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 28 for “"Exponentially weighted moving average"”.
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Exponentially Weighted Moving Average Charts for Monitoring the Process Generalized Variance
<p>The exponentially weighted moving average chart based on the sample generalized variance is studied under the independent multivariate normal model for the vector of quality measurements. The performance of the chart is based on an analysis of the chart's initial and steady-state run length …
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Adaptive Energy Management Scheme in Real-Time Energy Harvesting Embedded Systems
… Two energy prediction schemes were used, 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 …
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A Naive, Robust and Stable State Estimate
… called the Naive filter, bias corrected Naive, exponentially weighted moving average (EWMA) Naive, and bias corrected EWMA Naive filter.
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An economic analysis of the aeromedical evacuation, patient movement items program
… for variability from projected demand using an exponentially weighted moving average calculation. This thesis illustrates that initial deferment can generate substantial savings. This thesis recommends increasing readiness capabilities and cost avoidance by implementing the deferment plan. This …
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Preferential proximal policy optimization in reinforcement learning
… then normalizing and smoothing this 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 …
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Synergistic artificial neural network scheme for monitoring and diagnosis of multivariate process variation in mean shifts
… traditional control chart, namely Multivariate Exponentially Weighted Moving Average (MEWMA). In monitoring, it is effective in rapid detection of out of control without false alarm. In diagnosis, it is able to accurately identify for source of variables. Whereby, diagnosis cannot be performed …
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Impacto da volatilidade na otimização de portfólios financeiros
… são a média móvel exponencial ponderada (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 …
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EWMA and CUSUM control charts in the presence of correlation
… simulation approaches are used to evaluate the average run length (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 …
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Multivariate nonparametric control charts using small samples
… for each variable is retained through an 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 …
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Intergration of control chart and pattern recognizer for bivariate quality control
… investigated design, an Integrated Multivariate Exponentially Weighted Moving Average with Artificial Neural Network scheme provides superior performance, namely the Average Run Length for grand average ARL1 = 7.55 7.78 ( for out-of-control) and ARL0 = 491.03 (small mean shift) and 524.80 (large …
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Efficient Sampling Plans for Control Charts When Monitoring an Autocorrelated Process
… Shewhart control charts and combinations 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 …
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Pattern recognition for manufacturing process variation using integrated statistical process control – artificial neural network
… SPC - ANN model. This model utilizes the Exponentially Weighted Moving Average (EWMA) control chart and ANN model in two-stage monitoring and diagnosis technique. This scheme was validated in manufacturing of hard disc drive. The study focused on bivariate process for cross correlation …
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Adaptive Threshold Method for Monitoring Rates in Public Health Surveillance
… correctly signal an outbreak using Shewhart 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 …
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Surveillance of Poisson and Multinomial Processes
… the area of opportunity changes. A modified exponentially weighted moving average (EWMA) chart is proposed to accommodate the varying sample sizes. The performance of this method is compared with the performance for several competing control chart techniques and recommendations are made …
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Identification of shift variation in bivariate process using pattern recognition technique
… (SF-MLP) and (ii) Integrated Multivariate Exponentially Weighted Moving Average-Multilayer Perceptron (MEWMA-MLP). Input representation for the MLP recogniser in both schemes was designed based on summary statistical features and it was systematically selected using the design of …
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Univariate and Multivariate Surveillance Methods for Detecting Increases in Incidence Rates
… chart is recommended based on a multivariate exponentially weighted moving average. The average run-length performance of this chart is compared with that of the existing methods.
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GLR Control Charts for Monitoring the Mean Vector or the Dispersion of a Multivariate Normal Process
… of the Hotelling Χ² chart, the multivariate exponentially weighted moving average (MEWMA) chart, and a multi-MEWMA combination. Results show that the Hotelling Χ² chart and the MEWMA chart are only effective for a small range of shift sizes in the mean vector, while the GLR chart and some …
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Control Charts with Missing Observations
… investigates 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 …
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Fourier Series Applications in Multitemporal Remote Sensing Analysis using Landsat Data
… demonstrate a change detection method 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 …
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