• Title/Summary/Keyword: weighted moving average

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The Exponentially Weighted Moving Average Control Charts

  • Jeon, Jae-Kyeong;Goo, Bon-chul;Song, Suh-ill
    • Journal of Korean Society for Quality Management
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    • v.19 no.2
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    • pp.172-180
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    • 1991
  • The null hypothesis being tested by $the{\bar{X}}$ control chart is that the process is in control at a quality level ${\mu}o$. An ${\bar{X}}control$ chart is a tool for detecting process average changes due to assingnable causes. The major weakness of $the{\bar{X}}$ control chart is that it is relatively insensitive to small changes in the population mean. This paper presents one way to remedy this weakness is to allow each plotted value to depend not only on the most recent subgroup average but on some of the other subgroup averages as well. Two approaches for doing this are based on (1) moving averages and (2) exponentially weighted moving averages of forecasting method.

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Robust Speech Recognition Using Weighted Auto-Regressive Moving Average Filter (가중 ARMA 필터를 이용한 강인한 음성인식)

  • Ban, Sung-Min;Kim, Hyung-Soon
    • Phonetics and Speech Sciences
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    • v.2 no.4
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    • pp.145-151
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    • 2010
  • In this paper, a robust feature compensation method is proposed for improving the performance of speech recognition. The proposed method is incorporated into the auto-regressive moving average (ARMA) based feature compensation. We employ variable weights for the ARMA filter according to the degree of speech activity, and pass the normalized cepstral sequence through the weighted ARMA filter. Additionally when normalizing the cepstral sequences in training, the cepstral means and variances are estimated from total training utterances. Experimental results show the proposed method significantly improves the speech recognition performance in the noisy and reverberant environments.

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The Study for Comparative Analysis of Software Failure Time Using EWMA Control Chart (지수 가중 이동 평균 관리도를 이용한 소프트웨어 고장 시간 비교분석에 관한 연구)

  • Kim, Hee-Cheul;Shin, Hyun-Cheul
    • Convergence Security Journal
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    • v.8 no.3
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    • pp.33-39
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    • 2008
  • Software failure time presented in the literature exhibit either constant, monotonic increasing or monotonic decreasing. For data analysis of software reliability model, data scale tools of trend analysis are developed. The methods of trend analysis are arithmetic mean test and Laplace trend test. Trend analysis only offer information of outline content. In this paper, we discuss exponentially weighted moving average chart, in measuring failure time. In control, exponentially weighted moving average chart's uses are efficiency case of analysis with knowing information, Using real software failure time, we are proposed to use exponentially weighted moving average chart and comparative analysis of software failure time.

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Projections of the high-school graduate in Daegu·Gyoungbook (대구·경북지역의 고등학교 3학년 학생수 추계)

  • Kim, Jongtae
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.4
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    • pp.907-914
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    • 2015
  • Reduction in the number of students due to the low birth rate has notice very many changes in the national education policies. The purpose of this study is to propose a method for estimation of the number of students (the population) by age or grade promotion rate of progression rate to estimate the exact number of students (the population) by 2032. It was suggested the nth moving average proportional method and the weighted proportional moving average method as the method of population projections. It presents the means and standard deviations of the measurement errors of the suggested methods by Monte Carlo simulation. Measured in this study are predicted result was a phenomenon is estimated lower than the actual value.

Distributed Fusion Moving Average Prediction for Linear Stochastic Systems

  • Song, Il Young;Song, Jin Mo;Jeong, Woong Ji;Gong, Myoung Sool
    • Journal of Sensor Science and Technology
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    • v.28 no.2
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    • pp.88-93
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    • 2019
  • This paper is concerned with distributed fusion moving average prediction for continuous-time linear stochastic systems with multiple sensors. A distributed fusion with the weighted sum structure is applied to the optimal local moving average predictors. The distributed fusion prediction algorithm represents the optimal linear fusion by weighting matrices under the minimum mean square criterion. The derivation of equations for error cross-covariances between the local predictors is the key of this paper. Example demonstrates effectiveness of the distributed fusion moving average predictor.

Multivariate EWMA control charts for monitoring the variance-covariance matrix

  • Jeong, Jeong-Im;Cho, Gyo-Young
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.4
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    • pp.807-814
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    • 2012
  • We know that the exponentially weighted moving average (EWMA) control charts are sensitive to detecting relatively small shifts. Multivariate EWMA control charts are considered for monitoring of variance-covariance matrix when the distribution of process variables is multivariate normal. The performances of the proposed EWMA control charts are evaluated in term of average run length (ARL). The performance is investigated in three types of shifts in the variance-covariance matrix, that is, the variances, covariances, and variances and covariances are changed respectively. Numerical results show that all multivariate EWMA control charts considered in this paper are effective in detecting several kinds of shifts in the variance-covariance matrix.

