Results 11 to 20 of about 2,311 (163)
SSRN Electronic Journal, 2021 This paper introduces the exponentially weighted moving average (EWMA) Heston model, a Markovian stochastic volatility model able to capture a wide range of empirical features related to volatility dynamics while being more tractable for simulations than rough volatility models based on fractional processes. After presenting the model and its principal
Léo Parent
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SIMULATION STUDIES PERFORMANCE OF EWMA-MAX MCHART BASED ON SYNTHETIC DATA
BarekengQuality control has an important role in the manufacturing process. One of the statistical tools used in quality control is Statistical Process Control (SPC). The SPC product is a control chart.
Kevin Agung Fernanda Rifki +2 more
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Symmetry of gamma distribution data about the mean after processing with EWMA function
Scientific Reports, 2023 Statistical Process Control (SPC) plays a vital role in maintaining quality and reducing variability in manufacturing processes. Among SPC techniques, the Exponentially Weighted Moving Average (EWMA) stands out for its ability to detect small process ...
Mohammad M. Hamasha +7 more
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Ratio de la carga de trabajo aguda:crónica. Exploración y aplicabilidad al fútbol femenino amateur
Apunts: Educación Física y Deportes, 2021 Con el objetivo de analizar posibles relaciones entre las modalidades de ratio de carga aguda:crónica (tanto por promedios de carga consecutivos, ACWR, como en su ponderación exponencial dinámica, EWMA), en relación con la lesionabilidad en el fútbol ...
Antoni Pajuelo, Toni Caparrós
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Exponentially weighted moving average-Moving average charts for monitoring the process mean.
PLoS ONE, 2020 This research aimed to propose a newly-mixed control chart called the Exponentially Weighted Moving Average-Moving Average Chart (EWMA-MA) to detect the mean change in a process underlying symmetric and asymmetric distributions.
Saowanit Sukparungsee +2 more
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An Enhanced Auxiliary Information‐Based EWMA‐t Chart for Monitoring the Process Mean
Applied Sciences, 2020 The exponentially weighted moving average t chart using auxiliary information (AIB-EWMA-t chart) is an effective approach for monitoring small process mean shifts when the process standard deviation is unstable or poorly estimated. To further enhance the
Jen‐Hsiang Chen, Shin‐Li Lu
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Modelling the downside risk potential of mutual fund returns
Cogent Economics & Finance, 2022 Investors are becoming more sensitive about returns and losses, especially when the investments are exposed to downside risk potential in the financial markets.
Sunitha Kumaran
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A STUDY OF THE MEDIAN RUN LENGTH (MRL) PERFORMANCE OF THE EWMA t CHART FOR THE MEAN
South African Journal of Industrial Engineering, 2012 The exponentially weighted moving average (EWMA) chart is effective in detecting small shifts. However, the EWMA chart is not robust enough to prevent errors in estimating the process standard deviation or a changing standard deviation.
Chin, W. S., Khoo, M. B. C.
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Frontiers in Applied Mathematics and Statistics, 2023 This study investigates the efficiency of a modified exponentially weighted moving average (EWMA) control method using conditional expected delay to improve its efficiency in detecting changes in a process over time.
Nasrullah Khan +2 more
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Simulation Study for Parametric EWMA and NPWEWPA-SR Control Charts Against Non-Normality Assumptions
Cauchy: Jurnal Matematika Murni dan Aplikasi, 2023 Common control chart types such as EWMA require assumptions to have valid information. The study compares IC robustness and OOC performance for parametric EWMA and NPEWMA-SR control charts in violation of symmetrical assumption.
Anwar Fitrianto +2 more
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