Evaluations of some Exponentially Weighted Moving Average methods
From MaRDI portal
Publication:3591885
DOI10.1080/0266476032000107141zbMath1117.62505OpenAlexW1983471807MaRDI QIDQ3591885
Publication date: 11 September 2007
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2077/24442
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics (62P99)
Related Items (15)
The Impact of Intensity in Surveillance of Cyclical Processes ⋮ Properties and Use of the Shewhart Method and Its Followers ⋮ Statistical Surveillance. Optimality and Methods ⋮ Evaluation of multivariate surveillance ⋮ Performance comparison of some likelihood ratio-based statistical surveillance methods ⋮ Sequential monitoring of minimum variance portfolio ⋮ Likelihood-Based EWMA Charts for Monitoring Poisson Count Data With Time-Varying Sample Sizes ⋮ Design of acceptance sampling plan using a modified EWMA statistic ⋮ Feedback quality adjustment with Bayesian state‐space models ⋮ Some statistical aspects of methods for detection of turning points in business cycles ⋮ Modeling influenza incidence for the purpose of on-line monitoring ⋮ Author's Response ⋮ Optimality of the 2-CUSUM drift equalizer rules for detecting two-sided alternatives in the Brownian motion model ⋮ Optimal Sequential Surveillance for Finance, Public Health, and Other Areas ⋮ Optimal Surveillance Based on Exponentially Weighted Moving Averages
Cites Work
- Comparison of EWMA, CUSUM and Shiryayev-Roberts procedures for detecting a shift in the mean
- Optimal detection of a change in distribution
- Optimal stopping times for detecting changes in distributions
- Joint Monitoring of Process Mean and Variance Using Exponentially Weighted Moving Average Control Charts
- Monitoring cyclical processes. A non-parametric approach
- A Simple Method for Studying Run-Length Distributions of Exponentially Weighted Moving Average Charts
- Some Omnibus Exponentially Weighted Moving Average Statistical Process Monitoring Schemes
- Evaluatiok of optimum weights and average run lenghts in ewma control schemes
- Two stochastic properties of one‐sided exponentially weighted moving average control charts∗
- A statistical signalling model for use in surveillance of adverse drug reaction data
- A Markov Chain Model for the Multivariate Exponentially Weighted Moving Averages Control Chart
- Monitoring the mean and the variance of a stationary process
- On the performance of combinedEWMAschemes forμandσ: a markovian approach
- Evaluations of likelihood ratio methods for surveillance.
- Statistical Surveillance. Optimality and Methods
- An optimal design of ewma control charts based on median run length
- Optimal designs of one-sided ewma charts for monitoring a process variance
- Procedures for Reacting to a Change in Distribution
This page was built for publication: Evaluations of some Exponentially Weighted Moving Average methods
