Results 31 to 40 of about 13,618 (198)
Dynamic Bradley–Terry modelling of sports tournaments [PDF]
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
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
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]
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
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
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
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
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]
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
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

