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Results in Engineering, 2023 Control charts are an extremely valuable tool in statistical process control (SPC) for processing information from a system or procedure over time and displaying statistically significant changes in data while also showing how a system or process is changing.
Khanittha Talordphop +2 more
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An Adaptive Exponentially Weighted Moving Average Control Chart [PDF]
Technometrics, 2003 Lucas and Saccucci showed that exponentially weighted moving average (EWMA) control charts can be designed to quickly detect either small or large shifts in the mean of a sequence of independent observations. But a single EWMA chart cannot perform well for small and large shifts simultaneously.
CAPIZZI, GIOVANNA, MASAROTTO, GUIDO
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Exponentially weighted moving average charts for detecting concept drift [PDF]
Pattern Recognition Letters, 2012 Classifying streaming data requires the development of methods which are computationally efficient and able to cope with changes in the underlying distribution of the stream, a phenomenon known in the literature as concept drift. We propose a new method for detecting concept drift which uses an Exponentially Weighted Moving Average (EWMA) chart to ...
Ross, Gordon J. +3 more
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Design of an Exponentially Weighted Moving Average (EWMA) and An Exponentially Weighted Root Mean Square (EWRMS) Control Chart [PDF]
, 2017 Some of the most widely-used form of control charts Walter Shewhart charts are sensitive to detecting relatively large shifts in the process. On Shewhart charts every observation is plotted independently of previous observations.The quantity plotted on ...
Rashid, A. P. (Asst)
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A Robust Exponentially Weighted Moving Average Control Chart for the Process Mean [PDF]
, 2005 To date, numerous extensions of the exponentially weighted moving average, EWMA charts have been made. A new robust EWMA chart for the process mean is proposed.
Khoo, Michael B. C., Sim, S. Y.
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The cross-currency hedging performance of implied versus statistical forecasting models [PDF]
, 2001 This article examines the ability of several models to generate optimal hedge ratios. Statistical models employed include univariate and multivariate generalized autoregressive conditionally heteroscedastic (GARCH) models, and exponentially weighted and ...
Amin +40 more
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A Graphical Examination of Variable Deletion within the MEWMA Statistic [PDF]
, 2012 A general procedure for identifying the variable(s) that contribute(s) to the signal of the multivariate extension of the exponentially weighted moving average (MEWMA) chart is presented. The procedure systematically removes one or two variables from the
Schaffer, Jay R., VandenHul, Shawn
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Dynamic Bradley–Terry modelling of sports tournaments [PDF]
, 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
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Score Driven Exponentially Weighted Moving Average and Value-at-Risk Forecasting [PDF]
SSRN Electronic Journal, 2014 We present a simple methodology for modeling the time variation in volatilities and other higher-order moments using a recursive updating scheme that is similar to the familiar RiskMetrics approach. The parameters are updated using the score of the forecasting distribution, which allows the parameter dynamics to adapt automatically to any non-normal ...
Lucas, André, Zhang, Xin
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Forecasting in the presence of recent structural change [PDF]
, 2011 We examine how to forecast after a recent break. We consider monitoring for change and then combining forecasts from models that do and do not use data before the change; and robust methods, namely rolling regressions, forecast averaging over different ...
Eklund, J., Kapetanios, G., Price, S.
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