Results 231 to 240 of about 30,909 (252)

Autocorrelation Analysis of the Sliding Process

Journal of Applied Physics, 1956
A simple model of the sliding process is developed in which the junctions are of the same size, but have different shear strengths, and, using an artificially obtained friction trace, it is shown that the size of the junctions may be deduced through a simple autocorrelation analysis.
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On the Statistical Process Control of Multivariate Autocorrelated Processes

IFAC Proceedings Volumes, 2000
Abstract This paper examines how the dynamic information present in a multivariate set of data can be used to improve the performance of a monitoring scheme of the multivariate mean. Optimum performance of such a scheme requires the use of the covariance/correlation matrix of the time-lagged variables.
E. Kaskavelis, E.B. Martin, A.J. Morris, P. Jonathan   +3 more
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Parametric Modal Regression with Autocorrelated Error Process

Statistica Sinica
Summary: We propose an efficient two-step estimation procedure for a parametric modal regression with autoregressive errors. The procedure relies on estimating a parametric transformation of the dependent variable from data using a (penalized) kernel-based objective function. We establish asymptotic normality for the resulting estimator and demonstrate
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Autocorrelation's Effect on Process Capability Analysis

Asian Journal on Quality, 2009
The deviation of process output is usually estimated through the range or deviation of the sub‐samples in the calculation of process capability indices (PCI) in quality management. There are autocorrelation between the adjacent data in many practical process outputs. But this influence on PCI is not considered in process capability analysis.
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Monitoring autocorrelated process: A geometric Brownian motion process approach

AIP Conference Proceedings, 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 models and then to conduct process control operation based on the residuals.
Lee Siaw Li, Maman A. Djauhari
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Local Estimation of Spatial Autocorrelation Processes

2009
The difficulties caused by the lack of stability in the parameters of an econometric model are well known: biased and inconsistent estimators, misleading tests and, in general, wrong inference. Their importance explains the attention that the literature has dedicated to the problem.
Fernando López, Jesús Mur, Ana Angulo
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MONITORING AUTOCORRELATED PROCESSES

2011
Several control schemes for monitoring process mean shifts, including cumulative sum (CUSUM), weighted cumulative sum (WCUSUM), adaptive cumulative sum (ACUSUM) and exponentially weighted moving average (EWMA) control schemes, display high performance in detecting constant process mean shifts.
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The sample autocorrelation function of I(1) processes

Statistical Papers, 1994
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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ASYMPTOTIC PROPERTIES OF THE SAMPLE AUTOCORRELATIONS AND PARTIAL AUTOCORRELATIONS OF A MULTIPLICATIVE ARIMA PROCESS

Journal of Time Series Analysis, 1985
Abstract. We shall investigate the asymptotic behaviour of the sample autocorrelations and partial autocorrelations of a multiplicative ARIMA process and derive their limiting distributions. Some simulations are presented to illustrate the results obtained.
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Maximum autocorrelations for moving average processes

Biometrika, 1974
Davies, N., Pate, M. B., Frost, M. G.
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