Control charts based on generalized likelihood ratio test (GLRT) are attractive from both theoretical and practical points of view.Most of the existingworks in the literature focusing on the detection of the process mean and variance are almost based on the assumption that the shifts remain constant over time. The case of the patterned mean and variance changes may not be well discussed. In thi...

Congestion control provides a challenge in the design of Asynchronous Transfer Mode (ATM) networks. Several algorithms have been proposed in the literature for alleviating or reducing congestion. In this paper the Jumping Window (JW), Triggered Jumping Window (TJW) and the Exponentially Weighted Moving Average (EWMA) window algorithms are analyzed, based on a closed-loop predictive feedback mec...

This survey paper shows different mechanisms for controlling congestion in ATM network and some suggested solution for the existing mechanism to be modified using fuzzy logic. Different mechanisms are Jump Window (JW), Exponentially Weighted Moving Average (EWMA), and traditional Leaky Bucket (LB) and Fuzzy Leaky Bucket Algorithm. The Fuzzy Leaky Bucket (FLB) modifies the token rate according t...

In this paper, the Shiryaev-Roberts (SR) procedure is examined and compared with the change point CUSUM (CPC) procedure for monitoring the dispersion of a normal process. It will be shown that the SR chart performs better than the CPC chart for the pre-specified dispersion shift. In practice, when the magnitude of a future dispersion shift is unknown, it is always desired to design a control ch...

A traditional approach to monitor both the location and the scale parameters of a quality characteristic is to use two separate control charts. These schemes have some difficulties in concurrent tracking and interpretation. To overcome these difficulties, some researchers have proposed schemes consisting only one chart. However, none of these schemes is designed to work with individual observat...

The study examines the ability of three volatility-forecasting models to estimate the term structure of implied volatilities. The tests are performed on equity Warrants listed on the JSE with the three measures being the Generalized Autoregressive Conditional Heteroscedicity (GARCH), the exponential GARCH (EGARCH) and the Exponentially Weighted Moving Average (EWMA). The Black-Scholes implied v...

Despite the growing abundance of bandwidth, a key problem of ISPs today is to package their bandwidth resources into high-value end-to-end services (SLAs). We propose a dynamic provisioning building block which can be a part of future edge-based services architecture supporting shortterm point-to-anywhere assured bandwidth contracts. Specifically, we develop a dynamic bandwidth allocation techn...

The presence of asymmetric data in production processes or service operations has prompted the development new monitoring schemes. In this article, an adapted version exponentially weighted moving averages (EWMA) control chart with dynamic limits is proposed to monitor mean samples from skew-normal distribution. detection ability online was investigated by simulating average run length (ARL) pe...

OBJECTIVE To determine whether sales of electrolyte products contain a signal of outbreaks of respiratory and diarrheal disease in children and, if so, how much earlier a signal relative to hospital diagnoses. DESIGN Retrospective analysis was conducted of sales of electrolyte products and hospital diagnoses for six urban regions in three states for the period 1998 through 2001. MEASUREMENT...

Vibration condition monitoring is a non-devastating technique that can be performed to detect tooth cracks propagating in gear systems. This paper proposes apply new methodology using time-domain analysis, frequency-domain and statistical process control charts (SPCC) for crack detection of 10 DOF dynamic model spiral bevel system (SBGS). The mesh stiffness effect used the has been studied anal...