On Model Selection for Autocorrelated Processes in Statistical Process Control [PDF]
Quality and Reliability Engineering International, 2016 Using traditional control charts to monitor autocorrelated processes is not beneficial, because it will lead us to misleading detections in the processes. One of the methods used to deal with the control charts for autocorrelated process is the model‐based approach.
Abdaljbbar B. A. Dawod +2 more
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Packet dropping characteristics in a queue with autocorrelated arrivals [PDF]
Journal of Communications Software and Systems, 2008 This paper provides a detailed description of the packet dropping process connected with the buffer overflows in a network node. Namely, we show the formulas for the most important loss characteristics, both in the transient and the stationary regime and
Andrzej Chydzinski +2 more
doaj +5 more sources
Comparison of Process Capability Indices under Autocorrelated Data Comparación de índices de capacidad de procesos con datos autocorrelacionados [PDF]
Revista Colombiana de Estadística, 2007 The process capability indices provide a measure of how a process fits within the specification limits. In calculating indices is usual to assume that the process data are independent.
JOSÉ ALBERTO VARGAS +1 more
doaj +1 more source
Autocorrelated Error with AR(1) Process [PDF]
, 2023 The autoregressive data set indicates data generated with autocorrelated error with AR ...
Isiaka Oloyede (15361816)
core +1 more source
On-line recognition of abnormal patterns in bivariate autocorrelated process using random forest [PDF]
, 2022 It is not uncommon that two or more related process quality characteristics are needed to be monitored simultaneously in production process for most of time.
Chen, Chunmei +3 more
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Process incapability index for autocorrelated data in the presence of measurement errors [PDF]
, 2023 Process incapability index is a useful tool for measuring the performance of a process to maintain the quality of products. In this article, we discuss some statistical properties of the estimator of process incapability index when process observations ...
Anis, M. Z. +3 more
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A Novel Scheme of Control Chart Patterns Recognition in Autocorrelated Processes
Mathematics, 2023 Control chart pattern recognition (CCPR) can quickly recognize anomalies in charts, making it an important tool for narrowing the search scope of abnormal causes.
Cang Wu +4 more
doaj +1 more source
Monitoring autocorrelated process: a geometric brownian motion process approach [PDF]
, 2013 Autocorrelated process control is common in today's modern industrial process control practice. The current practice of autocorrelated process control is to eliminate the autocorrelation by using an appropriate model such as Box-Jenkins models or other ...
Maman A. Djauhari +3 more
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Nonparametric performance hypothesis testing with the information ratio
Cogent Economics & Finance, 2021 This study proposes a nonparametric bootstrap-based test to compare performances between two portfolios in terms of their information ratio. This serves as an extension to the literature that tests performance between two portfolio investment strategies ...
Jacque Bon-Isaac Aboy, Joselito Magadia
doaj +1 more source
Can crude oil prices predict world tuna prices? [PDF]
Songklanakarin Journal of Science and Technology (SJST), 2020 World tuna prices exhibit substantial fluctuations over time. We studied monthly tuna and preceding crude oil prices from 1986 to 2018, using linear regression models with autoregressive and moving average (ARMA) errors.
Boonmee Lee +3 more
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