Relevant bibliographies by topics / EWMA

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'EWMA'

Author: Grafiati
Published: 4 June 2021
Last updated: 25 April 2022

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the lists of relevant articles, books, theses, conference reports, and other scholarly sources on the topic 'EWMA.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Journal articles on the topic "EWMA"

1

Bohdalová, Mária, and Michal Greguš. "VaR BASED RISK MANAGEMENT." CBU International Conference Proceedings 1 (June 30, 2013): 25–33. http://dx.doi.org/10.12955/cbup.v1.11.

Full text
Abstract:
In this paper we discuss the Value–at–Risk concept and we analyse the market risk by using EWMA approach. EWMA (exponentially weighted moving average) forecasting technique is a popular measure of various risks in financial risk management. We will compare standard EWMA, robust EWMA and skewed EWMA forecast of VaR. JP Morgan standard EWMA is derived from Gaussian distribution. Robust EWMA is based on Laplace distribution and skewed EWMA is a new approach derived from an asymmetric Laplace distribution. Asymmetric Laplace distribution takes into account both skewness and heavy tails in return distribution and the time varying nature of them in practice. Skewed EWMA VaR is a generalization of the standard EWMA method. Using these approaches we will analyse selected financial series (three European market indexes and one exchange rate). We have found andconfirmed that skewed EWMA forecasting of VaR outperforms the standard EWMA method.
APA, Harvard, Vancouver, ISO, and other styles
2

Yang, Su-Fen, and Barry C. Arnold. "A Simple Approach for Monitoring Business Service Time Variation." Scientific World Journal 2014 (2014): 1–16. http://dx.doi.org/10.1155/2014/238719.

Full text
Abstract:
Control charts are effective tools for signal detection in both manufacturing processes and service processes. Much of the data in service industries comes from processes having nonnormal or unknown distributions. The commonly used Shewhart variable control charts, which depend heavily on the normality assumption, are not appropriately used here. In this paper, we propose a new asymmetric EWMA variance chart (EWMA-AV chart) and an asymmetric EWMA mean chart (EWMA-AM chart) based on two simple statistics to monitor process variance and mean shifts simultaneously. Further, we explore the sampling properties of the new monitoring statistics and calculate the average run lengths when using both the EWMA-AV chart and the EWMA-AM chart. The performance of the EWMA-AV and EWMA-AM charts and that of some existing variance and mean charts are compared. A numerical example involving nonnormal service times from the service system of a bank branch in Taiwan is used to illustrate the applications of the EWMA-AV and EWMA-AM charts and to compare them with the existing variance (or standard deviation) and mean charts. The proposed EWMA-AV chart and EWMA-AM charts show superior detection performance compared to the existing variance and mean charts. The EWMA-AV chart and EWMA-AM chart are thus recommended.
APA, Harvard, Vancouver, ISO, and other styles
3

Shamsuzzaman, Mohammad. "Optimization Design of 2-EWMA Control Chart Based on Random Process Shift." Applied Mechanics and Materials 465-466 (December 2013): 1185–90. http://dx.doi.org/10.4028/www.scientific.net/amm.465-466.1185.

Full text
Abstract:
The exponentially weighted moving average (EWMA) control charts are widely used for detecting process shifts of small and moderate sizes in Statistical Process Control (SPC).This article presents an algorithm for the optimization design of a multi-EWMA scheme comprising two EWMA control charts (known as 2-EWMA chart) considering random process shifts in mean. The random process shifts in mean is characterized by a Rayleigh distribution. The design algorithm optimizes the charting parameters of the 2-EWMA chart based on loss function. Comparative study shows that the optimal 2-EWMA chart outperforms the original 2-EWMA chart, as well as the original EWMA chart. In general, this article will help to enhance the detection effectiveness of the 2-EWMA chart, and facilitate its applications in SPC.
APA, Harvard, Vancouver, ISO, and other styles
4

CASTAGLIOLA, PHILIPPE, GIOVANNI CELANO, SERGIO FICHERA, and VALERIA NUNNARI. "A VARIABLE SAMPLE SIZE S2-EWMA CONTROL CHART FOR MONITORING THE PROCESS VARIANCE." International Journal of Reliability, Quality and Safety Engineering 15, no. 03 (June 2008): 181–201. http://dx.doi.org/10.1142/s0218539308003039.

Full text
Abstract:
Monitoring the stability of measures dispersion from a process quality parameter is an important aspect of Statistical Process Control which should be carefully planned by practitioners. To perform this task, this paper proposes an adaptive EWMA chart as a practical and efficient tool. The developed EWMA chart is the Variable Sample Size (VSS) version of a static S2-EWMA control chart previously developed by one of the authors to monitor the sample variance. The way to compute the design parameters of this VSS S2-EWMA control chart is discussed and an optimal design strategy based on the Average Time to Signal (ATS) after a shift in process dispersion is presented. The statistical performance of the VSS S2-EWMA has been evaluated by means of a comparison with two other EWMA charts: the static S2-EWMA and the adaptive (VSI) S2-EWMA allowing to vary the sampling intervals. The obtained results show how the possibility of varying the sample size significantly improves the statistical performance over the static S2-EWMA; furthermore, some interesting findings suggest to implement the VSS S2-EWMA with respect to the VSI S2-EWMA when some particular process operating conditions occur.
APA, Harvard, Vancouver, ISO, and other styles
5

Hu, Xuelong, Suying Zhang, Guan Sun, Jianlan Zhong, and Shu Wu. "Modified One-Sided EWMA Charts without- and with Variable Sampling Intervals for Monitoring a Normal Process." Symmetry 14, no. 1 (January 13, 2022): 159. http://dx.doi.org/10.3390/sym14010159.

