Results 31 to 40 of about 13,618 (198)

Dynamic Bradley–Terry modelling of sports tournaments [PDF]

open access: yes, 2013
Summary.  In the course of national sports tournaments, usually lasting several months, it is expected that the abilities of teams taking part in the tournament will change over time.
Agresti   +31 more
core   +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

On the tradeoff between stability and fit [PDF]

open access: yes, 2016
In computing, as in many aspects of life, changes incur cost. Many optimization problems are formulated as a one-time instance starting from scratch. However, a common case that arises is when we already have a set of prior assignments and must decide ...
Cohen, Edith   +3 more
core   +2 more sources

A novel Bayesian Max-EWMA control chart for jointly monitoring the process mean and variance: an application to hard bake process

open access: yesScientific Reports, 2023
In this article, we introduce a novel Bayesian Max-EWMA control chart under various loss functions to concurrently monitor the mean and variance of a normally distributed process.
Javed Iqbal   +5 more
doaj   +1 more source

Real-time quality control of nuchal translucency measurements using the exponentially weighted moving average chart

open access: yesTaiwanese Journal of Obstetrics & Gynecology, 2021
Objective: The establishment of ongoing audits for first-trimester nuchal translucency (NT) measurements is of paramount importance. The exponentially weighted moving average (EWMA) chart has been published as an efficient tool for NT quality control ...
Martin Hynek   +4 more
doaj   +1 more source

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

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

open access: yesBarekeng
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   +2 more
doaj   +1 more source

Dynamic distributions and changing copulas [PDF]

open access: yes, 2008
A copula models the relationships between variables independently of their marginal distributions. When the variables are time series, the copula may change over time. A statistical framework is suggested for tracking these changes over time.
Harvey, Andrew C.
core   +3 more sources

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

open access: yesJournal 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

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