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Search Articles for "EWMA"

Fuzzy Congestion Control and Policing in ATM Networks

Author(s): Ming-Chang Huang | Seyed Hossein Hosseini | K. Vairavan | Hui Lan
Evaluation of Foreign Exchange Risk Capital Requirement Models

Author(s): Claudio H. da S. Barbedo | Gustavo S. Araújo | João Maurício S. Moreira | Ricardo S. Maia Clemente
Modeling and Forecasting the Volatility of Brazilian Asset Returns: a Realized Variance Approach

Author(s): Marcelo C. Carvalho | Marco Aurélio S. Freire | Marcelo Cunha Medeiros | Leonardo R. Souza
A comparison of control charts for the average of autocorrelated processes

Author(s): Sueli A. Mingoti | Fabiane R. S. Yassukawa
An Enhancement for the Multivariate EWMA Chart

Author(s): Michael B.C. Khoo | S.J. Gun
EWMA Control Chart and CUSUM Control Chart: A Comparison of Performance Using ARL

Author(s): Norizan Mohamed | Muhamad Safiih Lola | Wan Muhamad Amir | Teoh Kooi Siam
Detecting the start of an influenza outbreak using exponentially weighted moving average charts

Author(s): Steiner Stefan | Grant Kristina | Coory Michael | Kelly Heath
Improving EWMA Plans for Detecting Unusual Increases in Poisson Counts

Author(s): R. S. Sparks | T. Keighley | D. Muscatello
Modelos paramétricos y no paramétricos, para la previsión de la volatilidad. Su aplicación al cálculo del valor en riesgo

Author(s): Josefina Martínez Barbeito | Carlos Bouza Herrera | Sira Allende Alonso | Daniel Chen
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