Full text
Abstract:
Much research has been conducted on two-sided Exponentially Weighted Moving Average (EWMA) control charts, while less work has been devoted to the one-sided EWMA charts. Traditional one-sided EWMA charts involve resetting the EWMA statistic to the target whenever it falls below or above the target, or truncating the observations above or below the target and further applying the EWMA statistic to the truncated samples. In order to further improve the performance of traditional one-sided EWMA mean (X¯) charts, this paper studies the performance of the Modified One-sided EWMA (MOEWMA) X¯ charts to monitor a normally distributed process. The Monte-Carlo simulation method is used to obtain the zero- and steady-state Run Length (RL) properties of the proposed control charts. Through extensive simulations and comparisons with other charts, it is shown that the proposed MOEWMA X¯ charts compare favorably with some existing competing charts. Moreover, by attaching the variable sampling intervals (VSI) feature to the MOEWMA X¯ charts, it is shown that the VSI MOEWMA charts outperform the corresponding charts without the VSI feature. Finally, a real data example from manufacturing process shows the implementation of the proposed one-sided charts.
APA, Harvard, Vancouver, ISO, and other styles
6

ناصر, جنان عباس. "حول خصائص طول التشغيل للوحتي سيطرة ( المجموع المتراكم (Cusum) و المتوسط المتحرك الموزون اسيا (EWMA) ) لتوزيع بواسون." Journal of Economics and Administrative Sciences 25, no. 114 (October 1, 2019): 475–97. http://dx.doi.org/10.33095/jeas.v25i114.1747.

Full text
Abstract:
في هذا البحث نتحرى حول خصائص طول التشغيل للوحتي سيطرة المجموع المتراكم (cumulative sum (Cusum)) والمتوسط المتحرك الموزون اسيا (Exponentially Weighted Moving Average (EWMA)) للكشف عن الانحرافات الموجبة في متوسط العملية عندما تكون العملية تتبع توزيع بواسون بمتوسط غير معلوم. وقد استعمل اسلوب سلسلة ماركوف لحساب المتوسط والانحراف المعياري لطول التشغيل للوحتي سيطرة المجموع المتراكم (Cusum) والمتوسط المتحرك الموزون اسيا (EWMA) عندما يكون المتغير تحت السيطرة يتبع توزيع بواسون. استعملت لوحتي سيطرة الـ Cusum والـ EWMA أيضا لمراقبة متوسط العملية عندما المشاهدات (منتجات اختيرت من مصنع المأمون) تكون مستقلة ومتطابقة التوزيع (iid) من توزيع بواسون بعملية تصنيع مستمرة. اذ افترضنا عدة قيم لمعلمات للوحتي سيطرة الـ poisson Cusum والـ EWMA poisson ولعدد حالات لسلسلة ماركوف. وقد استحصلت نتائج البحث باستعمال برامج مكتوبة ببرنامج Matlab -R2018a . تبين نتائج البحث بان لوحاتي سيطرة الـ poisson Cusum والـ EWMA poisson كانت حساسة أكثر عند قيم معينة لمعلمات لوحتي سيطرة الـ poisson Cusum والـ EWMA poisson. ولعدد الحالات في سلسلة ماركوف.
APA, Harvard, Vancouver, ISO, and other styles
7

Chen, Jen-Hsiang, and Shin-Li Lu. "An Enhanced Auxiliary Information-Based EWMA-t Chart for Monitoring the Process Mean." Applied Sciences 10, no. 7 (March 26, 2020): 2252. http://dx.doi.org/10.3390/app10072252.

Full text
Abstract:
The exponentially weighted moving average t chart using auxiliary information (AIB-EWMA-t chart) is an effective approach for monitoring small process mean shifts when the process standard deviation is unstable or poorly estimated. To further enhance the sensitivity of the AIB-EWMA-t chart, in this study, we propose an AIB generally weighted moving average (GWMA) t chart (AIB-GWMA-t chart) to monitor the process mean. The existing EWMA-t, GWMA-t, and AIB-EWMA-t charts are special cases of the AIB-GWMA-t chart. Numerical simulation studies indicate that the AIB-GWMA-t chart performs uniformly and substantially better than the EWMA-t and GWMA-t charts in terms of average run length. Moreover, the AIB-GWMA-t chart with large design and adjustment parameters also outperforms the AIB-EWMA-t chart when the correlation coefficients are within a certain range. An illustrative example is provided to highlight the efficiency of the proposed AIB-GWMA-t chart in detecting small process mean shifts.
APA, Harvard, Vancouver, ISO, and other styles
8

Nelwati, Nelwati, Hazmira Yozza, and Maiyastri Maiyastri. "Peta Kendali Exponentially Weighted Moving Average (EWMA) Untuk Jumlah Wisatawan Yang Berkunjung Ke Sumatera Barat." Jurnal Matematika UNAND 4, no. 4 (July 26, 2019): 83. http://dx.doi.org/10.25077/jmu.4.4.83-90.2015.

