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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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Mathematical justification of a heuristic for statistical correlation of real-life time series
Agafonov, Evgeny; Bargiela, Andrzej; Burke, Edmund K.; … - In: European journal of operational research : EJOR 198 (2009) 1, pp. 275-286
Persistent link: https://www.econbiz.de/10003853602
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A heuristic method for parameter selection in LS-SVM : application to time series prediction
Rubio, Ginés; Pomares, Héctor; Rojas, Ignacio; … - In: International journal of forecasting 27 (2011) 3, pp. 725-739
Persistent link: https://www.econbiz.de/10009248188
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A comparison between nature-inspired and machine learning approaches to detecting trend reversals in financial time series
Azzini, Antonia; Felice, Matteo De; Tettamanzi, Andrea G. B. - In: Natural computing in computational finance : volume 4, (pp. 39-59). 2011
Persistent link: https://www.econbiz.de/10009423552
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Genetic learning as an explanation of stylized facts of foreign exchange markets
Lux, Thomas; Schornstein, Sascha - 2002
This paper revisits the Kareken-Wallace model of exchange rate formation in a two-country overlapping generations world. Following the seminal paper by Arifovic (Journal of Political Economy, 104, 1996, 510-541) we investigate a dynamic version of the model in which agents' decision rules are...
Persistent link: https://www.econbiz.de/10011431839