Enhancement of noisy image sequence using order statistic-adaptive weighted average hybrid filters (순서 통계형-적응 가중평균 혼성필터를 이용한 잡음화된 영상열의 향상)

  • 박순영
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.22 no.1
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    • pp.193-204
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    • 1997
  • In this research we propose the design of the Order Statistic-Adaptive Weighted Average Hybrid(OS-AWAH) filter which can suppress noise from the corrupted image sequence effectively while preserving the image structure. The proposed filter combines the desirable properties of the order static based spatial filter which can preserve the image structure while reducing noise and the adaptive weighted average based temporal filter which can adapt the filtering weights according to the amount of motion without motion estimation. Performance characteristics of the OS-AWAH filter in noisy sequences containing moving step edges are investigated throuth computer simulations and compared with the median based filters such as 3-D WM(weighted median) filter, MMF (multistage median filter), ADCWM(adaptive directional center weighted median) filter. The visual evaluations are also carried out by applyin gthe filters to the real images. The statistical analysis and experimental reslts show that the OS-AWAH filter is effective in preserving image structures while suppressing noise effectively without motion compensation preprocessing.

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Exponentially Weighted Moving Average Chart for High-Yield Processes

  • Kotani, Takayuki;Kusukawa, Etsuko;Ohta, Hiroshi
    • Industrial Engineering and Management Systems
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    • v.4 no.1
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    • pp.75-81
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    • 2005
  • Borror et al. discussed the EWMA(Exponentially Weighted Moving Average) chart to monitor the count of defects which follows the Poisson distribution, referred to the $EWMA_c$ chart, as an alternative Shewhart c chart. In the $EWMA_c$ chart, the Markov chain approach is used to calculate the ARL (Average Run Length). On the other hand, in order to monitor the process fraction defectives P in high-yield processes, Xie et al. presented the CCC(Cumulative Count of Conforming)-r chart of which quality characteristic is the cumulative count of conforming item inspected until observing $r({\geq}2)$ nonconforming items. Furthermore, Ohta and Kusukawa presented the $CS(Confirmation Sample)_{CCC-r}$ chart as an alternative of the CCC-r chart. As a more superior chart in high-yield processes, in this paper we present an $EWMA_{CCC-r}$ chart to detect more sensitively small or moderate shifts in P than the $CS_{CCC-r}$ chart. The proposed $EWMA_{CCC-r}$ chart can be constructed by applying the designing method of the $EWMA_C$ chart to the CCC-r chart. ANOS(Average Number of Observations to Signal) of the proposed chart is compared with that of the $CS_{CCC-r}$ chart through computer simulation. It is demonstrated from numerical examples that the performance of proposed chart is more superior to the $CS_{CCC-r}$ chart.

The ARL of a Selectively Moving Average Control Chart (선택적 이동평균(S-MA) 관리도의 ARL)

  • Lim, Tae-Jin
    • Journal of Korean Society for Quality Management
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    • v.35 no.1
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    • pp.24-34
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    • 2007
  • This paper investigates the average run length (ARL) of a selectively moving average (S-MA) control chart. The S-U chart is designed to detect shifts in the process mean. The basic idea of the S-MA chart is to accumulate previous samples selectively in order to increase the sensitivity. The ARL of the S-MA chart was shown to be monotone decreasing with respect to the decision length in a previous research [3]. This paper derives the steady-state ARL in a closed-form and shows that the monotone property is resulted from head-start assumption. The steady-state ARL is shown to be a sum of head-start ARL and an additional term. The statistical design procedure for the S-MA chart is revised according to this result. Sensitivity study shorts that the steady-state ARL performance is still better than the CUSUM chart or the Exponentially Weighted Moving Average (EWMA) chart.

A Study on the Multivariate Exponentially Weighted Moving Average Control Charts for Monitoring the Variance-Covariance Matrix

  • Cho, Gyo-Young;Sung, Sam-Kyung
    • Journal of Korean Society for Quality Management
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    • v.22 no.1
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    • pp.54-65
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    • 1994
  • Multivariate exponentially weighted moving average (EWMA) control charts for monitoring the variance-covariance matrix are investigated. Two basic approaches, "combine-accumulate" approach and "accumulate-combine" approach, for using past sample information in the developement of multivariate EWMA control charts are considered. Multivariate EWMA control charts for monitoring the variance-covariance matrix are compared on the basis of their average run length (ARL) performances. The numerical results show that multivariate EWMA control charts based on the accumulate-combine approach are more efficient than corresponding multivariate EWMA control charts based on the combine-accumulate approach.

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