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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
openaire   +1 more source

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.
openaire   +1 more source

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   +2 more
openaire   +1 more source

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.
openaire   +1 more source

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
openaire   +1 more source

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.
openaire   +1 more source

A Simple Risk-Adjusted Exponentially Weighted Moving Average

Journal of the American Statistical Association, 2007
In 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
openaire   +2 more sources

Average Run Lengths of Exponentially Weighted Moving Average Control Charts

Journal of Quality Technology, 1987
A computer program is presented that calculates the average run length of exponentially weighted moving average charts for controlling the mean of a normal process...
openaire   +1 more source

A Multivariate Exponentially Weighted Moving Average Control Chart

Technometrics, 1992
A 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
openaire   +2 more sources

Trend Analysis by Weighted and Exponential Moving Average

International Journal of Research and Innovation in Applied Science
This 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
openaire   +1 more source

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