Results 91 to 100 of about 13,618 (198)
An adaptive multivariate functional EWMA control chart
In many modern industrial scenarios, the measurements of the quality characteristics of interest are often required to be represented as functional data or profiles. This motivates the growing interest in extending traditional univariate statistical process monitoring (SPM) schemes to the functional data setting. This article proposes a new SPM scheme,
Capezza, Christian +4 more
openaire +3 more sources
On detecting jumps in time series: Nonparametric setting [PDF]
Motivated by applications in statistical quality control and signal analysis, we propose a sequential detection procedure which is designed to detect structural changes, in particular jumps, immediately.
Pawlak, Mirek +2 more
core
New extended exponentially weighted moving average control chart for monitoring process mean
In this article, we develop a new control chart based on the Exponentially Weighted Moving Average (EWMA) statistic, termed the New Extended Exponentially Weighted Moving Average (NEEWMA) statistic, designed to recognize slight changes in the process ...
Hina Javed, Muhammad Ismail, Nadia Saeed
doaj +1 more source
The Exponentially Weighted Moving Average (EWMA) control chart is a widely used memory-type control chart known for detecting small shifts in process means.
Erna Tri Herdiani +1 more
doaj +1 more source
Control charts for monitoring the mean of AR(1) data [PDF]
New product development is one of the most powerful but difficult activities in business. It is also a very important factor affecting final product quality. There are many techniques available for new product development.
Wieringa, J.E.
core +1 more source
Sensitivity analysis of volatility: a new tool for risk management [PDF]
The extension of GARCH models to the multivariate setting has been fraught with difficulties. In this paper, we suggest to work with univariate portfolio GARCH models.
Ceci, Vladimiro +2 more
core
In practice, sometimes the process data did not come from a known population distribution. So the commonly used Shewhart variables control charts are not suitable since their performance could not be properly evaluated.
Yang Su-Fen +4 more
doaj
The Sign RCA Models: Comparing Predictive Accuracy of VaR Measures [PDF]
Evaluating Value at Risk (VaR) methods of predictive accuracy in an objective and effective framework is important for both efficient capital allocation and loss prediction.
Joanna Górka
core
Mode-Suppression: A Simple, Stable and Scalable Chunk-Sharing Algorithm for P2P Networks
The ability of a P2P network to scale its throughput up in proportion to the arrival rate of peers has recently been shown to be crucially dependent on the chunk sharing policy employed.
Parag, Parimal +2 more
core
THE MIXED UNIVARIATE CONTROL CHART EWMA AND CUSUM FOR FLAVOUR PRODUCTION QUALITY PROCESS MONITORING
A control chart is an important statistical technique used to monitor the average quality of a process or dispersion. Shewhart control chart is used to detect larger disturbances in process parameters.
Surya Puspita Sari +2 more
doaj +1 more source

