheol Lee

Residual-based control charts are popular methods for statistical process control of autocorrelated processes. To implement these methods, a time series model of the process is required. The model must be estimated from data, in practice, and model estimation errors can cause the actual in-control average run length to differ substantially from the desired value. This article develops a method ...

Journal: :Computer systems science and engineering 2023

The Extended Exponentially Weighted Moving Average (extended EWMA) control chart is one of the charts and can be used to quickly detect a small shift. performance evaluated with average run length (ARL). Due deriving explicit formulas for ARL on two-sided extended EWMA trend autoregressive or AR(p) model has not been reported previously. aim this study derive as well AR(1) AR(2) models exponent...

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