Design and performance analysis ofthe exponentially weighted moving average mean estimate for processes subject to random step changes

Technometrics

Volumn 44, Issue 4, 2002, Pages 379-389

  Chen, Argon ^a   Elsayed, E A ^b  

^a NATIONAL TAIWAN UNIVERSITY   (Taiwan)

^b DEPARTMENT OF INDUSTRIAL AND SYSTEMS ENGINEERING   (United States)

Author keywords

Exponentially weighted moving average; Mean estimator; Run to run control; Step change

Indexed keywords

FORECASTING; MATHEMATICAL MODELS; PARAMETER ESTIMATION; RANDOM PROCESSES; TIME SERIES ANALYSIS; WHITE NOISE;

EXPONENTIALLY WEIGHTED MOVING AVERAGE; MEAN ESTIMATOR;

STATISTICS;

EID: 0036849496     PISSN: 00401706     EISSN: 15372723     Source Type: Journal    
DOI: 10.1198/004017002188618572     Document Type: Article

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