نتایج جستجو برای: میانگین متحرک موزون نمائی ewma
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در این مقاله به دلیل اهمیت سرمایه گذاری و بویژه سرمایه گذاری در بورس، به پیش بینی بازدهی شاخص قیمت سهام در بورس اوراق بهادار جهت کاهش ریسک حاصل از تصمیم گیری پرداخته شده است. اهدافی که در این تحقیق مد نظر می باشند عبارتند از: • هدف کلی از انجام این تحقیق: پیش بینی بازدهی شاخص قیمت سهام در بورس اوراق بهادار • هدف ویژه از انجام این تحقیق: تعیین بهترین مدل برای پیش بینی بازدهی شاخص قیمت سهام در...
Two main approaches are possible when several correlated variables must be monitored: one multivariate quality control chart or a set of univariate charts. This paper deals with the optimal design of a set of EWMA control charts to monitor the mean of several quality variables simultaneously. A specific Markov’s chain model has been developed to compute the ARL of a set of p EWMA charts. An opt...
The exponentially weighted moving average (EWMA) is a well-known and popular statistic used for smoothing and forecasting time series and as a process mean estimator, due to its simplicity and ability to capture nonstationarity. The EWMA statistic has been shown to be an optimal mean estimator for a certain disturbance process and an effective estimator for various other processes. In this arti...
In recent years, the exponential-weighted-moving-average (EWMA) statistic based controllers are popular in semiconductor manufacturing. However, the single EWMA controller is not su3cient for compensating for the wear-out process. Thus, a double EWMA controller was proposed to enhance the capability for controlling the drifting process. In the literatures, in the solution of the double EWMA con...
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, ...
The exponentially weighted moving average (EWMA) control chart has been widely studied as a tool for monitoring normal processes due to its simplicity and efficiency. However, relatively little attention has been paid to EWMA charts for monitoring Poisson processes. This paper extends EWMA charts to Poisson processes with emphasis on quick detection of increases in Poisson rate. Both cases with...
دنیای امروز دنیای تغییر است و دانستن این که در آینده چه موقعیتی در انتظار ما است، تقاضای محصولات ما چه قدر است و یا آن ها را به چه قیمتی می توانیم به فروش برسانیم، عامل مهمی در حفظ حیات و بقای سازمان ها است. برای دسترسی به آینده باید بتوانیم پیش بینی کنیم. با پیشرفت روزافزون علم، استفاده از روش های جدید و به کارگیری تکنولوژی های هوشمند رونق بسیاری پیدا کرده است. در این تحقیق کاربرد علم پیش بینی...
Process monitoring through control charts is a quite popular practice in statistical process control. This study is planned for monitoring the process dispersion parameter using exponentially weighted moving average (EWMA) control chart scheme. Most of the EWMA dispersion charts that have been proposed are based on the assumption that the parent distribution of the quality characteristic is nor...
A quality-control chart based on exponentially weighted moving averages (EWMA) has, in the past few years, become a popular tool for controlling inaccuracy in industrial quality control. In this paper, I explain the principles of this technique, present some numerical examples, and by computer simulation compare EWMA with other control charts currently used in clinical chemistry. The EWMA chart...
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