Results 11 to 20 of about 6,288 (253)
Innovative memory-type calibration estimators for better survey accuracy in stratified sampling [PDF]
Scientific ReportsCalibration methods play a vital role in improving the accuracy of parameter estimates by effectively integrating information from various data sources.
Kanwal Shafiq Minhas +5 more
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MONITORING TRACTOR PERFORMANCE USING SHEWHART AND EXPONENTIALLY WEIGHTED MOVING AVERAGE CHARTS [PDF]
Engenharia Agrícola, 2021 Statistical process control has been widely used in agricultural operations for monitoring and improving process quality. This study aims to evaluate the Shewhart and exponentially weighted moving average (EWMA) control charts to monitor the performance ...
Murilo A. Voltarelli +4 more
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Emerging Science Journal, 2023 The goal of this study is to present the mixed Tukey exponentially weighted moving average-modified exponentially weighted moving average control chart (MEME-TCC) for monitoring process location with symmetric and skewed distributions in an attempt to significantly improve detection ability. With the benefits of nonparametric assumption robustness. The
Khanittha Talordphop +2 more
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Application of mathematical models in stock market analysis
Lietuvos Matematikos Rinkinys, 2021 This paper describes several methods for modulating of the stocks volatility through use of variance, EWMA and GARCH models. Results are presented using logarithmic return of the Lithuanian OMXV index.
Svetlana Danilenko
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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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OPTIMAL HEDGE RATIO OF SUKUK AND ISLAMIC EQUITY: A NOVEL APPROACH
Journal of Islamic Monetary Economics and Finance, 2023 This research applies a novel model to compute a hedge ratio. Specifically, the model modifies volatility forecasts of an exponentially weighted moving average method to account for the fat-tailed distribution of returns.
Bayu Adi Nugroho +1 more
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Bivariate copulas on the exponentially weighted moving average control chart [PDF]
Songklanakarin Journal of Science and Technology (SJST), 2016 This paper proposes four types of copulas on the Exponentially Weighted Moving Average (EWMA) control chart when observations are from an exponential distribution using a Monte Carlo simulation approach. The performance of the control chart is based on
Sasigarn Kuvattana +3 more
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Inertia measurement of exponentially weighted moving average control chart based on autocorrelated attribute data [PDF]
مدیریت تولید و عملیات, 2022 Purpose: This paper aims to study the effect of inertia on the performance of the EWMA control chart for attribute characteristics and to investigate the effects of inertia properties on control charts with attribute characteristics.Design/methodology ...
Poune Ghasemian Asl, Rassoul Noorossana
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Using the moving average and exponentially weighted moving average with COVID 19
Periodicals of Engineering and Natural Sciences (PEN), 2021 The study was concerned with clarifying the work of the quality control charts and their application in the health field, where the quality control charts for the moving average and the Exponential Weighted moving average were used to clarify the number of people infected with the Corona virus (COVID 19) for the month of April of the year 2020 and ...
Narjis Hadi Irhaif +3 more
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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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