Results 211 to 220 of about 6,288 (253)

Exponentially Weighted Moving Average (EWMA) with Irregular Updating Periods

Journal of the Operational Research Society, 1993
Summary: This paper shows how to modify the smoothing constant for use in an Exponentially Weighted Moving Average system, when data has to be combined either across a number of periods, or is available from only a fraction of a normal forecast review interval.
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Inference for asymmetric exponentially weighted moving average models

Journal of Time Series Analysis, 2019
The exponentially weighted moving average (EWMA) model in ‘Risk‐Metrics’ has been a benchmark for controlling and forecasting risks in financial operations. However, it is incapable of capturing the asymmetric volatility effect and the heavy‐tailed innovation, which are two important stylized features of financial returns.
Li, Dong, Zhu, Ke
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Feedback adjustment using exponentially weighted moving average schemes

Journal of Al-Rafidain University College For Sciences ( Print ISSN: 1681-6870 ,Online ISSN: 2790-2293 ), 2021
In this study, we discuss the use of exponentially weighted moving average (EWMA) schemes in feedback adjustment for process improvement. By application the different measures of dispersion yield different optimal values. In particular it is suggested that a robust statistic based on the median is more appropriate than the usual mean of square error ...
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A nonparametric exponentially weighted moving average control scheme

Communications in Statistics - Simulation and Computation, 1991
A common assumption when evaluating the properties of Exponentially Weighted Moving Average (EWMA) control procedures for controlling the process mean is the observations are normal with known variance. In this article we propose a nonparametric control procedure that can be used when the underlying distribution is not know there is not enough ...
Raid W. Amin, Alice J. Searcy
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Design of Exponentially Weighted Moving Average Schemes

Journal of Quality Technology, 1989
Plots of optimal smoothing parameters and control limit constants are given which make the design of exponentially weighted moving average charts simple.
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The triple exponentially weighted moving average control chart

Quality Technology & Quantitative Management, 2020
Quality control charts are extensively used to monitor processes. The EWMA chart is a good alternative to the Shewhart chart to quickly detect small and moderate shifts in the process mean.
Vasileios Alevizakos, Kashinath Chatterjee, Christos Koukouvinos   +2 more
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A Bayesian Extended Exponentially Weighted Moving Average Control Chart

Stochastics and Quality Control
Abstract In this study, we propose a Bayesian Extended Exponentially Weighted Moving Average (BEEWMA) control chart. We have considered that the control chart statistic follows a normal distribution and the location parameter has an informative prior (normal).
Das, Souradeep, Maiti, Sudhansu S.
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Fuzzy multivariate exponentially weighted moving average control chart

The International Journal of Advanced Manufacturing Technology, 2009
Traditional multivariate control charts such as Hotelling’s χ2 and T2 control charts are designed to monitor vectors of variable quality characteristics. However, in certain situations, data are expressed in linguistic terms and, under these circumstances, variable or attribute multivariate control charts are not suitable choices for monitoring ...
Hossein Alipour, Rassoul Noorossana
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Moving Sum versus Exponentially Weighted Moving Average Tests

2015
(Deutsch:) Die Arbeit „Moving Sum versus Exponentially Weighted Moving Average Tests“ führt ein aus der Statistischen Prozesskontrolle (SPC) bekanntes Verfahren zur Detektion von Strukturbrüchen in laufenden Zeitreihen in die Ökonometrie ein und vergleicht dieses mit dort etablierten Tests.
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THE DEBATE OVER EXPONENTIALLY WEIGHTED MOVING AVERAGES

Quality Engineering, 1996
(1996). THE DEBATE OVER EXPONENTIALLY WEIGHTED MOVING AVERAGES. Quality Engineering: Vol. 9, No. 1, pp. ix-x.
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