نتایج جستجو برای: میانگین متحرک موزون نمائی ewma

تعداد نتایج: 90886  

2011
Aristotle

A one-sided Exponential Weighted Moving Average (EWMA) control chart is introduced to monitor the fraction p of nonconforming products in high yield processes. It is designed to detect upward shifts of p screening the non-transformed geometric counts i.e. the number of conforming products between two nonconforming ones. Its algorithmic function is theoretically established and numerous performa...

Journal: :Symmetry 2021

To detect sustainable changes in the manufacturing processes, memory-type charting schemes are frequently functioning. The recently designed, homogenously weighted moving average (HWMA) technique is effective for identifying substantial processes. make HWMA chart more persistent shifts industrial a double (DHWMA) has been proposed recently. This study intends to develop triple (THWMA) efficient...

Journal: :Communications in Statistics - Simulation and Computation 2022

To monitor time and magnitude, different types of control charts have been proposed in the literature. This article proposes a new maximum exponentially weighted moving average (Max-EWMA) chart by assuming Weibull distribution. The test-statistic Max-EWMA consists two EWMA statistics, where one statistic is used for monitoring magnitude while other to interval between events. performances asses...

Journal: :Technometrics 2003
Harriet Black Nembhard Ming-Shu Kao

Several forecast-based monitoring methods have been developed for autocorrelated data. One effective method is to use the forecasts based on the exponentially weighted moving average (EWMA). However, during the transition period of dynamic systems, the forecast-based monitoring procedure becomes inadequate due to its use of constant time series model parameters. In this article we present an ad...

ژورنال: :مهندسی مالی و مدیریت اوراق بهادار 0
سعید فتحی دانشیار مدیریت مالی، گروه مدیریت دانشگاه اصفهان ناهید پرویزی کارشناس ارشد mba دانشگاه اصفهان

سرمایه گذاری در بورس اوراق بهادار مستلزم تجزیه تحلیل اوراق بهادار و زمان بندی خریدوفروش آن هاست. برای این منظور از روش ها و دیدگاه های متفاوتی مانند تحلیل بنیادی و تحلیل تکنیکال می توان کمک گرفت. بسیاری مطالعات سودآوری تحلیل تکنیکال در بازار سرمایه را بررسی کرده اند و از استراتژی های معاملاتی مختلف استفاده کرده اند. هدف از این مقاله بررسی قابلیت کسب سود از تحلیل تکنیکال با تلفیق اسیلاتورها و می...

2014
Aamir Saghir

In many count data sets, an item may have more than one defect that causes the item to be defective. The Poisson EWMA scheme cannot be used to monitor such defects. The geometric-Poisson exponentially weighted moving average (EWMA) chart has been shown to be an effective scheme to monitor the number of defects over time. In these applications, it is assumed that the process parameters are known...

Journal: :Neurocomputing 2016
Farid Kadri Fouzi Harrou Sondès Chaabane Ying Sun Christian Tahon

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...

2012
Wararit PANICHKITKOSOLKUL

Guttman and Tiao [1], and Chang [2] showed that the effect of outliers may cause serious bias in estimating autocorrelations, partial correlations, and autoregressive moving average parameters (cited in Chang et al. [3]). This paper presents a modified weighted symmetric estimator for a Gaussian first-order autoregressive AR(1) model with additive outliers. We apply the recursive median adjustm...

طی سال‏های اخیر، پژوهشگران با به‌کارگیری نظریه مقدار فرین (EVT)، ریسک بازار را به نحو دقیق­تری برای وقایع نادر (شرایط بحرانی) محاسبه کرده‏اند. در این راستا، این مقاله، به بررسی روش­های مختلف اندازه‌گیری ریسک بازار در سطوح مختلف اطمینان می‌پردازد. با توجه به اینکه برای اندازه‏گیری اثرات بحران‏های مالی بر ارزش دارایی­ها، روش EVT  براساس فروض نظریه، نیازمند سری‌های زمانی با مشاهدات بسیاری است، ازا...

Background: Timely response to influenza outbreaks using Influenza like illness (ILI) data is one of the most important priorities for public health authorities. The aim of this study was to evaluate the performance of the Exponentially Weighted Moving Average (EWMA) for timely detection of influenza outbreaks in Iran using simulated approaches from January 2010 to December 2015. Methods: Simu...

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