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Inventory control with seasonality of lead times
Riezebos, Jan; Zhu, Stuart X. - In: Omega : the international journal of management science 92 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012158215
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Control charts in the presence of data correlation
Wardell, Don G. - In: Management science : journal of the Institute for … 38 (1992) 8, pp. 1084-1105
Persistent link: https://www.econbiz.de/10001128218
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Seasonal exponential smoothing with damped trends : an application for production planning
Miller, Tan C. - In: International journal of forecasting 9 (1993) 4, pp. 509-515
Persistent link: https://www.econbiz.de/10001159377
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Investigating the use of statistical process control charts for index tracking portfolios
Sant'Anna, Leonardo Riegel; Filomena, Tiago Pascoal; … - In: Journal of the Operational Research Society 70 (2019) 10, pp. 1622-1638
Persistent link: https://www.econbiz.de/10012214352
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An integrated model of statistical process control and maintenance planning for a two-stage dependent process under general deterioration
Rasay, Hasan; Fallahnezhad, Mohammad Saber; … - In: European journal of industrial engineering : EJIE 13 (2019) 2, pp. 149-177
Persistent link: https://www.econbiz.de/10012049440
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Univariate and multivariate control charts for monitoring dynamic-behavior processes: a case study
Haridy, Salah; Wu, Zhang - In: Journal of industrial engineering and management : JIEM 2 (2009) 3, pp. 464-498
The majority of classic SPC methodologies assume a steady-state (i.e., static) process behavior (i.e., the process mean and variance are constant) without the influence of the dynamic behavior (i.e., an intended or unintended shift in the process mean or variance). Traditional SPC has been...
Persistent link: https://www.econbiz.de/10011899045
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Neural, novel & hybrid algorithms for time series prediction
Masters, Timothy - 1995
Persistent link: https://www.econbiz.de/10000551141
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Clustering techniques applied to outlier detection of financial market series using a moving window filtering algorithm
Puigvert Gutiérrez, Josep Maria; Gregori, Josep Fortiana - 2008
In this study we combine clustering techniques with a moving window algorithm in order to filter financial market data … outliers. We apply the algorithm to a set of financial market data which consists of 25 series selected from a larger dataset … of a cluster that represents a different segment of the market. We set up a framework of possible algorithm parameter …
Persistent link: https://www.econbiz.de/10003794031
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Forecasting with universal approximators and a learning algorithm
Bredahl Kock, Anders - 2009
Persistent link: https://www.econbiz.de/10003849546