Results 31 to 40 of about 4,710 (223)

Improving Stock Price Prediction Using Combining Forecasts Methods

open access: yesIEEE 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
doaj   +1 more source

Simulation Study for Parametric EWMA and NPWEWPA-SR Control Charts Against Non-Normality Assumptions

open access: yesCauchy: 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

EWMA Algorithm in Network Practice

open access: yesInternational Journal of Computers Communications & Control, 2010
Intrusion detection is used to monitor and capture intrusions into computer and network systems which attempt to compromise their security. Many intrusions manifest in changes in the intensity of events occuring in computer networks. Because of the ability of exponentially weighted moving average (EWMA) control charts to monitor the rate of occurrences
Petar Císar   +2 more
openaire   +2 more sources

Efficiency enhancement of the modified EWMA control method with conditional expected delay for change detection in processes

open access: yesFrontiers 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

A Simple Approach for Monitoring Business Service Time Variation

open access: yesThe Scientific World Journal, 2014
Control charts are effective tools for signal detection in both manufacturing processes and service processes. Much of the data in service industries comes from processes having nonnormal or unknown distributions.
Su-Fen Yang, Barry C. Arnold
doaj   +1 more source

Modelling the downside risk potential of mutual fund returns

open access: yesCogent 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
doaj   +1 more source

Variations of High-Intensity GPS Derived Measures between Playing Status during a Full Soccer Season in a Professional Male Team

open access: yesJournal of Men's Health, 2022
Background: This study’s aim was twofold: (i) to compare starters and non-starters on a professional soccer team in terms of variations in training intensity indexes across a season, calculated through total distance, sprint distance, accelerations (Acc),
Hadi Nobari   +4 more
doaj   +1 more source

Redes neuronales aplicadas al control estadístico de procesos con cartas de control EWMA

open access: yesTecnura, 2023
Contexto: Existe una creciente necesidad de monitorear y predecir variables críticas en procesos productivos; por tanto, a partir del enfoque de control estadístico, se ha asumido desde el uso de cartas de control para mediciones individuales.
Ruth Milena Suárez Castro   +1 more
doaj   +1 more source

The analytical framework for optimizing TCP retransmission algorithm based on adjustment of its EWMA parameters [PDF]

open access: yesInternational Journal of Electronics and Telecommunications
In 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

The EWMA Heston model

open access: yesSSRN 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

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