Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 39 for “"EWMA"”.
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EWMA and CUSUM control charts in the presence of correlation
… (ARL) of exponentially weighted moving average (EWMA) and one-sided cumulative sum (CUSUM) control charts used to monitor the process. The effects of correlation and measurement error on the ARL's of the control charts are studied for a process which is in control and for a process which has …
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Control charts based on residuals for monitoring processes with correlated observations
… the properties of control charts, such as the EWMA chart and the CUSUM chart, based on the residuals from the forecast values of an ARMA model. It is assumed that the process mean is a ftrst order autoregressive (AR(l)) model and the observations are the mean plus a random error. Properties of …
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Adaptive Energy Management Scheme in Real-Time Energy Harvesting Embedded Systems
… namely Exponentially Weighted Moving Average (EWMA) and Adaptive Forward Prediction (AFP), to schedule all the tasks with least deadline miss rate. The AFP scheme has a mean relative error of 6-10% which is much lower than exponentially weighted moving average (EWMA) algorithm with an error of …
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Control Charts with Missing Observations
… in Exponentially Weighted Moving Average (EWMA) and Multivariate EWMA (MEWMA) control charts. The standardized sample mean is used since this adjusts the sample mean for the fact that part of the sample may be missing. It also allows for constant control limits even though the sample size …
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A Naive, Robust and Stable State Estimate
… Naive, exponentially weighted moving average (EWMA) Naive, and bias corrected EWMA Naive filter.
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Efficient Sampling Plans for Control Charts When Monitoring an Autocorrelated Process
… of two exponentially weighted moving average (EWMA) control charts based on both the original observations and on the process residuals are considered. Three types of sampling plans are investigated: samples of n = 1, samples of n > 1 observations taken together at one sampling point, or …
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Adaptive Threshold Method for Monitoring Rates in Public Health Surveillance
… and exponentially weighted moving average (EWMA) charts. Our results indicate the adaptive threshold method gives more consistent statistical performance across different parameter sets and amounts of baseline historical data used for computing the statistics. For the power analysis, the …
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A statistical process control approach for network intrusion detection
… Mean Cusum chart, and the Modified Batch Mean EWMA chart and analyzed the performances of each one on simulated data. The simulation studies showed that the MBM charts perform especially well with large signals ?the type of signal typically associated with a DOS intrusion. The MBM Charts can be …
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An Approach to Neuro-Fuzzy Feedback control in Statistical Process Control
… NN-Fuzzy-SPC system, a combined forecaster with EWMA chart and digital filter is designed to reduce the NN-Fuzzy-SPC control delay. For the EWMA chart, the smoothing constant 0 is investigated by a number of experiments and optimised in the forecast process. The Finite Impulse Response (FIR) …
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Fourier Series Applications in Multitemporal Remote Sensing Analysis using Landsat Data
… based on exponentially weighted moving average (EWMA) charts of harmonic residuals. In the process, a data-driven cloud filter is created, enabling use of partially clouded data. The approach is shown capable of detecting thins and subtle forest degradations in Alabama, USA, considerably finer …
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The Monitoring of Linear Profiles and the Inertial Properties of Control Charts
… and the exponentially weighted moving average (EWMA) chart, has an ability to detect process changes that varies over time depending on the past data observed. The chart statistics can take values such that some shifts in the parameters of the underlying probability distribution of the quality …
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Pronóstico de volatilidad de la TRM mediante un modelo híbrido LSTM-GARCH
… de modelos de series de tiempo GARCH, EGARCH y EWMA para la TRM, de acuerdo a la metodología de Kim y col. 2018. Tanto los modelos GARCH como el modelo LSTM se estiman con datos históricos desde el año 2008 hasta junio de 2018, y los pronósticos generados se contrastan con datos desde julio 2018 …
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Evaluation of QUIC on web page performance
… on cellular networks, we implement the Sprout-EWMA congestion control protocol and find that it improves QUIC's performance by > 10% on high-delay links.
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Preferential proximal policy optimization in reinforcement learning
… with the Exponentially Weighted Moving Average (EWMA). This calculated importance is incorporated into the surrogate objective function, redefining value and advantage estimation in PPO. Our method auto-selects state importance, which can apply to any on-policy reinforcement learning algorithm …
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Impacto da volatilidade na otimização de portfólios financeiros
… (exponentially weighted moving average ou EWMA, na sigla em inglês), o modelo da heteroscedasticidade condicional auto-regressiva generalizada (generalized autoregressive conditional heteroskedasticity ou GARCH, na sigla em inglês) e a volatilidade implícita. Os dois primeiros métodos têm …
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Multivariate nonparametric control charts using small samples
… exponentially weighted moving average statistic (EWMA) in order to increase the sensitivity of the charts to detect small shifts from the target. The properties of the charts are evaluated using simulation. Such charts are not distribution-free in the nonparametric sense, but they are more robust …
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Estimating value at risk and expected shortfall: a kalman filter approach
… framework milieu, outperforming GARCH, EWMA and equally weighted measures of volatility in both volatile and calm market conditions.
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Diagnostics after a Signal from Control Charts in a Normal Process
… and in ML diagnostics is comparable to the best EWMA chart combination. With the application of the ML diagnostics naturally following a GLR chart compared to the traditional control charts, the studies of a GLR chart during process monitoring can be further deepened in the future.
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