Results 211 to 220 of about 2,575 (240)
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Design of Exponentially Weighted Moving Average Schemes
Journal of Quality Technology, 1989Plots 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, 2020Quality 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 +2 more
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Trend Analysis by Weighted and Exponential Moving Average
International Journal of Research and Innovation in Applied ScienceThis research explores the effectiveness of weighted moving average (WMA) and exponential moving average (EMA) as technical tools for analyzing the monthly stock performance of the State Bank of India (SBI) from April 2013 to March 2018. The primary objective is to assess the reliability of these indicators in identifying trend shifts, generating buy ...
Manasa Manasa, Dr. Y. Rajashekhar Reddy
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A Bayesian Extended Exponentially Weighted Moving Average Control Chart
Stochastics and Quality ControlAbstract 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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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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A note on “designing of a hybrid exponentially weighted moving average”
The International Journal of Advanced Manufacturing Technology, 2018Many procedures have been introduced to improve the efficacy and performance of the exponentially weighted moving average (EWMA) control chart. The objective of these research studies is to introduce an efficient and precise monitoring method to detect smaller shifts in the process mean. Azam et al.
Shafiq Ahmad, Illias Musliyar
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A nonparametric exponentially weighted moving average control scheme
Communications in Statistics - Simulation and Computation, 1991A 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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A Simple Risk-Adjusted Exponentially Weighted Moving Average
Journal of the American Statistical Association, 2007In such contexts as medical monitoring there is a need for a simple procedure to estimate the level of a smoothly changing dynamic process while adjusting for risk factors associated with heterogeneous nonnormal observations. Standard methods exist for when the data are normal, and simple methods have been developed for nonnormal data without ...
Grigg, Olivia, Spiegelhalter, David
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An exponentially weighted moving average control chart for Bernoulli data
Quality and Reliability Engineering International, 2009AbstractWe consider a production process in which units are produced in a sequential manner. The units can, for example, be man‐ ufactured items or services, provided to clients.Each unit produced can be a failure with probability p or a success (non‐failure) with probability (1−p).
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Recursive estimation of the exponentially weighted moving average model
Journal of Risk, 2019The exponentially weighted moving average (EWMA) model is a particular modeling scheme, supported by RiskMetrics, that is capable of forecasting the current level of volatility of financial time series. It is designed to track changes in the conditional variance of financial returns by assigning exponentially decreasing weights to observed past squared
Radek Hendrych, Tomas Cipra
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