A synthetic exponentially weighted moving average control chart to monitor process median based on ranked set sampling [PDF]
ITM Web of Conferences, 2021 Exponentially Weighted Moving Average (EWMA) control charts yield insights into data in a way more comprehensible to the practitioners and researchers because of its capability in discovering small to moderate process mean shifts.
Ng Jing Wen +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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Improving Stock Price Prediction Using Combining Forecasts Methods
IEEE Access, 2021 This study presents an outcome of pursuing better and effective forecasting methods. The study primarily focuses on the effective use of divide-and-conquer strategy with Empirical Mode Decomposition or briefly EMD algorithm.
Mohammad Raquibul Hossain +2 more
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Modelling and Forecasting the Volatility of Thin Emerging Stock Markets: the Case of Bulgaria [PDF]
, 2009 The result of this research shows that the SOFIX index has basic characteristics that are observed in most of the emerging stock markets, namely: high risk, significant autocorrelation, non-normality and volatility clustering.
Kanaryan Nigokhos +2 more
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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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Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework [PDF]
, 2012 This paper provides an insight to the time-varying dynamics of the shape of the distribution of financial return series by proposing an exponential weighted moving average model that jointly estimates volatility, skewness and kurtosis over time using a ...
Gabrielsen, A. +3 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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In-Network Distributed Solar Current Prediction [PDF]
, 2014 Long-term sensor network deployments demand careful power management. While managing power requires understanding the amount of energy harvestable from the local environment, current solar prediction methods rely only on recent local history, which makes
Basha, Elizabeth +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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