Full text
Abstract:
Pola jumlah wisatawan yang berkunjung ke Sumatera Barat harus selalu dipantau dan dikendalikan oleh pemerintah daerah tersebut. Dalam statistika dikenal suatu metode untuk melihat keterkendalian jumlah wisatawan yang berkunjung ke Sumatera Barat yang dinamakan pengendalian mutu statistik. Dalam penelitian ini akan digunakan salah satu alat dalam SPC yaitu peta kendali Exponentially Weighted Moving Average (EWMA). Peta Kendali ini dapat digunakan untuk melakukan pengendalian statistik terhadap jumlah kunjungan wisatawan ke Sumatera Barat yang merupakan data deret waktu. Pada penelitian ini peta kendali EWMA dibentuk dari jumlah kunjungan wisatawan yang berasal dari negara Malaysia, Australia, Singapura, negara-negara Eropa, Amerika, dan negara lainnya. Peta kendali EWMA negara-negara ini memiliki pola yang hampir sama dan seluruh nilai EWMA berada dalam batas kendali kecuali negara Singapura. Negara Malaysia memiliki nilai EWMA yang paling besar dibandingkan negara-negara lainnya, yang berarti jumlah kunjungan wisatawan asal Malaysia lebih tinggi dibandingkan negara lainnya.Kata Kunci: SPC, Peta Kendali EWMA, Data Pariwisata dan Transportasi Sumatera Barat
APA, Harvard, Vancouver, ISO, and other styles
9

Wang, Hai Yu. "Comparing Robustness of EWMA Dispersion Control Chart for Non-Normal Process." Advanced Materials Research 912-914 (April 2014): 1189–92. http://dx.doi.org/10.4028/www.scientific.net/amr.912-914.1189.

Full text
Abstract:
This article discusses robustness to non-normality of EWMA charts for dispersion. Comparison analysis of run length of four kinds of EWMA charts to monitoring process dispersion is provided to evaluate control charts performance and robustness. At last robust EWMA dispersion charts for non-normal processes are proposed by this way.
APA, Harvard, Vancouver, ISO, and other styles
10

Su-Fen, Yang, Tsai Wen-Chi, Huang Tzee-Ming, Yang Chi-Chin, and Cheng Smiley. "Monitoring process mean with a new EWMA control chart." Production 21, no. 2 (May 27, 2011): 217–22. http://dx.doi.org/10.1590/s0103-65132011005000026.

Full text
Abstract:
In practice, sometimes the process data did not come from a known population distribution. So the commonly used Shewhart variables control charts are not suitable since their performance could not be properly evaluated. In this paper, we propose a new EWMA Control Chart based on a simple statistic to monitor the small mean shifts in the process with non-normal or unknown distributions. The sampling properties of the new monitoring statistic are explored and the average run lengths of the proposed chart are examined. Furthermore, an Arcsine EWMA Chart is proposed since the average run lengths of the Arcsine EWMA Chart are more reasonable than those of the new EWMA Chart. The Arcsine EWMA Chart is recommended if we are concerned with the proper values of the average run length.
APA, Harvard, Vancouver, ISO, and other styles
More sources

Dissertations / Theses on the topic "EWMA"

1

MENDES, FLAVIA CESAR TEIXEIRA. "EWMA CONTROL CHART FOR NONCONFORMITIES WITH VARIABLE SAMPLING INTERVAL." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2004. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=5209@1.

