Conditional covariance matrix forecast using the hybrid exponentially weighted moving average approach

Journal of Forecasting ◽

10.1002/for.2776 ◽

2021 ◽

Author(s):

Wei Kuang

Keyword(s):

Covariance Matrix ◽

Moving Average ◽

Conditional Covariance ◽

Exponentially Weighted Moving Average ◽

Weighted Moving Average ◽

Exponentially Weighted

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Recursive estimation of the exponentially weighted moving average model

The Journal of Risk ◽

10.21314/jor.2019.413 ◽

2019 ◽

Author(s):

Radek Hendrych ◽

Tomas Cipra

Keyword(s):

Moving Average ◽

Recursive Estimation ◽

Exponentially Weighted Moving Average ◽

Average Model ◽

Moving Average Model ◽

Weighted Moving Average ◽

Exponentially Weighted

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Exponentially Weighted Moving Average (EWMA) with Irregular Updating Periods

Journal of the Operational Research Society ◽

10.1038/sj/jors/0440708 ◽

1993 ◽

Vol 44 (7) ◽

pp. 711-716 ◽

Cited By ~ 2

Author(s):

F R Johnston

Keyword(s):

Moving Average ◽

Exponentially Weighted Moving Average ◽

Weighted Moving Average ◽

Exponentially Weighted

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Quality Control of Labelstock Using Fuzzy Exponentially Weighted Moving Average (FEWMA) Control

Journal of Physics Conference Series ◽

10.1088/1742-6596/1863/1/012038 ◽

2021 ◽

Vol 1863 (1) ◽

pp. 012038

Author(s):

R M Pratiwi ◽

Wibawati ◽

M Ahsan ◽

Mashuri ◽

H Khusna

Keyword(s):

Quality Control ◽

Moving Average ◽

Exponentially Weighted Moving Average ◽

Weighted Moving Average ◽

Exponentially Weighted

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An integral equation for the in-control average run length of a multivariate exponentially weighted moving average control chart

Journal of Statistical Computation and Simulation ◽

10.1080/00949659508811685 ◽

1995 ◽

Vol 52 (4) ◽

pp. 351-365 ◽

Cited By ~ 42

Author(s):

Steven E. Rigdon

Keyword(s):

Integral Equation ◽

Control Chart ◽

Average Run Length ◽

Moving Average ◽

Exponentially Weighted Moving Average ◽

Run Length ◽

Average Control ◽

Weighted Moving Average ◽

Exponentially Weighted

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An exponentially weighted moving average chart based on likelihood-ratio test for monitoring Weibull mean and variance with subgroups

Quality and Reliability Engineering International ◽

10.1002/qre.2198 ◽

2017 ◽

Vol 33 (8) ◽

pp. 2409-2421 ◽

Cited By ~ 1

Author(s):

Fu-Kwun Wang ◽

Xiao-Bin Cheng

Keyword(s):

Likelihood Ratio ◽

Likelihood Ratio Test ◽

Moving Average ◽

Ratio Test ◽

Exponentially Weighted Moving Average ◽

Mean And Variance ◽

Weighted Moving Average ◽

Exponentially Weighted

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The generalized linear model‐based exponentially weighted moving average and cumulative sum charts for the monitoring of high‐quality processes

Applied Stochastic Models in Business and Industry ◽

10.1002/asmb.2612 ◽

2021 ◽

Author(s):

Tahir Mahmood ◽

Narayanaswamy Balakrishnan ◽

Min Xie

Keyword(s):

Linear Model ◽

Generalized Linear Model ◽

Moving Average ◽

Exponentially Weighted Moving Average ◽

Cumulative Sum ◽

High Quality ◽

Model Based ◽

Cumulative Sum Charts ◽

Weighted Moving Average ◽

Exponentially Weighted

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Liquid crystal display surface uniformity defect inspection using analysis of variance and exponentially weighted moving average techniques

International Journal of Production Research ◽

10.1080/00207540412331285832 ◽

2005 ◽

Vol 43 (1) ◽

pp. 67-80 ◽

Cited By ~ 63

Author(s):

B. C. Jiang * ◽

C.-C. Wang ◽

H.-C. Liu

Keyword(s):

Liquid Crystal ◽

Analysis Of Variance ◽

Liquid Crystal Display ◽

Moving Average ◽

Defect Inspection ◽

Exponentially Weighted Moving Average ◽

Display Surface ◽

Weighted Moving Average ◽

Exponentially Weighted

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A note on detecting outliers in short autocorrelated data using joint estimation and exponentially weighted moving average

Omega ◽

10.1016/s0305-0483(03)00046-x ◽

2003 ◽

Vol 31 (4) ◽

pp. 319-326 ◽

Cited By ~ 2

Author(s):

C.M. Wright ◽

M.Y. Hu

Keyword(s):

Moving Average ◽

Joint Estimation ◽

Exponentially Weighted Moving Average ◽

Autocorrelated Data ◽

Weighted Moving Average ◽

Exponentially Weighted

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A multivariate triple exponentially weighted moving average control chart

Quality and Reliability Engineering International ◽

10.1002/qre.3038 ◽

2021 ◽

Author(s):

Jean‐Claude Malela‐Majika ◽

Kashinath Chatterjee ◽

Christos Koukouvinos

Keyword(s):

Control Chart ◽

Moving Average ◽

Exponentially Weighted Moving Average ◽

Average Control ◽

Weighted Moving Average ◽

Exponentially Weighted

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Determination of a new sampling system based on exponentially weighted moving average

Sequential Analysis ◽

10.1080/07474946.2018.1466522 ◽

2018 ◽

Vol 37 (2) ◽

pp. 158-173

Author(s):

S. Balamurali

Keyword(s):

Moving Average ◽

Exponentially Weighted Moving Average ◽

Sampling System ◽

Weighted Moving Average ◽

Exponentially Weighted

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