Results 31 to 40 of about 2,311 (163)

Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment

Journal of Applied Econometrics, EarlyView.
ABSTRACT This paper compares the statistical and economic performance of state‐of‐the‐art high‐frequency (HF) based multivariate volatility models with a simpler, widely used alternative, the Exponentially Weighted Moving Average (EWMA) filter. Using over two decades of 100 U.S.
Laura Capera Romero, Anne Opschoor
wiley   +1 more source

A Study of Process Anomalies Leading to Plant Trips and The Effectiveness of a Software Tool in Trip Prevention

Platform, a Journal of Engineering, 2021
In the hydrocarbon process industry, financial losses resulting from plant trips can be significant. In this study, reliability loss events or trips in 2018 at a sizeable hydrocarbon process plant are analysed to determine if they were preventable.
Ahmad Rizal Mohamed, Nazatul Sheema Che Din, Hu Chee Kiong, M Amirrudin B Othman   +3 more
doaj  

Windowed Mean Drift Exponentially Weighted Moving Average Control Chart for Monitoring Complex Autocorrelated Processes

Quality and Reliability Engineering International, EarlyView.
ABSTRACT In modern manufacturing environments, traditional statistical process control (SPC) methods often struggle with complex, dynamic data patterns, particularly when observations are autocorrelated. Control charts are useful tools used in SPC to detect any significant drift in a process.
Jeanette Maria Louw, Jean‐Claude Malela‐Majika, Kayode Samuel Adekeye, Aamir Saghir   +3 more
wiley   +1 more source

Monitoring of manufacturing process using bayesian EWMA control chart under ranked based sampling designs

Scientific Reports, 2023
Control charts, including exponentially moving average (EWMA) , are valuable for efficiently detecting small to moderate shifts. This study introduces a Bayesian EWMA control chart that employs ranked set sampling (RSS) with known prior information and ...
Imad Khan, Muhammad Noor-ul-Amin, Dost Muhammad Khan, Emad A. A. Ismail, Wojciech Sumelka   +4 more
doaj   +1 more source

Adaptive CUSUM Chart for Simultaneous Monitoring of Mean and Variance

Quality and Reliability Engineering International, EarlyView.
ABSTRACT Simultaneously monitoring changes in both the mean and variance is a fundamental problem in statistical process control, and numerous methods have been developed to address it. However, many existing approaches face notable limitations: Some rely on tuning parameters that can significantly affect performance; others are biased toward detecting
Gokul Parakulum, Jun Li
wiley   +1 more source

Univariate and Multivariate Linear Profiles Using Max-Type Extended Exponentially Weighted Moving Average Schemes

IEEE Access, 2022
Many studies have shown that industrial as well as non-industrial business organisations present a growing need of robust and more efficient multivariate monitoring schemes in order to be able to monitor several quality characteristics simultaneous.
Jean-Claude Malela-Majika, Kashinath Chatterjee, Christos Koukouvinos   +2 more
doaj   +1 more source

A CNN Approach for Simultaneous Spatiotemporal Fault Interpretation

Quality and Reliability Engineering International, EarlyView.
ABSTRACT Convolutional Neural Networks (CNNs) have emerged as one of the most effective tools for image analysis. In this study, we propose a custom‐designed CNN architecture to construct a process control scheme based on image data. The product image is partitioned into equal‐sized grids, each comprising three channels: (i) reference image, (ii ...
Hamed Sabahno
wiley   +1 more source

Time‐Varying Associations Between Physical Activity and Injury Risk Among Children

Paediatric and Perinatal Epidemiology, EarlyView.
ABSTRACT Background Physical activity has time‐varying associations with injury risk among children. While previous activity may predispose to injury through tissue damage, fatigue and insufficient recovery, it may protect against injury by strengthening tissues and improving fitness and skills.
Chinchin Wang, Michal Abrahamowicz, Marie‐Eve Beauchamp, Jay S. Kaufman, Russell J. Steele, Eva Jespersen, Niels Wedderkopp, Ian Shrier   +7 more
wiley   +1 more source

A Fuzzy Framework for Realized Volatility Prediction: Empirical Evidence From Equity Markets

Journal of Forecasting, Volume 45, Issue 3, Page 1261-1291, April 2026.
ABSTRACT This study introduces a realized volatility fuzzy time series (RV‐FTS) model that applies a fuzzy c‐means clustering algorithm to estimate time‐varying c latent volatility states and their corresponding membership degrees. These memberships are used to construct a fuzzified volatility estimate as a weighted average of cluster centroids.
Shafqat Iqbal, Štefan Lyócsa
wiley   +1 more source

Machine Learning‐Based Risk‐Adjusted CUSUM Control Chart for Monitoring Readmission Rate Following PTBD Catheter Placement

Quality and Reliability Engineering International, Volume 42, Issue 3, Page 933-949, April 2026.
ABSTRACT Percutaneous transhepatic biliary drainage (PTBD) catheter placement is known to have a high readmission rate. This work focuses on monitoring the change in readmission rate after a new clinical paradigm for post‐procedural care is implemented for the PTBD procedures.
Muhammed Aljifri, Yanjun Qian, Kunal Patel   +2 more
wiley   +1 more source