14 results on '"Exponential weighted moving average"'
Search Results
2. An Efficient Routing Scheme for Intrabody Nanonetworks Using Artificial Bee Colony Algorithm
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Muath Jodei Al Hasan, Hamza Fahim, Shumaila Javaid, Ismail Ben Mabrouk, Muhammad Babar Rasheed, and Wei Li
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Router ,Routing protocol ,Artificial bee colony algorithm ,General Computer Science ,Computer science ,Distributed computing ,General Engineering ,020206 networking & telecommunications ,02 engineering and technology ,Energy consumption ,exponential weighted moving average ,routing protocol ,Nanonetwork ,021001 nanoscience & nanotechnology ,Flooding (computer networking) ,nano router ,0202 electrical engineering, electronic engineering, information engineering ,General Materials Science ,lcsh:Electrical engineering. Electronics. Nuclear engineering ,0210 nano-technology ,lcsh:TK1-9971 ,intra-body nano-networks - Abstract
An Intrabody Nanonetwork (IBNN) is constituted by nanoscale devices that are implanted inside the human body for monitoring of physiological parameters for disease diagnosis and treatment purposes. The extraordinary accuracy and precision of these nanoscale devices in cellular level disease diagnosis and drug delivery are envisioned to advance the traditional healthcare system. However, the feature constraints of these nanoscale devices, such as inadequate energy resources, topology-unawareness, and limited computational power, challenges the development of energy-efficient routing protocol for IBNNs. The presented work concentrates on the primary limitations and responsibilities of IBNNs and designs a routing protocol that incorporates characteristics of Exponential Weighted Moving Average (EWMA) Based Opportunistic Data Transmission (EWMA-ODT) and Artificial Colony Algorithm Based Query Response Transmission (ABC-QRT) approaches for efficiently handling the routing challenges of IBNNs. In EWMA-ODT, the moving Nano Biosensors (NBSs) employ the EWMA method attributes to aggregate detected data by assigning high weightage to the recent detected information. Later, the aggregated data is transmitted to the Nano Router (NR) when the direct data transmission opportunity is available, the reception of aggregated briefs NR about the condition of the network after the last successful interaction with minimum energy consumption. Whereas, the ABC-QRT approach introduces the ABC algorithm for the selection of those optimal NBSs that have maximum fitness value for satisfying the data transmission demand of the external healthcare system with minimal traffic overhead. The simulation results validate that the joint contribution of these approaches enhances IBNNs lifetime and reduces end-to-end delay as compared to the flooding scheme.
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- 2020
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3. Mixed EWMA–CUSUM chart for COM-Poisson distribution
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Gadde Srinivasa Rao, Chi-Hyuck Jun, Umer Rasheed, and Muhammad Aslam
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Statistics::Applications ,Distribution (number theory) ,Average run length ,CUSUM ,02 engineering and technology ,Poisson distribution ,01 natural sciences ,Statistics::Computation ,Exponential weighted moving average ,010104 statistics & probability ,symbols.namesake ,0202 electrical engineering, electronic engineering, information engineering ,symbols ,Applied mathematics ,020201 artificial intelligence & image processing ,Control chart ,EWMA chart ,0101 mathematics ,Mathematics - Abstract
In this article, we develop a mixed EWMA-CUSUM control chart for monitoring moderate and/or small shift in the process following the Conway Maxwell Poisson (COM-Poisson) distribution. To determine ...
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- 2019
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4. An adaptive EWMA chart with CUSUM accumulate error-based shift estimator for efficient process dispersion monitoring
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Mu'azu Ramat Abujiya, Muhammad Riaz, Muhammad Hisyam Lee, and Babar Zaman
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021103 operations research ,General Computer Science ,Computer science ,0211 other engineering and technologies ,General Engineering ,Estimator ,CUSUM ,02 engineering and technology ,Exponential weighted moving average ,Chart ,0202 electrical engineering, electronic engineering, information engineering ,Range (statistics) ,020201 artificial intelligence & image processing ,Statistical dispersion ,Control chart ,Sensitivity (control systems) ,EWMA chart ,Algorithm - Abstract
Random causes of variation are part of every process and are harmless to product quality characteristics, while special cause variations appear due to a fault in the process and need special attention. The adaptive exponential weighted moving average (EWMA) control chart based on the cumulative sum (CUSUM) accumulation error is proposed in this study. The aim of this study is detecting imbalanced mixed range (different sizes) shifts (special cause) in process dispersion. The Huber and Tukey bi-square functions are used to enhance the proposed chart efficiency to simultaneously detect these small to large shifts. To check the sensitivity of the proposed chart, numerical results are provided through Monto Carlo simulations. The average run length (ARL) for single shift performance and extra quadratic loss (EQL), relative average run length (RARL) and performance comparison index (PCI) measures are used for overall performance evaluation of the proposed chart. The proposed scheme is compared to existing charts in the literature to determine superiority. For practical purposes, the guidelines are provided using real-life data for their practical implementation.
