This article investigates a Cautious Minimum Variance (CMV) control approach for controlling industrial process variability when the model parameters are estimated from data and subject to uncertainty. CMV control has a number of advantages over traditional robust control methods. It incorporates probabilistic, as opposed to deterministic, measures of parameter uncertainty, which are more consi...

Nonstationary ARIMA processes and nearly nonstationary ARMA processes, such as autoregressive processes having a root of the AR polynomial close to the unit circle, have sample autocovariance and spectral properties that are, in practice, almost indistinguishable from those of a stationary longmemory process, such as a Fractionally Integrated ARMA (ARFIMA) process. Because of this, model misspe...

In this paper we examine the ̄nite-sample properties of the approximate maximum likelihood estimate (MLE) of the fractional di®erencing parameter d in an ARFIMA(p, d, q) model based on the wavelet coe±cients. Ignoring wavelet coe±cients of higher order of resolution, the remaining wavelet coe±cients approximate a sample of independently and identically distributed normal variates with homogeneo...

This paper provides a Bayesian analysis of Autoregressive Fractionally Integrated Moving Average (ARFIMA) models. We discuss in detail inference on impulse responses, and show how Bayesian methods can be used to (i) test ARFIMA models against ARIMA alternatives, and (ii) take model uncertainty into account when making inferences on quantities of interest. Our methods are then used to investigat...

The mixed control chart is proposed to improve detection performance with fewer process shifts. In this study, we the modified exponentially weighted moving average - (MMEM), a new for observing changes in mean. Average run length, standard deviation of and median length can be used examine effectiveness detecting Shewhart, Moving (MA), Modified Exponentially Weighted (MEWMA), Mixed (MMME) char...

Chart patterns and indicators are popular technical tools for making investment decisions. This article presents a trading strategy combining price movement patterns, candlestick chart patterns, and trading indicators, including Moving Average, Exponential Moving Average, Bollinger Bands, On Balance Volume, Relative Strength Index, Moving Average Convergence Divergence, and Stochastic Oscillato...

INTRODUCTION This retrospective cohort study investigated the relation between different measures of glycemic exposure and micro- and macrovascular complications among patients with type 2 diabetes. METHODS The analysis included patients receiving oral antihyperglycemic agents between 1 January 2006 and 31 December 2014 from the General Practitioner Database from the PHARMO Database Network. ...

background : there are few published studies that use real data testing to examine the performance of outbreak detection methods. the aim of this study was to determine the performance of the exponentially weighted moving average (ewma) in real time detection of a local outbreak in mashhad city, eastern iran . methods : the ewma algorithms (both ewma 1 with λ=0.3 and ewma 2 with λ=0.6) were app...

In this paper, we present a novel approach to estimate traffic speed using a sequence of images from an uncalibrated camera. We assert that exact calibration is not necessary to estimate speed. Instead, we use 1) geometric relationships inherently available in the image, 2) some common-sense assumptions that reduce the problem to a one-dimensional (1-D) geometry, 3) frame differencing to isolat...