Full text
Abstract:
COORDENAÇÃO DE APERFEIÇOAMENTO DO PESSOAL DE ENSINO SUPERIOR
Os gráficos de controle de processo criados por Shewhart na década de 20 e em uso até hoje são eficientes para sinalizar alterações de grande magnitude na característica de qualidade de um processo (por exemplo, desvios da ordem de mais de 2 desvios-padrão, no caso do gráfico de médias); já para alterações de menos magnitude, ele são mais lentos. Para estas últimas, são sabidamente mais eficientes os esquemas CUSUM e EWMA, bem como os gráficos adaptativos, de desenvolvimento bem mais recente, também chamados de gráficos de parâmentros variáveis, porque alguns ou todos os seus parâmetros (tamanho de amostra, intervalo de tempo entre amostras, e limites de controle) passam a variar durante a operação, em função da informação fornecida pela última amostra. Nesta pesquisa, é prposta a incorporação da estratégia de gráficos adaptativos (usando um intervalo de tempo entre amostras variável) ao esquema EWMA na busca de melhorias no desempenho de gráficos de controle por atributos. O esquema proposto é aplicado a gráficos de c para detecção de alterações de pequena magnitude no número médio de não-conformidades em um processo de produção. É desenvolvido o modelo matemático para cálculo das medidas de desempenho do gráfico, e é realizada a análise de desempenho do esquema para diversos valores de c0 e c1 (número médio em controle e fora de controle de não- conformidades), com comparação com outros gráficos de controle por atributos. Resultados mostram, na maioria das situações analisadas, a vantagem do esquema proposto, em termos de uma maior rapidez de detecção de alterações de diversas magnitudes.
The process control charts created by Shewhart in the 20 s and still in use today are efficient in signaling large shifts in the quality characteristics of a process (e.g. shifts greater than two standard deviations, in the case of the chart for means); they are however slower in the case of small and moderate shifts, in which case CUSUM and EWMA schemes are known to be more efficient, as are the recently developed adaptive charts, also called variable parameter charts because some or all of their design parameters (sample size, sampling interval and control limits) are allowed to vary during the operation, according to the information of the latest sample. In this thesis, looking for an enhancement in the performance of control charts for attributes, the strategy of adaptive charts (using a variable sampling interval) is incorporated to the EWMA scheme. The proposed scheme is applied to c charts for detecting small shifts in the number of nonconformities in a production process. A mathematical model is developed for calculation of the performance measures of the chart, and a performance analysis is carried out for several values of c0 and c1 (in- and out-of-control number of nonconformities), together with a comparison with other control charts for nonconformities. The results show the advantage of the proposed scheme in the majority of the analyzed situations, through faster detection of a range of shifts.
APA, Harvard, Vancouver, ISO, and other styles
2

VanBrackle, Lewis N. "EWMA and CUSUM control charts in the presence of correlation." Diss., This resource online, 1991. http://scholar.lib.vt.edu/theses/available/etd-07282008-134346/.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

SIMOES, BRUNO FRANCISCO TEIXEIRA. "EWMA CHART WITH ADAPTIVE SMOOTHING CONSTANT FOR STATISTICAL PROCESS CONTROL." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2006. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=8189@1.

Full text
Abstract:
COORDENAÇÃO DE APERFEIÇOAMENTO DO PESSOAL DE ENSINO SUPERIOR
Este trabalho propõe um gráfico de controle EWMA para observações individuais ou médias amostrais, com a constante de amortecimento variando entre dois valores de acordo com o valor mais recente da estatística EWMA, para obter detecção mais rápida de alterações pequenas a moderadas na média do processo, e sem a complexidade operacional apresentada por outros esquemas adaptativos, pois o tamanho da amostra e o intervalo de amostragem são mantidos fixos. Já existe um outro trabalho propondo a variação da constante de amortecimento dos gráficos EWMA, mas com base em outro critério: Capizzi e Masarotto (2003). O esquema EWMA adaptativo foi combinado com limites de Shewhart para os valores individuais (ou médias amostrais), para acelerar a detecção de grandes deslocamentos da média do processo, também sem aumento da complexidade operacional. Os NMA1´s - números esperados de amostras até um sinal verdadeiro - foram calculados por um método de aproximação numérica usando um modelo matemático por cadeias de Markov, e comparados com os do esquema EWMA tradicional (com parâmetros fixos) e com os do esquema adaptativo de Capizzi e Masarotto (2003). O esquema proposto tende a fornecer NMA1´s menores para alterações na média acima de 1,0 desvio-padrão, e o esquema de Capizzi e Masarotto (2003) tende a fornecer NMA1´s menores para pequenas alterações. Ambos os esquemas possuem melhor desempenho que o gráfico EWMA com parâmetros fixos. Uma vantagem que pode se tornar decisiva para a adoção do esquema proposto é a simplicidade dos cálculos requeridos para o monitoramento.
This work proposes an EWMA process control chart for individual observations or subgroup averages, in which the smoothing constant varies between two values according to the most recent value of the EWMA statistic, in order to achieve faster detection of small to moderate shifts in the process mean, and without the operational complexities presented by other adaptive schemes, since its sample size and sampling interval do not vary. There is one other work proposing the adaptive variation of the smoothing constant of EWMA charts, but based on a different criterion: Capizzi and Masarotto (2003). The adaptive EWMA scheme was combined with Shewhart limits for the individual values (or subgroup averages), to enhance its sensitivity to large shifts, again with no extra operational burden. The out-of-control average run lengths (ARL1´s) were calculated through a numerical approximation method based on a Markov chain model. The ARL1´s were compared of the proposed scheme, of the traditional (fixed parameter) EWMA chart and of Capizzi and Masarottos´s adaptive EWMA scheme. The proposed scheme generally provides the shortest ARL1´s for shifts in the mean above one standard deviation, and Capizzi and Masarotto´s scheme tends to outperform it for smaller shifts. Both schemes perform better than the fixed parameter EWMA. An advantage that can become decisive for the adoption of the proposed scheme is the simplicity of the calculations required for the monitoring.
APA, Harvard, Vancouver, ISO, and other styles
4

Martins, Sandro Luís Moresco. "MONITORAMENTO DO CONTROLE ESTATÍSTICO DO PROCESSO UTILIZANDO FERRAMENTAS ESTATÍSTICAS." Universidade Federal de Santa Maria, 2011. http://repositorio.ufsm.br/handle/1/8185.

