نتایج جستجو برای: میانگین متحرک موزون نمائی ewma
تعداد نتایج: 90886 فیلتر نتایج به سال:
On the basis of the AR(1) stochastic process model for consumer demand which was introduced by Professor H.L.Lee, qualified and simulation model of bullwhip effect are established when order-up-to inventory policy is employed, which investigate demand variability caused by forecasting technology, such as moving average (MA) method, exponentially weighted moving average (EWMA) method or mean squ...
in this paper, first the available single charting methods, which have been proposed to detect simultaneous shifts in a single process mean and variance, are reviewed. then, by designing proper simulation studies these methods are evaluated in terms of in-control and out-ofcontrol average run length criteria (arl). the results of these simulation experiments show that the ewma and ewms methods ...
یکی از روشهای مطرح در بررسی علمی بازار سرمایه استفاده از مدل سازهای اقتصاد سنجی می باشد . در پژوهشهای انجام شده اغلب مدلسازهای اقتصاد سنجی محدود، بدون مقایسه و بررسی میزان خطای پیشبینی سایر الگوریتمها ، مورد بررسی قرار گرفته اند . در این پژوهش برای رفع این نقیصه با اجرا و مقایسه روش های مطرح برروی سهم های منتخب و بر اساس پارامترهای ارائه شده کارا ترین الگوریتم مشخص گردیده است. از سوی دیگر اغل...
هدف از این تحقیق یافتن پاسخ این سئوال است که کدامیک از شاخص های پیش بینی مورد استفاده در این تحقیق، بهترین روش برای پیش بینی قیمت سهام به شمار میآید و از قابلیت اعتبار بالاتری برای پیش بینی قیمت سهام در بورس تهران در دوره زمانی از سال 1383 تا 1387 برخوردار می باشد ؟ بدین منظور یکی از ساده ترین و در عین حال پرکاربرد ترین روش های تحلیل تکنیکی یعنی میانگین متحرک، میانگین متحرک وزنی و میانگینهای ...
A Measurement error is a usually met distortion factor in real-world applications that influences the outcome of a process. In this paper, we examine the effect of measurement error on the ability of the EWMA control chart to detect out-of-control situations. The model used is the one involving linear covariates. We investigate the ability of the EWMA chart in the case of a shift in mean...
The EWMA chart for the standard deviation is a useful tool for monitoring the variability of a process quality characteristic. The performance of this chart is usually evaluated under the assumption of known parameters. However, in practice, process parameters are estimated from an in-control Phase I data set. A modified EWMA control chart is proposed for monitoring the standard deviation when ...
Residual-based control charts are popular methods for statistical process control of autocorrelated processes. To implement these methods, a time series model of the process is required. The model must be estimated from data, in practice, and model estimation errors can cause the actual in-control average run length to differ substantially from the desired value. This article develops a method ...
In this letter, we develop a fixed-point arithmetic, low precision, implementation of an exponentially weighted moving average (EWMA) that is used in a neural network with plastic weights. We analyze the proposed design both analytically and experimentally, and we also evaluate its performance in the application of an attractor neural network. The EWMA in the proposed design has a constant rela...
Cumulative sum (CUSUM) and exponentially weighted moving average (EWMA) control charts are commonly used to detect small changes in the parameters of production processes. Recently, a new control structure was introduced, named as mixed EWMA–CUSUM control chart, which combined both charts. The current study provides a detailed comparison of these three types of control charts when the process p...
نمودار تعداد نتایج جستجو در هر سال
با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید