Reliability and quality of service from information systems has been threatened by cyber intrusions. To protect information systems from intrusions and thus assure reliability and quality of service, it is highly desirable to develop techniques that detect intrusions. Many intrusions manifest in anomalous changes in intensity of events occurring in information systems. In this study, we apply, ...

In the last few years, Run-to-Run (R2R) control techniques have been developed and used to control various processes in industries. These techniques combine response surface, statistical process control, and feedback control techniques. The R2R controller consists of a linear regression model that relates input variables to output variables using Exponentially Weighted Moving Average (EWMA). In...

In the last few years, Run-to-Run (R2R) control techniques have been developed and used to control various processes in industries. These techniques combine response surface, statistical process control, and feedback control techniques. The R2R controller consists of a linear regression model that relates input variables to output variables using Exponentially Weighted Moving Average (EWMA). In...

The exponentially weighted moving average (EWMA) control chart became very popular during the last decade. It is characterized by simple handling and good performance. It turns out, however, that the most popular EWMA scheme with fixed-width control limits – the asymptotic control limits are taken and do not change over time – detects early changes rather slowly. For the competing CUSUM chart t...

Forecasting end-to-end throughput accurately can be vital for several applications. Peer-to-peer applications like BitTorrent or Skype will be able to select the peers more efficiently if the throughput in the short-term is known. On the other hand applications can adapt their behaviour accordingly, if they know how the end-to-end throughput is going to vary in the lifetime of a connection. Thi...

The exponentially weighted moving average (EWMA) X chart is effective in detecting small shifts. However, the EWMA X chart is not robust enough to prevent errors in estimating the process standard deviation or a changing standard deviation. To overcome this problem, Zhang et al. suggested the EWMA t chart in 2009. The existing optimal design of the EWMA t chart is based on the average run lengt...

Control charts are effective tools for signal detection in both manufacturing processes and service processes. Much of the data in service industries comes from processes having nonnormal or unknown distributions. The commonly used Shewhart variable control charts, which depend heavily on the normality assumption, are not appropriately used here. In this paper, we propose a new asymmetric EWMA ...

The control limits of an exponentially weighted moving average (EWMA) control chart should vary with time, approaching asymptotic limits as time increases. However, previous analytic analyses of EWMA charts consider only asymptotic control limits. In this article, the run length properties of EWMAs with time-varying control limits are approximated using nonhomogeneous Markov chains. Comparing t...

in this paper we present a method for optimal design of combined ewma-ewma control scheme. shewhart control chart, introduced by walter shewhart, only takes into account present information of the process, so it is insensitive in detecting small shifts. ewma and cusum control charts are good choices for detecting small shifts. a combined control scheme monitors the process for large and small s...

End-to-end available bandwidth estimation is very important for bandwidth dependent applications, quality-of-service verification and traffic engineering. Although several techniques and tools have been developed in the past, producing precise estimations in real-time still remains challenging, mainly due to the lack of control on the measured network path and environmental conditions, such as ...