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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
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MONITORING TRACTOR PERFORMANCE USING SHEWHART AND EXPONENTIALLY WEIGHTED MOVING AVERAGE CHARTS [PDF]
Engenharia Agrícola, 2021 Statistical process control has been widely used in agricultural operations for monitoring and improving process quality. This study aims to evaluate the Shewhart and exponentially weighted moving average (EWMA) control charts to monitor the performance ...
Murilo A. Voltarelli +4 more
doaj +1 more source
Application of mathematical models in stock market analysis
Lietuvos Matematikos Rinkinys, 2021 This paper describes several methods for modulating of the stocks volatility through use of variance, EWMA and GARCH models. Results are presented using logarithmic return of the Lithuanian OMXV index.
Svetlana Danilenko
doaj +1 more source
Optimal Surveillance Based on Exponentially Weighted Moving Averages [PDF]
Sequential Analysis, 2006 Abstract Statistical surveillance is used to detect an important change in a process as soon as possible after it has occurred. The exponentially weighted moving averages (EWMA) method is used in industry, economics, and medicine. Three optimality criteria of surveillance are studied.
Frisén, Marianne, Sonesson, Christian
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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 +3 more
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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 +1 more
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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 +3 more
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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 +2 more
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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
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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 +3 more
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