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...

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...

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...

In the previous two Chapters, we proposed fraction nonconforming nonparametric control charts to monitor process location and process variability. It is also shown that performance of proposed control charts are superior to that of the Shewhart X and sign charts. If process is running in an in-control state for a long period, it will reach in steady-state mode. In order to characterize long-ter...

In many engineering applications, we have to combine probabilistic, interval, and fuzzy uncertainty. For example, in environmental analysis, we observe a pollution level x(t) in a lake at different moments of time t, and we would like to estimate standard statistical characteristics such as mean, variance, autocorrelation, correlation with other measurements. In environmental measurements, we o...

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...