Full text
Abstract:
Empresa Brasileira de Pesquisa Agropecuária
This study used the data from a tobacco company that monitors its production process through statistical process control. The objective of this study was to apply multivariate statistical tools of Statistical Process Control to monitor the efficiency of the production process of the company under study. This production process consists of four variables monitored during the manufacture of cigarettes: RDT (Resistence to Draw), weight, ventilation and circunference. These data were verified using descriptive statistics, test of normality, univariate R and X-bar charts and correlation matrix. After observing the instability of the system, the Principal Component Analysis (PCA) was applied. PCA is an exploratory multivariate analysis technique that aims at gathering various features of the significant variables in the instability of the production process. EWMA was then applied on the principal components. An unstable process presenting too much variability was observed, with several points outside the bounds of statistical control. This situation presents some problems that may cause inconvenience and loss to the company. This way, the company should review its manufacturing process in order to improve its productivity and quality that in turn may help the company to be more competitive.
O presente estudo utilizou-se dos dados de uma empresa fumageira que monitora o processo produtivo por meio do controle estatístico do processo. Objetivou-se a aplicação de ferramentas estatísticas multivariadas de Controle Estatístico do Processo, para monitorar a eficiência do processo produtivo da empresa em estudo. Esse processo produtivo é composto de quatro variáveis, monitoradas na fase de fabricação do cigarro, sendo: RDT (Resistence to Draw), peso, ventilação e circunferência. Esses dados foram verificados através da estatística descritiva, Teste de Normalidade, gráficos univariados X-barra e R, e Matriz de correlação. Após constatada a instabilidade do sistema, aplicou-se Análise de Componentes Principais ACP, técnica de análise exploratória multivariada com o objetivo de aglutinar várias características das variáveis significativas na instabilidade do processo produtivo. Por último, foi aplicado EWMA (Exponentially Weighted Moving Average - Médias Móveis Exponencialmente Ponderáveis) sobre as componentes principais. Demonstrou-se um processo instável, apresentando muita variabilidade, com muitos pontos fora dos limites de controle estatístico. Essa situação, apresenta alguns problemas, que geram transtornos e prejuízos à empresa, sendo que a mesma deverá rever seu processo fabril a fim de melhorar a produtividade e a qualidade, que contribuirá para tornar a empresa mais competitiva.
APA, Harvard, Vancouver, ISO, and other styles
5

Urbieta, Pablo Cezar. "Gráficos CUSUM e EWMA para monitorar dados de contagem com distribuição binominal negativa." Universidade de São Paulo, 2016. http://www.teses.usp.br/teses/disponiveis/3/3136/tde-30092016-143355/.

Full text
Abstract:
Gráficos de controle têm sido amplamente utilizados na manufatura para melhoria de processos. Diversas abordagens tem sido propostas para melhorar o desempenho dos gráficos existentes na literatura. Além disso, o uso de gráficos de controle tem se estendido para outras áreas, tais como, economia, finanças, medicina, etc. O objetivo deste trabalho é comparar o gráfico CUSUM com o gráfico EWMA para monitoramento do número diário de internações hospitalares. Para tanto, utilizou-se uma série histórica de internações devido a doenças respiratórias para a população acima de 65 anos. Um modelo linear foi ajustado considerando que o número de internações segue uma distribuição Binomial Negativa. São simulados diversos cenários de mudança no número médio de internações e utilizando diferentes estatísticas baseadas em transformações, é feita uma comparação entre estes gráficos. Verifica-se que o gráfico EWMA com limite de controle assintótico possui desempenho muito similar ao gráfico CUSUM. Já o EWMA implementado com limite de controle exato apresenta melhor desempenho em relação ao gráfico CUSUM quando se atribui pesos menores aos dados atuais.
Control charts have been widely used for process improvement in manufacturing. In literature several approaches have been proposed to improve the current charts performance. In addition, the use of control charts has been extended to other areas such as economics, finance, medicine, and others. The objective of this study is to compare CUSUM control chart with EWMA control chart for monitoring daily number of hospital admissions. Using a historical hospitalizations series due to respiratory diseases for people over 65 years old, a Negative Binomial regression model is fitted. Several scenarios are simulated using different shifts in the mean and using different statistics based on transformations, in order to compare these charts. It is shown that EWMA control chart with asymptotic control limit has similar performance as CUSUM control chart. However, using smaller values for new observations the EWMA control chart with exact control limit has better performance than CUSUM control chart.
APA, Harvard, Vancouver, ISO, and other styles
6

Mácha, Tomáš. "Dynamická metrika v OSPF sítích." Doctoral thesis, Vysoké učení technické v Brně. Fakulta elektrotechniky a komunikačních technologií, 2016. http://www.nusl.cz/ntk/nusl-234363.