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- 2019
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5. Fault Diagnosis of a Wind Turbine Benchmark via Statistical and Support Vector Machine
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Abderrahmane Mokhtari and Mohammed Belkheiri
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Support vector machine ,Computer science ,020209 energy ,0202 electrical engineering, electronic engineering, information engineering ,Benchmark (computing) ,Statistical analysis ,02 engineering and technology ,Fault (power engineering) ,Algorithm ,Turbine ,Exponential weighted moving average - Abstract
This paper addresses the problem of fault detection and isolation (FDI) in wind turbine benchmark model using data driven and multi-class support vector machine (SVM) approach. Since, the fault detection is fundamental for any active system, isolation is similarly vital, and identification is decisive for fault reconfiguration as well as maintenance addition to monitoring purposes. The need for man-made dynamic system to work automatically when sensor, actuator, or system faults occur was constantly developed in order to increase reliability and decrease unavailability and maintenance costs. The key step of our approach based on extraction of mean features from sensors measurements by applying the statistical methods such as moving standard deviation and the exponential weighted moving average (EWMA). The fault detection step is invoked later based on the multi-class SVM classifier that decides the presence or not of the fault. Another important contribution of this paper is the simulation of combined sensor and actuator faults simultaneously for the first time in wind turbine benchmark model. The FDI performances are illustrated through simulation study for seven different scenario tests. The results demonstrate clearly the effectiveness of statistical and SVM approach to detect and isolate single, multiple sensor and actuator faults and outperforms many results reported in the literature for solving this problem.
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- 2018
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6. HEWMA Control Chart Using Auxiliary Information
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Muhammad Noor-ul-Amin, Aamir Sanaullah, and Shahana Khan
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021103 operations research ,Average run length ,General Mathematics ,Monte Carlo method ,0211 other engineering and technologies ,General Physics and Astronomy ,Ratio estimator ,Multivariate normal distribution ,02 engineering and technology ,General Chemistry ,01 natural sciences ,Exponential weighted moving average ,Auxiliary variables ,010104 statistics & probability ,Variable (computer science) ,General Earth and Planetary Sciences ,Control chart ,0101 mathematics ,General Agricultural and Biological Sciences ,Algorithm ,Mathematics - Abstract
A type of hybrid exponential weighted moving average (HEWMA) control chart is presented by using two-parametric ratio estimator to strengthen the performance of control chart for detecting shift in process mean at phase-II. Auxiliary information is incorporated by assuming the bivariate normal distribution for study variable Y and auxiliary variable X. Monte Carlo simulation method is used to calculate the average run length of the proposed control chart. In order to detect the small and moderate shift, the proposed control chart performed better than existing HEWMA control chart.
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- 2018
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7. Interpretation and diagnosis of fouling progress in membrane bioreactor plants using a periodic pattern recognition method
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KiJeon Nam, Seung-Chul Lee, MinJeong Kim, Soonho Hwangbo, and ChangKyoo Yoo
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Chromatography ,Fouling ,Chemistry ,General Chemical Engineering ,02 engineering and technology ,General Chemistry ,021001 nanoscience & nanotechnology ,Membrane bioreactor ,Exponential weighted moving average ,020401 chemical engineering ,Pattern recognition (psychology) ,0204 chemical engineering ,0210 nano-technology ,Biological system - Abstract
Fouling is a principal constraint of membrane bioreactors (MBRs). It blocks the wide use of MBRs and aggravates the ability of MBRs. Trans-membrane pressure (TMP) is measured simply from MBRs and is a useful factor for evaluating fouling phenomena such as fouling mechanisms. Fouling mechanism diagnosis based on a measured TMP was used to evaluate MBRs operation conditions. However, diagnosis of MBR conditions is difficult due to the dynamic conditions of MBRs. Therefore, we used differential calculus, exponential weighted moving average (EWMA) and fast Fourier transform (FFT) to determine a periodic pattern for diagnosing fouling mechanisms in the dynamic operating conditions of MBRs. The periodic pattern was reflected in the operating conditions of MBRs, based on the fouling mechanism using TMP. We used two data sets obtained from pilot-scale MBR to suggest a periodic pattern and validated the proposed method using a lab-scale MBR experiment. Consequently, the suggested periodic pattern can diagnose fouling mechanisms using the proposed method, because the methods can be adjusted under the dynamic conditions of MBRs.
