Showing 6 results for Moving Average
S.k. Charsoghi, A. Sadeghi,
Volume 19, Issue 4 (12-2008)
Abstract
In this paper, a two-echelon supply chain, which includes two products based on the following considerations, has been studied and the bullwhip effect is quantified. Providing a measure for bullwhip effect that enables us to analyze and reduce this phenomenon in supply chains with two products is the basic purpose of this paper. Demand of products is presented by the first order vector autoregressive time series and ordering system is established according to order up to policy. Moreover, lead-time demand forecasting is based on moving average method because this forecasting method is used widely in real world. Based on these assumptions, a general equation for bullwhip effect measure is derived and there is a discussion about non-existence of an explicit expression for bullwhip effect measure according to the present approach on the bullwhip effect measure. However, bullwhip effect equation is presented for some limited cases. Finally, bullwhip effect in a two-product supply chain is analyzed by a numerical example.
Rassoul Noorossana, Abbas Saghaei , Mehdi Dorri,
Volume 21, Issue 4 (12-2010)
Abstract
In an increasing number of practical situations, the quality of a process or product can be effectively characterized and summarized by a profile. A profile is usually a functional relationship between a response variable and one or more explanatory variables which can be modeled frequently using linear or nonlinear regression models. In this paper, we study the effect of non-normality on profile monitoring in Phase II when within or between autocorrelation is present. Different levels of autocorrelation and skewed and heavy-tailed symmetric non-normal distributions are used in our study to evaluate the performance of three existing monitoring schemes numerically. Simulation results indicate that the non-normality and autocorrelation can have a significant effect on the in-control performances of the considered schemes. Results also indicate that the out-of-control performances of the schemes are not very sensitive to low and moderate levels of autocorrelation in moderate and large shifts .
Mehdi Khashei , Farimah Mokhatab Rafiei, Mehdi Bijari ,
Volume 23, Issue 4 (11-2012)
Abstract
In recent years, various time series models have been proposed for financial markets forecasting. In each case, the accuracy of time series forecasting models are fundamental to make decision and hence the research for improving the effectiveness of forecasting models have been curried on. Many researchers have compared different time series models together in order to determine more efficient once in financial markets. In this paper, the performance of four interval time series models including autoregressive integrated moving average (ARIMA), fuzzy autoregressive integrated moving average (FARIMA), hybrid ANNs and fuzzy (FANN) and Improved FARIMA models are compared together. Empirical results of exchange rate forecasting indicate that the FANN model is more satisfactory than other those models. Therefore, it can be a suitable alternative model for interval forecasting of financial time series.
Rassoul Noorossana, Abbas Saghaei, Hamidreza Izadbakhsh, Omid Aghababaei,
Volume 24, Issue 2 (6-2013)
Abstract
In certain statistical process control applications, quality of a process or product can be characterized by a function commonly referred to as profile. Some of the potential applications of profile monitoring are cases where quality characteristic of interest is modelled using binary,multinomial or ordinal variables. In this paper, profiles with multinomial response are studied. For this purpose, multinomial logit regression (MLR) is considered as the basis.Then, the MLR is converted to Poisson GLM with log link. Two methods including Multivariate exponentially weighted moving average (MEWMA) statistics, and Likelihood ratio test (LRT) statistics are proposed to monitor MLR profiles in phase II. Performances of these three methods are evaluated by average run length criterion (ARL). A case study from alloy fasteners manufacturing process is used to illustrate the implementation of the proposed approach. Results indicate satisfactory performance for the proposed method.
Hiwa Farughi, Ahmad Hakimi, Reza Kamranrad,
Volume 29, Issue 1 (3-2018)
Abstract
In this paper, one of the most important criterion in public services quality named availability is evaluated by using artificial neural network (ANN). In addition, the availability values are predicted for future periods by using exponential weighted moving average (EWMA) scheme and some time series models (TSM) including autoregressive (AR), moving average (MA) and autoregressive moving average (ARMA). Results based on comparative studies between four methods based on ANN and by considering the several conditions for the effective parameters in ANN show that, the generalized regression method is the best method for predicting the availability. Furthermore, results of the EWMA and three mentioned TSM are also show the better performance of MA model for predicting the availability values in future periods.
Rassoul Noorossana, Somayeh Khalili,
Volume 32, Issue 1 (1-2021)
Abstract
In the last few decades, profile monitoring in univariate and multivariate environment has drawn a considerable attention in the area of statistical process control. In multivariate profile monitoring, it is required to relate more than one response variable to one or more explanatory variables. In this paper, the multivariate multiple linear profile monitoring problem is addressed under the assumption of existing autocorrelation among observations. Multivariate linear mixed model (MLMM) is proposed to account for the autocorrelation between profiles. Then two control charts in addition to a combined method are applied to monitor the profiles in phase II. Finally, the performance of the presented method is assessed in terms of average run length (ARL). The simulation results demonstrate that the proposed control charts have appropriate performance in signaling out-of-control conditions.