Full text
Abstract:
Masivní vývoj Internetu vedl ke zvýšeným požadavkům na spolehlivou síťovou infrastrukturu. Efektivita komunikace v síti závisí na schopnosti směrovačů určit nejlepší cestu pro odesílání a přeposílání paketů ke koncovému zařízení. Jelikož OSPF v současné době představuje jeden z nejpoužívanějších směrovacích protokolů, jakýkoli přínos, který by pomohl udržet krok s rychle se měnícím prostředí Internetu, je velmi vítán. Významným omezením OSPF protokolu je, mimo jiné, absence informovanosti algoritmu pro výpočet metriky o aktuálním vytížení linky. Tato vlastnost představuje tzv. slabé místo, což má negativní vliv na výkonnost sítě. Z tohoto důvodu byla navržena nová metoda založená na dynamické adaptaci měnících se síťových podmínek a alternativní strategii OSPF metrik. Navržená metoda řeší problém neinformovanosti OSPF metriky o síťovém provozu a nevhodně vytížených linek, které snižují výkonnost sítě. Práce rovněž přináší praktickou realizaci, kdy vlastnosti nové metody jsou testovány a ověřeny spuštěním testů algoritmu v reálných zařízeních.
APA, Harvard, Vancouver, ISO, and other styles
7

Pehlivan, Canan. "Controlling High Quality Manufacturing Processes: A Robustness Study Of The Lower-sided Tbe Ewma Procedure." Master's thesis, METU, 2008. http://etd.lib.metu.edu.tr/upload/12609937/index.pdf.

Full text
Abstract:
In quality control applications, Time-Between-Events (TBE) type observations may be monitored by using Exponentially Weighted Moving Average (EWMA) control charts. A widely accepted model for the TBE processes is the exponential distribution, and hence TBE EWMA charts are designed under this assumption. Nevertheless, practical applications do not always conform to the theory and it is common that the observations do not fit the exponential model. Therefore, control charts that are robust to departures from the assumed distribution are desirable in practice. In this thesis, robustness of the lower-sided TBE EWMA charts to the assumption of exponentially distributed observations has been investigated. Weibull and lognormal distributions are considered in order to represent the departures from the assumed exponential model and Markov Chain approach is utilized for evaluating the performance of the chart. By analyzing the performance results, design settings are suggested in order to achieve robust lower-sided TBE EWMA charts.
APA, Harvard, Vancouver, ISO, and other styles
8

YEN, WEN-PIN, and 顏文品. "The Three-level EWMA and Shewhart-EWMA Control Charts." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/46615846418699398019.

Full text
Abstract:
碩士
淡江大學
統計學系碩士班
96
The thesis extends the three-level Shewhart control chart proposed by Cassady and Nachlas [8] to exponentially weighted moving average and Shewhart-EWMA control charts for monitoring the quality of three-level (conforming, marginal, nonconforming) products. The control limits of the proposed control chart are established based on the zero-state average run lengths using Markov chain approximation. Basically, the proposed control charts improve the performance of the three-level Shewhart control chart signi‾cantly and are able to detect small shifts in a process more quickly.
APA, Harvard, Vancouver, ISO, and other styles
9

Yu, Chan Yun, and 詹韻玉. "Optimal Variable EWMA Controller." Thesis, 2001. http://ndltd.ncl.edu.tw/handle/16627981021551988979.

Full text
Abstract:
碩士
國立清華大學
統計學研究所
89
The exponentially weighted moving average（EWMA）feedback controller（with a fixed discount factor）is a popular run by run（RbR）control scheme which primarily uses data from past process runs to adjust settings for the next run. Although the EWMA controller with a small discount factor can guarantee a long-term stability（under fairly regular conditions）,it usually requires a moderately large number of runs to bring the output of a process to its target. This will lead to a very severe consequence if the fabrication is in small batches. The reason is that the output deviations are usually very large at the beginning of the first few runs and, as a result, the output may be out of process specifications. In order to reduce a possibly high rework rate, we propose a variable discount factor to tackle the problem. After a motivating example is used to demonstrate the strength of the EWMA controller with a variable discount factor, we state the main results in which the stability conditions and the optimal variable discount factor of the proposed EWMA controller are derived. Moreover, a heuristic method is proposed to simplify the computation of the variable discount factor. It is seen that the proposed method is easy to implement and provides a good approximation to the optimal variable discount factor.
APA, Harvard, Vancouver, ISO, and other styles
10

Lee, Shui-Pin, and 李水彬. "A Study of Multivariate EWMA Controller." Thesis, 2001. http://ndltd.ncl.edu.tw/handle/41818379809124080513.

Full text
Abstract:
博士
國立清華大學
統計學研究所
89
Many manufacturing processes have, by nature, multiple-input and multiple-output (MIMO) variables. However, despite of the frequently encountered applications MIMO process feedback control has not been fully investigated in literature. Under a linear MIMO model, this paper proposed a multivariate exponentially-weighted moving-average (MEWMA) controller. The stability condition of this controller and the feasible region of its associated discount matrix is derived. To implement this run-to-run (RTR) feedback control scheme, a discount factor that minimizes the total mean square error (TMSE) of the process output is obtained under the assumption that the process disturbance is a white noise series, or IMA(1,1) series. An example is given to demonstrate the proposed method. Some concluding remarks are also made.
APA, Harvard, Vancouver, ISO, and other styles
More sources

Books on the topic "EWMA"

1

Srivastava, M. S. A comparison of EWMA and CUSUM procedures in the two-sided case. Toronto: University of Toronto, Dept. of Statistics, 1991.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
2