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- 2017
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8. Phase II Monitoring of Generalized Linear Profiles Under Different Types of Changes
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Sahand Hajifar and Hashem Mahlooji
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Score test ,Multivariate statistics ,General Engineering ,Phase (waves) ,Estimator ,020101 civil engineering ,02 engineering and technology ,0201 civil engineering ,Exponential weighted moving average ,Robustness (computer science) ,Isotonic ,Control chart ,Algorithm ,Mathematics - Abstract
Various control charts have been proposed to monitor generalized linear profiles in Phase II. However, robustness of the proposed methods in detecting different types and especially different directions of changes is not well-studied in the literature. In real-world applications different kinds of changes such as drift and multiple change are likely to happen which can be isotonic (increasing) or antitonic (decreasing). This paper studies the robustness of Rao Score Test (RST) method, T2, and multivariate exponential weighted moving average (MEWMA) in different types, drift and multiple, and directions of changes. Rao Score Test method also benefits from a change-point detection approach whose performance is studied as well. According to the results, generally RST method shows a better performance in detecting different types of changes. Moreover, the performance of the RST method is robust to direction of the change, while T2 and MEWMA are not ARL-unbiased and show different performances under isotonic and antitonic changes. Therefore, to address this issue, we proposed a bias-reduced estimator to be used in T2. Our results demonstrate that the proposed control chart outperforms T2 and is less biased than T2. Finally, a real-world problem is presented in which aforementioned methods are applied to real data.
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- 2019
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9. State of Charge (SOC) Estimation Based on Extended Exponential Weighted Moving Average H∞ Filtering
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Yangyang Da, Jie Ding, Wan Youhong, and Shuaishuai Zhang
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Control and Optimization ,exponentially weighted moving average ,020209 energy ,Energy Engineering and Power Technology ,02 engineering and technology ,H∞ algorithm ,lcsh:Technology ,law.invention ,Exponential weighted moving average ,symbols.namesake ,Robustness (computer science) ,law ,Convergence (routing) ,0202 electrical engineering, electronic engineering, information engineering ,Gaussian function ,state estimation ,EWMA chart ,Electrical and Electronic Engineering ,Engineering (miscellaneous) ,lithium battery ,Mathematics ,lcsh:T ,Renewable Energy, Sustainability and the Environment ,state of charge ,White noise ,021001 nanoscience & nanotechnology ,State of charge ,symbols ,0210 nano-technology ,Alternating current ,Algorithm ,Energy (miscellaneous) - Abstract
When the classical H∞ algorithm (HIF) is applied to estimate the state of charge (SOC) of a lithium battery, the influence of historical data is usually ignored, resulting in an increase in the estimation error. In order to improve the accuracy of SOC estimation, this paper proposes an extended exponential weighted moving average H∞ algorithm (EE-HIF) in view of the influence of historical data. By designing the Gaussian function, the weighted distribution of the data at different times can effectively reduce the estimation error caused by the inaccuracy of the lithium battery model. In addition, when the system contains Gaussian white noise and alternating current input, the proposed method can achieve a faster convergence speed and better robustness. Simulation results show the advantages of the proposed algorithm, as compared to an HIF filtering algorithm and an exponentially weighted moving average H∞ algorithm (EWMA).
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- 2021
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10. An optimal k of kth MA-ARIMA models under MA(q) models
- Author
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Dawoud I., Kaçiranlar S., and Çukurova Üniversitesi
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Statistics and Probability ,010104 statistics & probability ,021103 operations research ,ARIMA models ,Exponential weighted moving average ,Modeling and Simulation ,0211 other engineering and technologies ,Simple moving average ,Weighted moving average ,Forecasting accuracy ,02 engineering and technology ,0101 mathematics ,01 natural sciences - Abstract
In this article, we discuss finding the optimal k of (i) kth simple moving average, (ii) kth weighted moving average, and (iii) kth exponential weighted moving average based on simulated MA(q) model. We run a simulation using the three above examining methods under specific conditions. The main finding is that, 5th Exponential Weighted Moving Average (5-th EWMA) Autoregressive Integrated Moving Average (ARIMA) model is the best forecasting model among others, which means the optimal k = 5. For Turkish Telecommunications (TTKOM), stock market real data reveals the similar results of the simulation study. © 2017 Taylor & Francis Group, LLC.
