Results 191 to 200 of about 4,710 (223)
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1992
The control problem of a production process with output Y(t) = M(t) + e(t) (e(t) being a white noise function with E(e(t)) = σ2 for all time points and M(t) := E(Y(t))) can be considered as the problem of monitoring the unknown expectation function M(t).
Joseph J. Hoegel, Hans W. Wolff
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The control problem of a production process with output Y(t) = M(t) + e(t) (e(t) being a white noise function with E(e(t)) = σ2 for all time points and M(t) := E(Y(t))) can be considered as the problem of monitoring the unknown expectation function M(t).
Joseph J. Hoegel, Hans W. Wolff
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The Misguided Adaptive EWMA Chart
Quality and Reliability Engineering InternationalABSTRACT A new adaptive EWMA (AE) chart has been recently introduced for monitoring the mean of a normally distributed process. Using this variant of the AE chart, numerous papers have been written in statistical process monitoring literature. In this paper, the performance of the AE chart is reevaluated using the conditional expected
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Journal of Quality Technology, 1998
An exponentially weighted moving average control chart for monitoring Poisson data is introduced. The charting procedure is evaluated using a Markov chain approximation, and its average run length is compared to other procedures for Poisson data. Figure..
Borror, Connie M. +2 more
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An exponentially weighted moving average control chart for monitoring Poisson data is introduced. The charting procedure is evaluated using a Markov chain approximation, and its average run length is compared to other procedures for Poisson data. Figure..
Borror, Connie M. +2 more
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Combined EWMA-mixed EWMA CUSUM schemes for monitoring the process mean
International Journal of Productivity and Quality Management, 2023Himani Shonik +2 more
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A study of variable ewma controller
IEEE Transactions on Semiconductor Manufacturing, 2003The exponentially weighted moving average (EWMA) feedback controller (with a fixed discount factor) is a popular run by run control scheme which primarily uses data from past process runs to adjust settings for the next run. Although the EWMA controller with a small discount factor can guarantee a long-term stability (under fairly regular conditions ...
Tseng, Sheng-Tsaing +3 more
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Monitoring Process Variability Using EWMA
2006During the last decade, the use of the exponentially weighted moving average (EWMA) statistic as a process-monitoring tool has become more and more popular in the statistical process-control field. If the properties and design strategies of the EWMA control chart for the mean have been thoroughly investigated, the use of the EWMA as a tool for ...
CASTAGLIOLA P +2 more
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Estimating Value at Risk: From JP Morgan's Standard-EWMA to Skewed-EWMA Forecasting
SSRN Electronic Journal, 2007Driven significantly by JP Morgan's RiskMetrics system with exponentially weighted moving average (EWMA) forecasting, value-at-risk (VaR) has become a popularly used measurement of the extent to which a financial asset is subject to the risks present in financial markets.
Zudi LU, Hai Huang
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The CUSUM and the EWMA Head-to-Head
Quality Engineering, 2014The cumulative sum (CUSUM) and the exponentially weighted moving average (EWMA) control charts are alternatives to the Xbar chart. The CUSUM's theoretical optimality suggests that it should outperform the EWMA for detecting persistent shifts, but practitioners have long thought that the two perform about equally.
Douglas M. Hawkins, Qifan Wu
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Communications in Statistics - Simulation and Computation, 2004
We propose a new charting procedure, combining two or more Exponentially Weighted Moving Averages (EWMAs), which we call a Composite EWMA (CEWMA) Control Chart. In the case of two EWMAs, the CEWMA chart corresponds to the usual combined Shewhart-EWMA chart, although our plotting procedure remain, we feel, an improvement in application and ...
Lingyun Zhang +3 more
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We propose a new charting procedure, combining two or more Exponentially Weighted Moving Averages (EWMAs), which we call a Composite EWMA (CEWMA) Control Chart. In the case of two EWMAs, the CEWMA chart corresponds to the usual combined Shewhart-EWMA chart, although our plotting procedure remain, we feel, an improvement in application and ...
Lingyun Zhang +3 more
openaire +1 more source