In this paper, one of the most important criterion in public services quality named availability is evaluated by using artificial neural network (ANN). In addition, the availability values are predicted for future periods by using exponential weighted moving average (EWMA) scheme and some time series models (TSM) including autoregressive (AR), moving average (MA) and autoregressive moving avera...

Con el objetivo de analizar posibles relaciones entre las modalidades ratio carga aguda:cronica (tanto por promedios consecutivos, ACWR, como en su ponderacion exponencial dinamica, EWMA), relacion con la lesionabilidad futbol femenino, se realizo un estudio cuasiexperimental sin intervencion ratios obtenidas a partir 212 sesiones entrenamiento y partidos realizados durante una temporada equipo...

This paper proposes new nonparametric hybrid exponentially weighted moving average (HEWMA) control charts based on simple random sampling (SRS) and ranked set (RSS) techniques using the Wilcoxon rank-sum W statistic. The in-control robustness out-of-co...

In this paper, we develop a process control approach to detect linear trends in the process mean. A statistic based on the deviation between the target mean and the expected mean of the process is used in the development of the new approach. The statistic is shown to have a Chi-square distribution. The approach is described and its performance is compared with Cumulative Sum (CUSUM), Exponentia...

We analyze the predictive performance of various volatility models for stock returns. To compare their performance, we choose loss functions for which volatility estimation is of paramount importance. We deal with two economic loss functions (an option pricing function and an utility function) and two statistical loss functions (a goodness-of-fit measure for a Value-at-Risk (VaR) calculation an...

This paper presents the estimation methods of packet inter-arrival times. The approach is based on neural network models for predicting the packet inter-arrival times by learning patterns and characteristics of observed traffics. The proposed methods are compared with the familiar exponentially weighted moving average (EWMA) estimator. Evaluation results demonstrate the effectiveness of the pro...

Abstract The Moving Average method is the most common filter in Digital Signal Processing, optimal for reducing unstable value fluctuations due to interference by maintaining accurate readings. Therefore it often used signal coding context of time (Smith, 1999). kind moving average Exponentially Weighted (EWMA) which applied a sequence random variables, calculating weighted applying weight that...

In this article, we develop one- and two-component Markov regime-switching conditional volatility models based on the intraday range evaluate their performance in forecasting daily of S&P 500 Index. We compare with that several well-established return- range-based models, namely EWMA, GARCH, FIGARCH GARCH model, hybrid EWMA CARR model. in-sample goodness fit out-of-sample forecast using a compr...