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...

Statistical process control (SPC) is an approach to evaluate processes whether they are in statistical control or not. For this aim, control charts are generally used. Since sample data may include uncertainties coming from measurement systems and environmental conditions, fuzzy numbers and/or linguistic variables can be used to capture these uncertainties. In this paper, one of the most popula...

Real-time wireless link reliability estimation is a fundamental building block for self-organization of multihop sensor networks. Observed connectivity at low-power is more chaotic and unpredictable than in wireless LANs, and available resources are severely constrained. We seek estimators that react quickly to large changes, yet are stable, have a small memory footprint and are simple to compu...

Many intrusions which attempt to compromise the security of computer and network systems manifest themselves in changes in the intensity of events. Because of the ability of exponentially weighted moving average (EWMA) statistics to monitor the rate of occurrences of events based on their intensity, this technique is appropriate for implementation in control limits based algorithms. The researc...

Charts for Autocorrelated Processes Hyun Cheol Lee Samsung Electronics, Semiconductor Business Quality Assurance Dept. Banwol-Dong, Hwasung-City Gyeonggi-Do, Korea 445-701 Phone: 82-31-208-4717 Fax: 82-31-208-6699 Email: [email protected] Daniel W. Apley (Corresponding Author) Department of Industrial Engineering and Management Sciences Northwestern University Evanston, IL 60208-3119 Phone: 8...

One of the most promising active queue management schemes being proposed for deployment in the Internet is RED. However, research results on RED performance are highly mixed, especially in the field of tuning its parameters. In this paper, we revisit some features in RED and study them in greater details. We point out that RED in general does not possess proportional loss between flows as claim...

The general linear model (GLM) approach has arguably become the dominant way to analyze functional magnetic resonance imaging (fMRI) data. It tests whether activity in a brain region is systematically related to some known input function. However, the GLM becomes impractical when the precise timing and duration of psychological events cannot be specified a priori. In this work, we introduce a n...

Structural change is a major source of forecast failure. Immediately after a break, forecasting problems are particularly severe due to a lack of information about the new data generation process. Techniques exist for monitoring for structural change in real time, but the optimal post-break strategy is unexplored. We consider two approaches. First, monitoring for change and then combining forec...

Control charts are used to detect assignable causes in different manufacturing and nonmanufacturing processes. This study presents a new maximum exponentially weighted moving average (Max-EWMA) chart for joint unit interval time magnitude monitoring. To this end, beta distribution is considered whereas simplex magnitude. Average run length (ARL), standard deviation of (SDRL), quantiles evaluate...

Control charts are themost extensively used technique to detect the presence of special cause variations in processes. They can be classified intomemory andmemoryless control charts. Cumulative sum and exponentially weightedmoving average control charts are memory-type control charts as their control structures are developed in such a way that the past information is not ignored as it is done i...