Results 21 to 30 of about 220,289 (265)
On designing a sequential based EWMA structure for efficient process monitoring
Journal of Taibah University for Science, 2020 Control chart is a popular technique that is widely used in statistical process control to identify any possible deviations from a stable state of a process. Shewhart charts are famous for identifying larger shifts, while cumulative sum and exponentially
Saddam Akber Abbasi +3 more
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Bayesian Identification of Seasonal Moving Average Models [PDF]
The Egyptian Statistical Journal, 2011 This study approaches the Bayesian identification of seasonal moving average processes using an approximate likelihood function and a normal gamma prior density.
Samir M.Shaarawy +2 more
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A Weighted Moving Average Process for Forecasting
Journal of Modern Applied Statistical Methods, 2007 The object of the present study is to propose a forecasting model for a nonstationary stochastic realization. The subject model is based on modifying a given time series into a new ktime moving average time series to begin the development of the model. The study is based on the autoregressive integrated moving average process along with its analytical ...
Shou Hsing Shih, Chris P. Tsokos
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Long-Range Dependence in Financial Markets: A Moving Average Cluster Entropy Approach
Entropy, 2020 A perspective is taken on the intangible complexity of economic and social systems by investigating the dynamical processes producing, storing and transmitting information in financial time series.
Pietro Murialdo +2 more
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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
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Indirect and Direct Bayesian Techniques to Identify the Orders of Vector ARMA Processes [PDF]
The Egyptian Statistical Journal, 2018 This article develops two bayesian techniques to identify the orders of vector mixed autogressive moving average processes namely the indirect and direct techniques. The proposed indirect technique approximates the joint posterior
Samir M. Shaarawy +2 more
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Periodic moving average process [PDF]
Applications of Mathematics, 1985 Periodic moving average processes are representatives of the class of periodic models suitable for the description of some seasonal time series and for the construction of multivariate moving average models. The attention being lately concentrated mainly on the periodic autoregressions, some methods of statistical analysis of the periodic moving ...
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Explicit analytical solutions for the average run length of modified EWMA control chart for ARX(p,r) processes [PDF]
Songklanakarin Journal of Science and Technology (SJST), 2021 Statistical process control (SPC) plays a necessary role in manufacturing industry processes. An essential tool for SPC used for monitoring, measuring, controlling, and improving quality in various fields is the control chart.
Korakoch Silpakob +3 more
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Estimation for heavy tailed moving average process [PDF]
Kybernetika, 2018 Summary: In this paper, we propose two estimators for a heavy tailed MA(1) process. The first is a semi parametric estimator designed for MA(1) driven by positive-value stable variables innovations. We study its asymptotic normality and finite sample performance.
Hakim Ouadjed, Tawfiq Fawzi Mami
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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
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