Results 91 to 100 of about 4,710 (223)

Modelos ortogonais para a estimativa multivariada de VAR (Value-at-risk) para risco de mercado: um estudo de caso comparativo

Revista de Economia Mackenzie, 2011
O presente trabalho tem como objetivo explorar diferentes modelos de estimativa da distribuição conjunta de fatores para risco de mercado, com ênfase nos modelos ortogonais. Foram explorados cinco modelos: 1.
João Luiz Chela, Jean Carlos Abrahão, Luiz Fernando Ohara Kamogawa   +2 more
doaj  

三個分類水準的EWMA 及Shewhart-EWMA 管制圖

, 2010
碩士在生產過程中，製程常會受到許多因素干擾而產生變異，進而對品質特性產生影響，降低品質水準。當製程因干擾而產生變異時，統計製程管制(Statistical Process Control，簡稱SPC)能迅速地偵測出造成製程變異的可歸屬原因，以利品質管制人員採取修正措施並降低不良品的產生數量 。 本論文延伸Cassady 和 Nachlas (2006) 所提出之三個分類水準Shewhart 管制圖到三個分類水準的指數加權移動平均(Exponentially Weighted Moving Average，
顏文品; Yen, Wen-pin
core  

Design of acceptance sampling plan using a modified EWMA statistic

, 2017
In this paper, a modified exponentially weighted moving average (EWMA) statistic is proposed. The approximate distribution of the proposed modified EWMA statistic is derived.
Khan, Nasrullah, Hussain, Jaffer, Muhammad Aslam, Chi-Hyuck Jun, Jun, Chi-Hyuck, Nasrullah Khan, Jaffer Hussain, Aslam, Muhammad   +7 more
core   +1 more source

DISEÑO ÓPTIMO DE DIAGRAMAS EWMA

, 2013
En este artículo se describe el esquema de Crowder para diseñar un diagrama EWMA y se presentan algunas tablas con resultados de longitud media de corrida que permiten el diseño del mismo.   PALABRAS CLAVES: Diseño Óptimo, Diagrama EWMA, LMC.   ABSTRACT
BRACHO, NELSON
core  

An EWMA control chart for monitoring capability Indices

, 2022
non
BOVOLENTA, ROBERTA
core  

New Memory Type Estimators for Systematic Sampling

Journal of Advanced Research in Natural and Applied Sciences
This study aims to enhance estimation accuracy in systematic sampling by proposing a set of novel Exponentially Weighted Moving Average (EWMA)-based memory-type estimators.
Eda Gizem Koçyiğit
doaj   +1 more source

EWMA Chart and Measurement Error

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 ...
Panaretos, John, Maravelakis, Petros, Psarakis, Stelios   +2 more
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An Examination of the Robustness to Non Normality of the EWMA Control Charts for the Dispersion

The EWMA control chart is used to detect small shifts in a process. It has been shown that, for certain values of the smoothing parameter, the EWMA chart for the mean is robust to non normality.
Panaretos, John, Maravelakis, Petros, Psarakis, Stelios   +2 more
core  

ARLs of existing classical EWMA and Modified-EWMA chart for n = 5 and ARL₀ = 370.

, 2020
ARLs of existing classical EWMA and Modified-EWMA chart for n = 5 and ARL0 = 370.
Muhammad Aslam (3442490), Syed Masroor Anwar (8496261)   +1 more
core   +1 more source

The enhanced EWMA control chart with autocorrelation

, 2014
Control charts are effective tool with regard to improving process quality and productivity, Shewhart control charts are efficiently good at detecting large shifts in a given process but very slow in detecting small and moderate shifts, such problem ...
Farouk, Abbas Umar, Mohamad, Ismail
core   +1 more source