Search results for "EWMA"
showing 10 items of 11 documents
La croyance dans le fumoir : “The Portrait of Mr. WH”, l’éthique de la croyance de William Kingdon Clifford et l’assentiment selon John Henry Newman
2023
Wilde’s story “The Portrait of Mr. W.H.” blurs literary genres, asserts the importance of the false and plays with reader expectations. It has generated a substantial exege- sis, perhaps lacking in interest in the multi-faceted debates on belief running through the 1870s-1880s. Wilde takes part in that debate through a text of uncertain status and complex editorial history, contrasting Newmanian assent with W.K. Clifford’s ethics of belief (1877), before asserting the supremacy of desire, thus ruining all assent and epistemically justified belief. To the demanding philosophical-religious theories of Clifford and Newman, Wilde responds with an ambiguous, subversive narrative, intended to com…
Retos en la internacionalización y supervivencia de los nuevos emprendimientos manufactureros
2015
El objetivo de este trabajo es analizar la relación entre la orientación internacional y la supervivencia de empresas manufactureras de reciente creación. Para ello se estudió una muestra de 2.975 nuevos emprendimientos constituidos durante el período 2001-2010 en la industria textil-confección de España. Metodológicamente, se han empleado modelos de duración mediante regresiones de Cox, que modelizan el riesgo relativo asociado con una variable en función del tiempo transcurrido hasta que sucede el evento. Los principales resultados evidencian que la internacionalización de los nuevos emprendimientos es una condición necesaria aunque no suficiente para sobrevivir en una industria globaliza…
The genus Sympetrum Newmann, 1833 (Odonata Libellulidae)
2020
The genus Sympetrum Newmann, 1833 (Odonata Libellulidae)
Efficient anomaly detection on sampled data streams with contaminated phase I data
2020
International audience; Control chart algorithms aim to monitor a process over time. This process consists of two phases. Phase I, also called the learning phase, estimates the normal process parameters, then in Phase II, anomalies are detected. However, the learning phase itself can contain contaminated data such as outliers. If left undetected, they can jeopardize the accuracy of the whole chart by affecting the computed parameters, which leads to faulty classifications and defective data analysis results. This problem becomes more severe when the analysis is done on a sample of the data rather than the whole data. To avoid such a situation, Phase I quality must be guaranteed. The purpose…
Estimation of Value-at-Risk on Romanian Stock Exchange Using Volatility Forecasting Models
2013
This paper aims to analyse the market risk (estimated by Value-at-Risk) on the Romanian capital market using modern econometric tools to estimate volatility, such as EWMA, GARCH models. In this respect, I want to identify the most appropriate volatility forecasting model to estimate the Value-at-Risk (VaR) of a portofolio of representative indices (BET, BET-FI and RASDAQ-C). VaR depends on the volatility, time horizon and confidence interval for the continuous returns under analysis. Volatility tends to happen in clusters. The assumption that volatility remains constant at all times can be fatal. It is determined that the most recent data have asserted more influence on future volatility th…
Characterisation and optimal design of a new double sampling <i>c</i> chart
2019
This paper proposes a new double sampling scheme for c control chart (DS-c), which was designed to improve the performance of c chart or to reduce the inspection cost. The mathematical expression required to do an exact evaluation of ARL and ASN is deduced. Further, a bi-objective genetic algorithm is implemented to obtain the optimal design of the DS-c scheme. This optimisation is aimed to simultaneously minimising the error probability type II and the ASN, guaranteeing a desired level for the error probability type I. A performance comparison between the double sampling (DS), fixed parameters (FP), variable simple size (VSS) and exponential weighted moving average (EWMA) schemes for the c…
Antichità classica e personalismo cristiano nel XIX secolo E. A. Freeman (1823-1892) e J. H. Newman (1801-1890): due liberali a confronto
2012
Dynamic Finite Element analysis of fractionally damped structural systems in the time domain
2015
Visco-elastic material models with fractional characteristics have been used for several decades. This paper provides a simple methodology for Finite-Element-based dynamic analysis of structural systems with viscosity characterized by fractional derivatives of the strains. In particular, a re-formulation of the well-known Newmark method taking into account fractional derivatives discretized via the Grunwald–Letnikov summation allows the analysis of structural systems using standard Finite Element technology.
Application of Statistical Process Control to Continuous Processes
2002
Control charts represent an efficient and easy tool to assure the state of statistical quality control in a manufacturing process. These tools are also implemented in continuous processes, where the critical parameters are often monitored by on line sensors measuring data with short time intervals. In this paper a continuous process is monitored by using control charts and its dynamic is modeled through linear time series that allow the effects of the autocorrelation to be eliminated. In this way, the control charts can operate on residuals that result identically and independently distributed. A statistical analysis on EWMA, CUSUM and control charts for individual measurements has been car…