نتایج جستجو برای: exponentially weighted moving average
تعداد نتایج: 580765 فیلتر نتایج به سال:
This article presents deviation based exponentially weighted moving average control charts to monitor type-I censored data. Due practical applications, this study considers Weibull distribution assess the performance of proposed memory-type charts. The observations are replaced with conditional expected value (CEV), median (CM), and standard (CSD) Various shifts, smoothing weights, censoring ra...
Process monitoring through control charts is a quite popular practice in statistical process control. This study is planned for monitoring the process dispersion parameter using exponentially weighted moving average (EWMA) control chart scheme. Most of the EWMA dispersion charts that have been proposed are based on the assumption that the parent distribution of the quality characteristic is nor...
The Internet routers employing the random early detection (RED) algorithm for congestion control suffer from the problem of chaotic queue oscillation. It is well known that the slowly varying nature of the average queue size computed using an exponentially weighted moving average (EWMA) used in the RED scheme causes this chaotic behavior. This paper presents a new mathematical function to model...
Economic design of multivariate exponentially weighted moving average (MEWMA) control charts for monitoring the process mean vector involves determining economically the optimum values of the three control parameters: the sample size, the sampling interval between successive samples, and the control limits or the critical region of the chart. In the economic-statistical design, constraints (inc...
A detailed comparison is made of volatility forecasting techniques on Australian value-weighted indices. The techniques compared are the naı̈ve approach (historical volatility), an improved extreme-value method (IEV), the ARCH/GARCH class of models and an exponentially weighted moving average (EWMA) of volatility. The study suggests that the EWMA technique appears to be the best volatility forec...
Forecasting strategies that are robust to structural breaks have earned renewed attention in the literature. They are built on weighted averages downweighting past information and include forecasting with rolling window, exponential smoothing or exponentially weighted moving average and forecast pooling. These simple strategies are particularly attractive because they are easy to implement, pos...
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 ...
Count data appears widely in finance, biomedical science, psychology, actuarial insurance, road safety and many other areas of life, it is often multivariate. In this paper, we consider using the multivariate exponentially weighted moving average (MEWMA) control chart method to monitor count under assumption Poisson distribution, which derived by He [1] from another form gamma distribution. We ...
Background & Objectives: Evaluating the performance of outbreak detection methods using real data testing provide the highest degree of validity. The aim of this study was to determine the performance of the Exponentially Weighted Moving Average (EWMA) in real time detection of two local outbreaks in Iran. Methods: The EWMA algorithm (both ƛ= 0.3 and 0.6) applied on daily counts of suspected ca...
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