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 6 of 6 for “"Noise Variables"”.
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Response surface designs and analysis for bi-randomization error structures
… to uncontrollable system influences called noise variables. In model development, noise variables are assumed to be controllable in the laboratory, but due to their random nature they may be costly and/or difficult to control. This suggests the need for a bi-randomization scheme in which the …
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CONFIDENCE REGIONS FOR OPTIMAL CONTROLLABLE VARIABLES FOR THE ROBUST PARAMETER DESIGN PROBLEM
… for the transmission of variability from the noise variables. If the number of control variables is greater than the number of noise variables, a continuum of zero-gradient solutions exists. This situation is useful as it provides the experimenter with multiple conditions under which to …
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Adaptive Process Control for Achieving Consistent Mean Particles' States in Atmospheric Plasma Spray Process
… of the process and the random introduction of noise variables such as fluctuations in the powder injection rate and the arc voltage make it difficult to control the coating quality that has been shown to depend upon mean values of powder particles' temperature and speed, collectively called …
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New design comparison criteria in Taguchi's robust parameter design
… seeks to choose the levels of fixed controllable variables that provide insensitivity (robustness) to the variability of a process induced by uncontrollable noise variables. We use the fact that in the RPD scenario interest lies primarily with the ability of a design to estimate the noise and …
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Subset vector autoregressions for listed property and oil markets using bootstrap model selection
… in the data or information on how the two variables are related on a lead/lag basis. Autocorrelation analysis can give some insight into temporal relationships between the response and the covariates now and into the past, but the more complex (SVAR) model allows us to capture the behaviour …
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Subset vector autoregressions for listed property and oil markets using bootstrap model selection
… in the data or information on how the two variables are related on a lead/lag basis. Autocorrelation analysis can give some insight into temporal relationships between the response and the covariates now and into the past, but the more complex (SVAR) model allows us to capture the behaviour …