Results 21 to 30 of about 13,618 (198)
A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: an Application to High-Frequency Covariance Dynamics [PDF]
, 2019 The analysis of the intraday dynamics of correlations among high-frequency returns is challenging due to the presence of asynchronous trading and market microstructure noise.
Bormetti, Giacomo +3 more
core +2 more sources
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.
doaj +1 more source
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
doaj +1 more source
The Relationship Between Acute: Chronic Workload Ratios and Injury Risk in Sports: A Systematic Review [PDF]
, 2020 Purpose: Low injury rates have previously been correlated with sporting team success, highlighting the importance of injury prevention programs. Recent methods, such as acute:chronic workload ratios (ACWR) have been developed in an attempt to predict and
Canetti, Elisa +3 more
core +1 more source
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
doaj +1 more source
Forecasting in the presence of recent structural change [PDF]
, 2011 We examine how to forecast after a recent break. We consider monitoring for change and then combining forecasts from models that do and do not use data before the change; and robust methods, namely rolling regressions, forecast averaging over different ...
Eklund, J., Kapetanios, G., Price, S.
core +1 more source
The analytical framework for optimizing TCP retransmission algorithm based on adjustment of its EWMA parameters [PDF]
International Journal of Electronics and TelecommunicationsIn this paper we derive mathematical description of TCP (Transmission Control Protocol) retransmission probability based on Jacobson’s smoothing algorithm that belongs to EWMA (Exponentially Weighted Moving Average) category.
Michał Grabowski, Robert Janowski
doaj +3 more sources
Türk Biyokimya Dergisi, 2021 The present study set out to build a machine learning model to incorporate conventional quality control (QC) rules, exponentially weighted moving average (EWMA), and cumulative sum (CUSUM) with random forest (RF) algorithm to achieve better performance ...
Çubukçu Hikmet Can
doaj +1 more source
Acceptance sampling plan for multiple manufacturing lines using EWMA process capability index [PDF]
, 2017 The problem of developing a product acceptance determination procedure for multiple characteristics has attracted the quality assurance practitioners. Due to sufficient demands of consumers, it may not be possible to deliver the quantity ordered on time ...
Arif, O.H., Aslam, M., Jun, C.-H.
core +1 more source
EWMA Chart and Measurement Error [PDF]
Journal of Applied Statistics, 2004 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 situations. The model used is the one involving linear covariates.
Maravelakis, Petros +2 more
openaire +2 more sources