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Advanced Search Results For "MOVING average process"

1 - 10 of 5,382 results for
 "MOVING average process"
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A one-sided exponentially weighted moving average control chart for time between events.

Publication Type: Academic Journal

Source(s): Journal of Applied Statistics. Dec2022, Vol. 49 Issue 15, p3928-3957. 30p. 10 Charts, 2 Graphs.

Abstract: Exponentially weighted moving average (EWMA) control charts for time-between-events (TBE) are commonly suggested to monitor high-quality processes for the early detection of process deteriorations. In this study, an enhanced one-sided EWMA TBE scheme i...

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Conditional Moments of Noncausal Alpha-Stable Processes and the Prediction of Bubble Crash Odds.

Publication Type: Academic Journal

Source(s): Journal of Business & Economic Statistics. Oct2022, Vol. 40 Issue 4, p1596-1616. 21p.

Abstract: Noncausal, or anticipative, heavy-tailed processes generate trajectories featuring locally explosive episodes akin to speculative bubbles in financial time series data. For (X t) a two-sided infinite α-stable moving average (MA), conditional moments up...

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Moving average options: Machine learning and Gauss-Hermite quadrature for a double non-Markovian problem.

Publication Type: Academic Journal

Source(s): European Journal of Operational Research. Dec2022, Vol. 303 Issue 2, p958-974. 17p.

Abstract: • New method for pricing moving average options by combining Gaussian Process Regression and Gauss-Hermite quadrature. • Ability to take into account standard commodities stochastic models (Clewlow-Strickland model). • Ability to take into account non-...

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A double moving average control chart: Discussion.

Publication Type: Academic Journal

Source(s): Communications in Statistics: Simulation & Computation. 2022, Vol. 51 Issue 10, p6043-6057. 15p.

Abstract: A double moving average (DMA) control chart has been proposed in the literature for monitoring the process mean. Several studies have also been done based on this scheme. Unfortunately, the variance of DMA statistic that has been used in these studies ...

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Desensitized control charts with operational importance for autocorrelated processes.

Publication Type: Academic Journal

Source(s): Quality Technology & Quantitative Management. Nov2022, Vol. 19 Issue 6, p665-691. 27p.

Abstract: Organizations that achieved higher capabilities to meet expectations by successfully implementing quality improvement plans can make adjustments to process monitoring without any losses for customers. This approach may reduce costs due to desensitizati...

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Modelling of the Weighted Average Funding Cost of the CBRT: LNV-ARMA Approach.

Publication Type: Academic Journal

Source(s): Sosyoekonomi. Oct2022, Vol. 30 Issue 54, p243-256. 14p.

Authors:

Abstract: Bu çalışmada, 2011:01-2020:12 dönemine ait Türkiye Cumhuriyet Merkez Bankası Ağırlıklı Ortalama Fonlama Maliyeti (Faiz Oranı) aylık zaman serisi modellenmiştir. Bu çerçevede, iki ayrı grupta doğrusal ve doğrusal olmayan temelli çeşitli otoregresif (büt...

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Robust multivariate exponential weighted moving average model with modified one-step M-Estimator.

Publication Type: Conference

Source(s): AIP Conference Proceedings. 2022, Vol. 2566 Issue 1, p1-5. 5p.

Abstract: Outlier is an observation in a data set that has a different pattern from other observations in the data set that appears in the form of extreme values in time series or panel data. Outliers can be caused by data input errors, sampling errors, or facts...

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Analysis and prediction of closing price of commodity index using auto regressive integrated moving averages (ARIMA) model.

Publication Type: Conference

Source(s): AIP Conference Proceedings. 11/8/2022, Vol. 2481 Issue 1, p1-10. 10p.

Abstract: In most of the developed nations, there are markets where shares, securities or commodities are traded on daily basis, which generally reflects the growth of any country and the health of the company stocks which are traded.Stock market investment is c...

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Applying the autoregressive model and the integrative moving average ARIMA in predicting the levels of infection with COVID-19 in Babil province/Iraq.

Publication Type: Conference

Source(s): AIP Conference Proceedings. 10/25/2022, Vol. 2398 Issue 1, p1-17. 17p.

Abstract: One of the important statistical methods used in the analysis of time series, as the study of a particular phenomenon depends on time periods by identifying its pattern and its stable state with the possibility of predicting future values for future pe...

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One-sided Adaptive Truncated Exponentially Weighted Moving Average X¯ Schemes for Detecting Process Mean Shifts.

Publication Type: Academic Journal

Source(s): Quality Technology & Quantitative Management. Sep2022, Vol. 19 Issue 5, p533-561. 29p.

Abstract: One-sided type schemes are known to be more appropriate for monitoring a process when the direction of a potential mean shift can be anticipated. The one-sided adaptive truncated exponentially weighted moving average (ATEWMA) X ˉ scheme recommended in ...

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