Qualitätsregelkarten des Shewhart- und EWMA-Typs: Ein Leistungsvergleich bei messfehlerfreien und messfehlerbehafteten Qualitätsdaten. Frankfurt am Main: P. Lang, 1997.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
3

Srivastava, M. S. Comparison of Cusum, Ewma, and Shiryayev-Roberts procedures for detecting a shift in the mean. Toronto: Dept. of Statistics, University of Toronto, 1990.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
4

Melchior, Ib. Ewa. Gdansk: Novus Orbis, 1994.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
5

Ewa. Kraków: Wydawn. Literackie, 1985.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
6

Zawadzka, Ewa. Ewa Zawadzka. Katowice: Galeria Sztuki Współczesnej BWA, 2002.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
7

Tanyi-Tang, Anne. Ewa and other stories. Yaoundé: Editions CLE, 2000.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
8

Zoellner, Peter. SAP EWM architecture and programming. Boston: Rheinwerk Publishing, 2015.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
9

1940-, Brown Bob, ed. The Ewa Mataya pool guide. New York: Avon Books, 1995.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
10

Ewa Bandrowska-Turska: Wspomnienia artystki. Warszawa: Czytelnik, 1989.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
More sources

Book chapters on the topic "EWMA"

1

Hoegel, Joseph J., and Hans W. Wolff. "Generalized EWMA-Charts." In Operations Research ’91, 327–29. Heidelberg: Physica-Verlag HD, 1992. http://dx.doi.org/10.1007/978-3-642-48417-9_90.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Xie, M., T. N. Goh, and V. Kuralmani. "CUSUM and EWMA Procedures." In Statistical Models and Control Charts for High-Quality Processes, 145–76. Boston, MA: Springer US, 2002. http://dx.doi.org/10.1007/978-1-4615-1015-4_7.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Castagliola, Philippe, Giovanni Celano, and Sergio Fichera. "Monitoring Process Variability Using EWMA." In Springer Handbook of Engineering Statistics, 291–325. London: Springer London, 2006. http://dx.doi.org/10.1007/978-1-84628-288-1_17.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Schmid, W. "On EWMA Charts for Time Series." In Frontiers in Statistical Quality Control 5, 115–37. Heidelberg: Physica-Verlag HD, 1997. http://dx.doi.org/10.1007/978-3-642-59239-3_10.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Erginel, Nihal, and Sevil Şentürk. "Fuzzy EWMA and Fuzzy CUSUM Control Charts." In Fuzzy Statistical Decision-Making, 281–95. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-39014-7_15.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Morais, Manuel Cabral, Yarema Okhrin, and Wolfgang Schmid. "Limit Properties of EWMA Charts for Stationary Processes." In Frontiers in Statistical Quality Control 10, 69–83. Heidelberg: Physica-Verlag HD, 2012. http://dx.doi.org/10.1007/978-3-7908-2846-7_5.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Abbasi, Saddam Akber, and Arden Miller. "Increasing the Sensitivity of Variability EWMA Control Charts." In Electrical Engineering and Applied Computing, 431–43. Dordrecht: Springer Netherlands, 2011. http://dx.doi.org/10.1007/978-94-007-1192-1_35.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Aslan, Bulut, Yeliz Ekinci, and Ayhan Özgür Toy. "Special Control Charts Using Intelligent Techniques: EWMA Control Charts." In Intelligent Systems Reference Library, 101–25. Cham: Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-24499-0_4.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Lu, Hu-sheng, and Jian-jing Zhen. "EWMA Control Chart of NOx Atmospheric Environmental Monitoring System." In Proceedings of the 21st International Conference on Industrial Engineering and Engineering Management 2014, 403–6. Paris: Atlantis Press, 2015. http://dx.doi.org/10.2991/978-94-6239-102-4_81.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Ma, Wei-min, and Wei Lu. "Forecasting Daily Cash Turnover of Bank with EWMA and SVR." In Lecture Notes in Electrical Engineering, 83–90. Berlin, Heidelberg: Springer Berlin Heidelberg, 2010. http://dx.doi.org/10.1007/978-3-642-12990-2_10.

Full text
APA, Harvard, Vancouver, ISO, and other styles

Conference papers on the topic "EWMA"

1

Ma, Ming-Da, Jia-Yi Li, and Kai Zhang. "Improved variable EWMA controller design." In 2014 11th World Congress on Intelligent Control and Automation (WCICA). IEEE, 2014. http://dx.doi.org/10.1109/wcica.2014.7053439.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Ting, Yung, Hui-Yi Feng, Han-Chih Hsieh, Li-Yen Wang, Chun-Chung Li, Yuan Kang, and Shihming Wang. "Internal Model Control Using EWMA for a Wedge-Type Piezoelectric Motor." In ASME 2007 International Manufacturing Science and Engineering Conference. ASMEDC, 2007. http://dx.doi.org/10.1115/msec2007-31050.

