Nonparametric control charts can provide a robust alternative in practice to the data analyst when there is a lack of knowledge about the underlying distribution. A nonparametric exponentially weighted moving average (NPEWMA) control chart combines the advantages of a nonparametric control chart with the better shift detection properties of a traditional EWMA chart. A NPEWMA chart for the media...

Joint monitoring of time and magnitude is an important issue in many industrial non-industrial fields several proposals exist the literature. The aim this article to propose a new maximum exponentially weighted moving average (Max-EWMA) chart assuming generalized exponential distribution for as well magnitude. As test-statistic Max-EWMA consists two EWMA statistics, it easy identify out-of-cont...

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...

In this paper, one of the most important criterion in public services quality named availability is evaluated by using artificial neural network (ANN). In addition, the availability values are predicted for future periods by using exponential weighted moving average (EWMA) scheme and some time series models (TSM) including autoregressive (AR), moving average (MA) and autoregressive moving avera...

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...

Monitoring complex production systems is primordial to ensure management, reliability and safety as well as maintaining the desired product quality. Early detection of emergent abnormal behaviour in monitored systems allows pre-emptive action to prevent more serious consequences, to improve system operations and to reduce manufacturing and/or service costs. This study reports the design of a ne...

This work presents a comparative study of the performance of the cumulative sum (CuSum), as well as the exponentially weighted moving average (EWMA) control charts. The objective of this research is to verify when CuSum and EWMA control charts do the best control region, in order to detect small changes in the process average. Starting from the data of a productive process, several series were ...

This work presents an exponentially weighted moving average (EWMA)-based synthesised control scheme for a process with outliers. Based on experience, some processes occasionally have outliers. The use of traditional mean ( X ) and range (R) control charts (denoted as X=R) for monitoring process mean and variance leads to high-level false alarms. In this study, the fast-detection technique (EWMA...

The combination of Shewhart control charts and an exponentially weighted moving average (EWMA) control charts to simultaneously monitor shifts in the mean output of a production process has proven very effective in handling both small and large shifts. To improve the sensitivity of the control chart to detect off-target processes, we propose a combined Shewhart-EWMA (CSEWMA) control chart for m...