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Using the moving average and exponentially weighted moving average with COVID 19

Periodicals of Engineering and Natural Sciences (PEN), 2021
The study was concerned with clarifying the work of the quality control charts and their application in the health field, where the quality control charts for the moving average and the Exponential Weighted moving average were used to clarify the number of people infected with the Corona virus (COVID 19) for the month of April of the year 2020 and ...
Narjis Hadi Irhaif, Zhyan Ihsan Kareem, Anwaar Dhiaa Abdul kareem, Suhair Mohammed Al-joboori   +3 more
openaire   +1 more source

สูตรสำเร็จค่าความยาวรันเฉลี่ยของแผนภูมิควบคุมผสมค่าเฉลี่ยเคลื่อนที่-ค่าเฉลี่ยเคลื่อนที่ถ่วงน้ำหนักแบบเลขชี้กำลังExplicit Formulas of Average Run Length for Mixed Moving Average – Exponentially Weighted Moving Average Control Chart [PDF]

, 2022
งานวิจัยนี้มีวัตถุประสงค์เพื่อนำเสนอวิธีการประมาณค่าความยาวรันเฉลี่ยด้วยวิธีสูตรสำเร็จของแผนภูมิควบคุมค่าเฉลี่ยเคลื่อนที่-ค่าเฉลี่ยเคลื่อนที่ถ่วงนํ้าหนักแบบเลขชี้กำลัง (MA-EWMA) โดยเปรียบเทียบประสิทธิภาพการตรวจจับการเปลี่ยนแปลงกับแผนภูมิควบคุมค่าเฉล ...
Phantu, Suganya; Data Science and Computation Program, Faculty of Sciences, Energy and Environment, King Mongkut’s University of Technology North Bangkok, Rayong Campus, Rayong, Wiwek, Sunisa; Department of Applied Statistics, Faculty of Applied Science, King Mongkut’s University of Technology North Bangkok, Bangkok, Sukparungsee, Saowanit; Department of Applied Statistics, Faculty of Applied Science, King Mongkut’s University of Technology North Bangkok, Bangkok   +2 more
core   +1 more source

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, Dewi Fiscalina Kusumawardhani   +1 more
doaj   +1 more source

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, Piyapatr Busababodhin, Yupaporn Areepong, Saowanit Sukparungsee   +3 more
doaj   +1 more source

A multivariate triple exponentially weighted moving average control chart [PDF]

, 2022
Statistical process monitoring (SPM) is mostly populated with univariate control charts used to monitor a single variable (or quality characteristic).
Chatterjee, Kashinath, Malela-Majika, Jean-Claude, Koukouvinos, Christos   +2 more
core   +1 more source

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
doaj   +1 more source

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 ...
Gordon J. Ross, Niall M. Adams, Dimitris K. Tasoulis, David J. Hand   +3 more
openaire   +2 more sources

A STUDY OF THE MEDIAN RUN LENGTH (MRL) PERFORMANCE OF THE EWMA t CHART FOR THE MEAN

South African Journal of Industrial Engineering, 2012
The exponentially weighted moving average (EWMA) chart is effective in detecting small shifts. However, the EWMA chart is not robust enough to prevent errors in estimating the process standard deviation or a changing standard deviation.
Chin, W. S., Khoo, M. B. C.
doaj   +1 more source

A Comparison Between the MEWMA and Mahalanobis Distance Control Chart

Kurdistan Journal of Applied Research, 2021
Statistical Process Control (SPC) is approaching that uses statistical techniques to monitor the process. The methods of quality control are widely used in controlling any strategy—the widely used control charts.
Kawa Rashid
doaj   +1 more source

Mixed Control Charts Using EWMA Statistics

IEEE Access, 2016
In this paper, two mixed control charts are designed for process monitoring when the quality characteristic of interest follows a normal distribution.
Muhammad Aslam, Nasrullah Khan, Mansour Sattam Aldosari, Chi-Hyuck Jun   +3 more
doaj   +1 more source