Results 31 to 40 of about 3,384 (212)

The EWMA Heston model

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
openaire   +3 more sources

SIMULATION STUDIES PERFORMANCE OF EWMA-MAX MCHART BASED ON SYNTHETIC DATA

Barekeng
Quality 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, Muhammad Ahsan, Muhammad Mashuri   +2 more
doaj   +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  

Performance Evaluation of Triggering Patient‐Based Real‐Time Quality Control Alarms for Insufficient Remaining Amounts of K+, Na+, and Cl− Reagents Based on Three Data Truncation Methods

iLABMED, EarlyView.
Notably, our findings demonstrated that in specific reagent depletion conditions, the tail‐retention and tail‐shrinkage methods exhibited superior sensitivity compared with instrument alarms, providing earlier warnings during continuous sample processing.
Rong Zheng, Xuemei Wei, Jie Feng, Lin Zhu, Fei Guo, Hui Ding, Yanhong Gao   +6 more
wiley   +1 more source

Neutrosophic multivariate EWMA control chart

Decision Science Letters, 2023
The MEWMA chart is one of the traditional multivariate charts which are widely employed in inspecting the quality of manufacturing and services. This chart is created through monitoring the small shifts of mean vectors of variable quality characteristics.
Wibawati Wibawati, Muhammad Ahsan, Hidayatul Khusna   +2 more
openaire   +2 more sources

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

Quality and Reliability Engineering International, EarlyView.
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

Prediction of Depression Relapse Using Machine Learning With Administrative Data: Balancing Complexity and Simplicity

Quality and Reliability Engineering International, EarlyView.
ABSTRACT Depression is a mental disorder with a high lifetime prevalence and one of the leading causes of disability worldwide. As many patients experience another depressive episode after being treated, predictive monitoring for the risk of relapse is essential for healthcare professionals to be able to follow up on patients and intervene early ...
Paulina von Stackelberg, Rob Goedhart, Leo C. E. Huberts, Joran Lokkerbol, Ş. İlker Birbil   +4 more
wiley   +1 more source

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

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