Exponentially weighted moving average model 指数加权移动平均数模型
This paper studies that the bullwhip effect of order releases and the amplifications of safety stock arise within the supply chain even when the demand model is ARIMA ( 0, 1, 1 ) and the forecast method used is a simple exponentially weighted moving average. 研究了发生在供应链中订货的牛鞭效应和安全库存放大问题,其需求模型是ARIMA(0,1,1),而所用的预测方法是简单的指数平滑(EWMA)。
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。
In the research of multivariate statistics process control, the Multivariate exponentially weighted moving average ( MEWMA ) control chart with the time domain features is more efficient than the T ~ 2 control chart for detecting small shifts in the multivariate quality process. 在多元统计过程质量控制问题的研究中,MEMWA(多变量指数加权滑动平均)控制图中增加了监测的时域特征,相对T2控制图能够更为有效地监控多元质量过程中发生小偏移的情况。
In this Chapter, we propose a new single control chart which integrates the exponentially weighted moving average ( EWMA ) procedure with the likelihood ratio test for jointly monitoring both the multivariate process mean vector and the covariance matrix. 在本文中,我们把似然比检验的思想推广到多元的情形,提出了用于同时监控过程均值向量和协方差阵的综合控制图。