ewma

The Six Sigma Black Belt should be able to correctly apply EWMA charts to a process with serial correlation in the data .

西格玛黑带应能正确的将指数加权移动平均图应用到一个在数据上连续相关的过程。

This paper selects indicators of volume and price changes , and introduces four methods to measure of volatility : historical volatility , EWMA , ARCH and SV .

本文选取了成交量与价格变化结合的指标。对波动性的衡量主要介绍了四个方法：历史波动性、指数加权移动平均模型、自回归条件异方差模型和随机波动模型。

EWMA Control Chart and Its Performance Analysis in Part Group Manufacturing

面向零件成组加工的EWMA控制图及其性能分析

A New Method of DoS Attack Detection Based on EWMA Technology

基于EWMA技术检测DoS攻击的新方法

The Forecast Model of Total Cash Flow of Company Based on EWMA - VaR Method

基于EWMA-VaR的企业整体现金流量预测模型

If based on the VaR loss function by reality check , the EWMA is better .

如果基于VAR损失函数的真实性检验评估，EWMA模型较优。

An EWMA Mean Control Chart With Variable Sampling Intervals under Non-normality

可变抽样区间的非正态EWMA均值控制图

We also use average product length as a tool of monitoring efficiency assessment to build optimal design model of EWMA charts .

本文同样利用APL作为性能度量的工具，构造优化的EWMA图设计模型。

Diagnosing Signals from Multivariate EWMA Control Chart

多元EWMA图失控信号的诊断

EWMA control chart in AMT environment

面向AMT生产环境的EWMA质量控制图

Running Chart and EWMA Chart are combined to realize the prediction of original procedure quality and virtual procedure quality statistical control .

应用运行图和EWMA图实现了对虚拟工序质量的统计控制及对原型工序的质量预测。

The EWMA was a good alternative to other charts for detecting inaccuracy , especially in small shifts .

结果表明，EWMA控制图在检验不准确度，尤其在微小偏移上的优势值得推广。

R chart and EWMA chart .

图、R图与EWMA图联合控制的方案。

The characteristics of this model are as follows : First , using the GARCH model to determine the key parameter and attenuation factor of EWMA model .

本模型的特点一是GARCH模型对EWMA模型中的关键参数&衰减因子进行测定，解决以往使用EWMA模型时没有一个科学的确定衰减因子的方法。

Future price model is introduced based on the model of EWMA and GARCH , which offers a new computing method for the determination of the future markets .

在EWMA和GARCH模型思想的基础上，提出基于GARCH-EWMA的期货价格预测模型，为期货市场合约价格的预测提供新的预测方法。

Comparing with other methods , we can illustration that this kind EWMA residuals chart has better efficiency for auto-correlated processes .

通过与其它几种过程监控方法的比较，说明这种EWMA残差图在监控自相关过程时具有良好的性能。

Using EWMA to forecast the portfolio 's dynamic transferred variance-covariance matrix , we can get more reasonable and precise dynamic transferred coefficient matrix .

采用EWMA模型预测动态变化的方差-协方差矩阵，从实证的角度得到更精准的动态迁移相关系数矩阵。

According to the existing criterion , combine with actual situation of environmental parameters of coastal water , design appropriate control mode criterion for EWMA control chart . 4 .

根据目前已有的判别准则，结合近海水体环境的实际情况设计相应的EWMA控制图失控模式判别准则。

We use CUSUM , EWMA , CCC control charts to improve such status . These control charts are all good at detecting high-quality processes .

我们对此进行了改进，引入对监控高质量流程具有良好效果的CUSUM控制图、EWMA控制图和CCC控制图。

Statistical performance analysis and parameter optimization are discussed for the three most frequently used control charts ( i.e. , Shewhart , CUSUM and EWMA ) .

然后，讨论了Shewhart控制图、累积和（CUSUM）控制图、指数加权移动平均（EWMA）控制图这3种最常用的变点检测方法，研究其统计性能分析方法及参数优化方法。

We focus mainly on a promising approach of forecasting VaR , namely exponentially weighted moving average ( EWMA ) model and its latest new developments .

本文还着重介绍了VaR预测基于参数方法的指数加权滑动平均（EWMA）模型及其最新的发展。

Experiments show that wavelet filtering can enhance the small fault detection capacity and detect more timely compared with exponentially weighted moving average ( EWMA ) filter .

实验表明，小波滤波法能提高小故障的检测能力，而且与指数权重滑动平均滤波法相比更具有故障检测的及时性。

This paper utilized the multivariate time series process of ARMA model and the accumulative memory in the ( process ) variation of EWMA Control Chart to predict business failure .

利用ARMA模型的时间序列分析和EWMA控制图对过程变异的加权累加记忆特征，以图示化的形式研究企业失败演化路径。

A stochastic model of the random early detection ( RED ) queue length and its exponentially weighted moving average ( EWMA ) value is developed based on stochastic analysis .

运用随机分析的方法建立了一个关于RED（randomearlydetection）队列长度及其指数加权滑动平均值（exponentiallyweightedmovingaverage，EWMA）的随机模型。

EWMA Chart Based on Weighted-Loss-Function

基于加权损失函数下的EWMA控制图

Combining the advantage of x chart with the EWMA chart , several kinds of control chart for process are designed in a completely new design method , which is composed of chart ?

文中对过程质量控制中所用的控制图采用了一种全新的设计方法，即将（？）图和EWMA图各自优点融合起来，设计了（？）

Researching on the means , variance and distributing function of mixture distribution , the formula for the ARL of EWMA in the mixture distribution sample space S is given .

在研究混合分布的均值、方差和密度函数的基础上，推导了基于混合分布样本空间S的EWMA控制图平均运行链长（ARL）公式；

Especially , when we consider conditional heteroscedasticity during the hedging simulation , we use the method of EWMA which represent the volatility smile and is often used in calculating the VAR.

特别是，在利用该期权合约对上证指数基金模拟套期保值时考虑到异方差性，本文将利用指数滑动平均模型来度量市场波动率，体现了波动率微笑效应，模拟结果达到了良好的效果。

The mechanism applies an exponentially weighted moving average ( EWMA ) method to detect the abrupt net flow and applies a symmetry analysis method to detect the anomaly activity of the network flow .

这个机制应用EWMA方法检测网络流的突变，并运用对称性分析方法检测网络流的异常活动。

Standard EWMA typically supposes financial series subjects to normal , but a large number of literature shows that financial series is not normal , but biased , the thin-peak and the fat-tail .

标准EWMA方法一般假设金融序列服从正态分布，但是大量的研究表明金融序列不是正态的，而是有偏的、尖峰厚尾的。