Detecting the start of an influenza outbreak using exponentially weighted moving average charts [PDF]
BMC Medical Informatics and Decision Making, 2010 Background Influenza viruses cause seasonal outbreaks in temperate climates, usually during winter and early spring, and are endemic in tropical climates. The severity and length of influenza outbreaks vary from year to year. Quick and reliable detection
Coory Michael +3 more
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Comparison of EWMA, MA, and MQ Under a Unified PBRTQC Framework for Thyroid and Coagulation Tests [PDF]
DiagnosticsBackground: Patient-based real-time quality control (PBRTQC) enables continuous analytical monitoring using routine patient results; however, the performance of classical statistical process control (SPC) algorithms varies across analytes, and ...
Banjiu Zhaxi +6 more
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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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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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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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