In this paper we propose the explicit formulas of Average Run Length (ARL) of Exponentially Weighted Moving Average (EWMA) control chart for Autoregressive Integrated Moving Average: ARIMA (p,d,q) (P, D, Q)L process with exponential white noise. To check the accuracy, the ARL results were compared with numerical integral equations based on the Gauss-Legendre rule. There was an excellent agreeme...

Tracking information about fertilizers consumption in the world is very important since they are used to produce agriculture commodities. Brazil consumes a large amount of fertilizers due to its large-scale agriculture fields. Most of these fertilizers are currently imported. The analysis of consumption of major fertilizers, such as Nitrogen-Phosphorus-Potassium (NPK), Sulfur, Phosphate Rock, P...

Time series forecasting is an active research area that has drawn considerable attention for applications in a variety of areas. Moving Average is one of widely known technical indicator used to predict the future data in time series analysis. During its' development, many variation and implementation have been made by researchers. One of its' widely used variation is Weighted Moving Average th...

In this paper, we propose a new entropy-optimized bivariate empirical mode decomposition (BEMD)-based model for estimating portfolio value at risk (PVaR). It reveals and analyzes different components of the price fluctuation. These components are decomposed and distinguished by their different behavioral patterns and fluctuation range, by the BEMD model. The entropy theory has been introduced f...

Modern conflict-driven clause-learning SAT solvers routinely solve large real-world instances with millions of clauses and variables in them. Their success crucially depends on effective branching heuristics. In this paper, we propose a new branching heuristic inspired by the exponential recency weighted average algorithm used to solve the bandit problem. The branching heuristic, we call CHB, l...

Abstract Zaman et al. 1 proposed an adaptive exponential weighted moving average (AEWMA) control chart (CC) by integrating Hampel function features into the traditional EWMA CC structure. The purpose of this study is to find and fix inaccuracies in AEWMA . We reproduce results after rectifying errors applying Monte Carlo simulation. corrected version indicates better performance as compared run...

At present, due to the rapid development of domestic economy, environmental pollution problems are becoming increasingly serious, especially such as PM2.5 and PM10 caused by industrial emissions waste gas most urgent. The general linear profile model multivariate exponential weighted moving average control chart (MEWMA) is designed perform monitoring evaluating air quality index (AQI) in Tianji...