Full text
Abstract:
Wedge-type piezoelectric motor is easily subject to disturbance such as friction, preload and temperature change, which influences the performance significantly and reduces the positioning accuracy and reliability. In this study, Exponentially Weighted Moving Average (EWMA) method is considered to use for the velocity-feedback loop, which is included in an Internal Model Control (IMC) to achieve a Run-to-Run IMC (RtR-IMC) control structure. Such control scheme is able to adapt the control command following a changing system dynamics so that it can improve the tracking accuracy and robustness. Friction is also a problem of generating dead-zone area and causes serious nonlinear phenomenon especially while moving direction is changed. A feedforward controller is designed based on the friction model. Moreover, temperature increase appears in long-time operation, which is another factor influential to piezoelectric motor’ performance. Instead of using the Single EWMA method, which cannot efficiently deal with such environmental drift problem, a Double EWMA algorithm is developed. Practical experiment is carried out to verify the performance by using these proposed methods. It concludes that the Double EWMA associated with the friction-model-based feedforward controller is superior to the other methods.
APA, Harvard, Vancouver, ISO, and other styles
3

Naumov, Valeriy. "EWMA based classification of driver state." In 2011 11th International Conference on ITS Telecommunications (ITST). IEEE, 2011. http://dx.doi.org/10.1109/itst.2011.6060035.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Zhong Jianlan and Ma Yizhong. "Studentised residual-based EWMA control charts." In 2011 2nd International Conference on Artificial Intelligence, Management Science and Electronic Commerce (AIMSEC). IEEE, 2011. http://dx.doi.org/10.1109/aimsec.2011.6011305.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Cisar, P., and S. Maravic Cisar. "EWMA Statistic in Adaptive Threshold Algorithm." In Intelligent Engineering Systems, 2007 International Conference on. IEEE, 2007. http://dx.doi.org/10.1109/ines.2007.4283671.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Hendrych, Radek, and Tomáš Cipra. "Recursive estimation of the multivariate EWMA process." In International Days of Statistics and Economics 2019. Libuše Macáková, MELANDRIUM, 2019. http://dx.doi.org/10.18267/pr.2019.los.186.46.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Wang, Hai-yu. "An EWMA for Monitoring Stationary Autocorrelated Process." In 2009 International Conference on Computational Intelligence and Software Engineering. IEEE, 2009. http://dx.doi.org/10.1109/cise.2009.5362792.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Castagliola, Philippe, and Kerstin Vannman. "The efficiency of the EWMA capability chart." In 2007 IEEE International Conference on Industrial Engineering and Engineering Management. IEEE, 2007. http://dx.doi.org/10.1109/ieem.2007.4419420.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Chen, Kai-Ying, Yi-Cheng Shaw, Mu-Chen Chen, and Teh-Chang Wu. "Applying BPN and EWMA SPC Chart to Cold Chain Temperature Monitoring." In ASME 2009 International Manufacturing Science and Engineering Conference. ASMEDC, 2009. http://dx.doi.org/10.1115/msec2009-84209.

Full text
Abstract:
Recently, with the development of urbanization, the enhancement efficiency of contactless, real-time features and high data transmission rate in supply chain management are widely discussed. The cold chain is one part of the supply chain, and especially the temperature monitoring plays a vital role in cold chain system. In this paper, we apply EWMA control chart and artificial neural network technologies to monitor temperature data. The back-propagation neural network is used to predict temperature shifts and trend. EWMA control chart is adopted to monitor temperature variation. As there’re something wrong happened, the control center of an enterprise can do some actions immediately to prevent further disaster. Finally, we construct a system with back-propagation neural network and statistical process control chart. A simulations and demonstrations environment using LEGO® bricks is also implemented.
APA, Harvard, Vancouver, ISO, and other styles
10

Helbing, Georg, and Matthias Ritter. "Power Curve Monitoring with Flexible EWMA Control Charts." In 2017 International Conference on Promising Electronic Technologies (ICPET). IEEE, 2017. http://dx.doi.org/10.1109/icpet.2017.29.

Full text
APA, Harvard, Vancouver, ISO, and other styles

Reports on the topic "EWMA"

1

Mudge, Christopher, Bradley Sartain, Benjamin Sperry, and Kurt Getsinger. Efficacy of florpyrauxifen-benzyl for eurasian watermilfoil control and nontarget Illinois pondweed, elodea, and coontail response. Engineer Research and Development Center (U.S.), September 2021. http://dx.doi.org/10.21079/11681/42063.

Full text
Abstract:
This research evaluated low concentrations and short exposure times of the recently registered aquatic herbicide florpyrauxifen-benzyl (4-amino-3-chloro-6-(4-chloro-2-fluoro-3-methoxyphenyl)-5-fluoro-pyridine-2-benzyl ester) on the target plant Eurasian watermilfoil (Myriophyllum spicatum L., hereafter referred to as EWM) as well as selectivity towards the nontarget submersed species Illinois pondweed (Potamogeton illinoensis Morong), elodea (Elodea canadensis Michx.), and coontail (Ceratophyllum demersum L.)
APA, Harvard, Vancouver, ISO, and other styles
You might also be interested in the extended bibliographies on the topic 'EWMA' for particular source types:
Journal articles Dissertations / Theses Books
We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!

To the bibliography