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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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Average Run Lengths of Exponentially Weighted Moving Average Control Charts
Journal of Quality Technology, 1987A computer program is presented that calculates the average run length of exponentially weighted moving average charts for controlling the mean of a normal process...
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A Multivariate Exponentially Weighted Moving Average Control Chart
Technometrics, 1992A multivariate extension of the exponentially weighted moving average (EWMA) control chart is presented, and guidelines given for designing this easy-to-implement multivariate procedure. A comparison shows that the average run length (ARL) performance of this chart is similar to that of multivariate cumulative sum (CUSUM) control charts in detecting a ...
Lowry, Cynthia A. +3 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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Quality and Reliability Engineering International
ABSTRACT The generally weighted moving average (GWMA) control chart has been proposed as a generalization and alternative to the exponentially weighted moving average (EWMA) chart. Proponents of the GWMA claim that it is more efficient in detecting shifts in the process mean than the EWMA.
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ABSTRACT The generally weighted moving average (GWMA) control chart has been proposed as a generalization and alternative to the exponentially weighted moving average (EWMA) chart. Proponents of the GWMA claim that it is more efficient in detecting shifts in the process mean than the EWMA.
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Enhancing the Performance of Exponentially Weighted Moving Average Charts: Discussion
Quality and Reliability Engineering International, 2014Abbas et al. (Abbas N, Riaz M, Does RJMM. Enhancing the performance of EWMA charts. Quality and Reliability Engineering International 2011; 27(6):821–833) proposed the use of signaling schemes with exponentially weighted moving average charts (named as 2/2 and modified − 2/3 schemes) for their improved design structures.
Abbas, N., Riaz, M., Does, R.J.M.M.
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Exponentially Weighted Moving Average Chart for Skewed Distribution
Asian Journal on Quality, 2009Exponentially weighted moving average (EWMA) control chart can be designed to quickly detect small shifts in the mean of a sequence of independent normal observations. But this chart cannot perform well for skewed distribution. The main goal of this article is to suggest an EWMA control chart method that can be used to monitoring small shifts in a ...
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Control Charts Using Coupled Exponentially Weighted Moving Averages
IIE Transactions, 1986Abstract The equations governing the construction of control charts for both the mean and the standard deviation or variance of a process using exponentially weighted moving average models are presented. Many different variables for monitoring the control of the standard deviation and variance are discussed.
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A Comprehensive Survey on Moving Networks
IEEE Communications Surveys and Tutorials, 2021Syed Shan Jaffry +2 more
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