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- 2017
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11. On the Performance of Control Charts for Simultaneous Monitoring of Location and Dispersion Parameters
- Author
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Muhammad Riaz, Babar Zaman, and Muhammad Hisyam Lee
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Scheme (programming language) ,Engineering ,021103 operations research ,Operations research ,business.industry ,Control (management) ,0211 other engineering and technologies ,Process (computing) ,CUSUM ,02 engineering and technology ,Management Science and Operations Research ,computer.software_genre ,01 natural sciences ,Exponential weighted moving average ,010104 statistics & probability ,Statistical dispersion ,Control chart ,EWMA chart ,Data mining ,0101 mathematics ,Safety, Risk, Reliability and Quality ,business ,computer ,computer.programming_language - Abstract
A single control chart is very famous to control assignable causes that shift the process because of variations in parameters (e.g., location and dispersion). Simultaneous monitoring of processes is another popular approach used for the bilateral processes. In this study, we have proposed the mixed control charts for simultaneously monitoring of process location and dispersion parameters. We have used the idea of mixed exponential weighted moving average and cumulative sum charts and designed the charting structures for simultaneous monitoring. The proposals are compared with several existing counterparts. The comparisons reveal numerous advantages of the proposed charts over the other existing scheme. The practical application of the proposed charts is also highlighted using an illustrative example based on a real dataset. Copyright © 2016 John Wiley & Sons, Ltd.
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- 2016
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12. Profile Monitoring with Binary Data and Random Predictors
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Changliang Zou, Fugee Tsung, and Yanfen Shang
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Generalized linear model ,Statistics::Theory ,021103 operations research ,Binary response ,Statistics::Applications ,Strategy and Management ,0211 other engineering and technologies ,02 engineering and technology ,Management Science and Operations Research ,Statistical process control ,Logistic regression ,01 natural sciences ,Industrial and Manufacturing Engineering ,Statistics::Computation ,Exponential weighted moving average ,010104 statistics & probability ,Functional Relationship ,Binary data ,Statistics ,Statistics::Methodology ,0101 mathematics ,Safety, Risk, Reliability and Quality ,Mathematics - Abstract
The authors use a logistic regression model, a type of generalized linear model (GLM), to represent the functional relationship between the binary response and explanatory variables, which are assumed random with specified in-control distributions.
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- 2011
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13. Exponential gravitational search algorithm-based VM migration strategy for load balancing in cloud computing
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Vijayakumar Polepally and K. Shahu Chatrapati
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020203 distributed computing ,Computer science ,business.industry ,Quality of service ,Distributed computing ,Gravitational search algorithm ,Cloud computing ,02 engineering and technology ,Parallel computing ,Load balancing (computing) ,computer.software_genre ,Computer Science Applications ,Exponential function ,Exponential weighted moving average ,Virtual machine ,Modeling and Simulation ,0202 electrical engineering, electronic engineering, information engineering ,020201 artificial intelligence & image processing ,business ,computer ,Resource utilization - Abstract
With the advancement in the science and technology, cloud computing has become a recent trend in environment with immense requirement of infrastructure and resources. Load balancing of cloud computing environments is an important matter of concern. The migration of the overloaded virtual machines (VMs) to the underloaded VM with optimized resource utilization is the effective way of the load balancing. In this paper, a new VM migration algorithm for the load balancing in the cloud is proposed. The migration algorithm proposed (EGSA-VMM) is based on exponential gravitational search algorithm which is the integration of gravitational search algorithm and exponential weighted moving average theory. In our approach, the migration is done based on the migration cost and QoS. The experimentation of proposed EGSA-based VM migration algorithm is compared with ACO and GSA. The simulation of experiments shows that the proposed EGSA-VMM algorithm achieves load balancing and reasonable resource utilization, which outperforms existing migration strategies in terms of number of VM migrations and number of SLA violations.
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- 2018
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14. Some properties of EWMA feedback quality adjustment schemes for drifting disturbances
- Author
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Enrique Castillo
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021103 operations research ,Computer science ,Strategy and Management ,Feedback control ,Control (management) ,0211 other engineering and technologies ,Process (computing) ,02 engineering and technology ,Management Science and Operations Research ,01 natural sciences ,Industrial and Manufacturing Engineering ,Exponential weighted moving average ,010104 statistics & probability ,Simple (abstract algebra) ,Control theory ,Quality adjustment ,EWMA chart ,0101 mathematics ,Safety, Risk, Reliability and Quality - Abstract
Control schemes that are simple enough for operators to implement and that are robust with respect to the underlying model assumptions are usually sought in the area of process adjustment. In the l...
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