Coherent quality management for big data systems: a dynamic approach for stochastic time consistency

DOI10.1007/S10479-018-2795-1MaRDI QIDQ2283176zbMATH OpenOpenAlexWikidataFDO

Authors Yi-Ting Chen, Edward W. Sun, Yi-Bing Lin

Publication date 30 December 2019

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10479-018-2795-1

zbMATH Keywords

big datadynamic coherent measureoptimal decisionquality managementtime consistency

Mathematics Subject Classification ID

Reliability, availability, maintenance, inspection in operations research (90B25) Management decision making, including multiple objectives (90B50)

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Cites work

• A new wavelet-based denoising algorithm for high-frequency financial data mining
• Coherent multiperiod risk adjusted values and Bellman's principle
• Conditional value-at-risk and average value-at-risk: estimation and asymptotics
• Dynamic coherent risk measures
• Dynamic risk measures: Time consistency and risk measures from BMO martingales
• Improving model performance with the integrated wavelet denoising method
• Order Statistics
• Time consistent dynamic risk processes

Cited in

(3)

• Data analytics for quality management in Industry 4.0 from a MSME perspective
• Reconciling spatiotemporal conjunction with digital twin for sequential travel time prediction and intelligent routing
• Enhancing travel time prediction with deep learning on chronological and retrospective time order information of big traffic data

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