Results 31 to 40 of about 102,418 (282)
Score Driven Exponentially Weighted Moving Average and Value-at-Risk Forecasting [PDF]
SSRN Electronic Journal, 2014 We present a simple methodology for modeling the time variation in volatilities and other higher-order moments using a recursive updating scheme that is similar to the familiar RiskMetrics approach. The parameters are updated using the score of the forecasting distribution, which allows the parameter dynamics to adapt automatically to any non-normal ...
Lucas, André, Zhang, Xin
openaire +7 more sources
Forecasting in the presence of recent structural change [PDF]
, 2011 We examine how to forecast after a recent break. We consider monitoring for change and then combining forecasts from models that do and do not use data before the change; and robust methods, namely rolling regressions, forecast averaging over different ...
Eklund, J., Kapetanios, G., Price, S.
core +1 more source
Grouped Data Exponentially Weighted Moving Average Control Charts [PDF]
Journal of the Royal Statistical Society Series C: Applied Statistics, 1998 SUMMARY In the manufacture of metal fasteners in a progressive die operation, and other industrial situations, important quality dimensions cannot be measured on a continuous scale, and manufactured parts are classified into groups by using a step gauge.
openaire +2 more sources
PENERAPAN DIAGRAM KONTROL MULTIVARIATE EXPONENTIALLY WEIGHTED MOVING AVERAGE (MEWMA) PADA PENGENDALIAN KARAKTERISTIK KUALITAS AIR (Studi Kasus: Instalasi Pengolahan Air III PDAM Tirta Moedal Kota Semarang) [PDF]
, 2016 Water treatment is intended to change the original water quality that does not fulfill the health requirements become a water for human consumption and must comply with the levels of certain parameters.
Dantika, Anastasia Arinda
core +2 more sources
IEEE Access, 2022 Many studies have shown that industrial as well as non-industrial business organisations present a growing need of robust and more efficient multivariate monitoring schemes in order to be able to monitor several quality characteristics simultaneous.
Jean-Claude Malela-Majika +2 more
doaj +1 more source
A Multivariate Control Chart for Monitoring Several Exponential Quality Characteristics Using EWMA [PDF]
, 2018 In this paper, we propose a new multivariate control chart for monitoring several exponential distributed characteristics. We transform each exponential variable into the one following an approximately normal distribution.
Aldosari, Mansour Sattam +3 more
core +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.
Marianne Frisén, Christian Sonesson
openaire +1 more source
Modern multivariate control chart using spatial signed rank for non-normal process
Engineering Science and Technology, an International Journal, 2020 Modern multivariate control charts that use spatial signed rank are sensitive to the detection of small shifts under non-normal or gamma distributions.
Thidathip Haanchumpol +2 more
doaj +1 more source
Mathematics, 2022 In addition to monitoring the Poisson mean rate with step shifts, increasing attention has been given to monitoring Poisson processes subject to linear trends.
Honghao Zhao +3 more
doaj +1 more source
Anomaly analysis on an open DNS dataset1 [PDF]
, 2018 The increasing availability of open data and the demand to understand better the nature of anomalies and the causes underlying them in modern systems is encouraging researchers to analyse open datasets in various ways. These include both quantitative and
Al Bazi, Ammar +2 more
core +2 more sources