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[21] pointed out the drawbacks of the sliding window method drawbacks and recommended two model-based approaches named exponentially weighted moving average (EWMA) and dynamic conditional correlation (DCC) models and demonstrated that DCC performed better than sliding window by calculating mean square error (MSE) in simulation studies.
And I show below one possible curve that might result, where these would be essentially the weights associated with this weighted moving average.
The second approach integrates the KLD statistic into the exponentially weighted moving average monitoring chart.
This is called the nonparametric exponentially weighted moving average Signed-Rank (NPEWMA-SR) chart.
The R2R is assisted by the technique of exponentially weighted moving average (EWMA).
Here, we propose a statistical approach that exploits the advantages of PCA and those of multivariate memory monitoring schemes, like the multivariate cumulative sum (MCUSUM) and multivariate exponentially weighted moving average (MEWMA) monitoring schemes to better detect incipient anomalies.
In this paper, the proposed approach integrates two popular process-monitoring detection tools, the conventional PCA-based monitoring indices Hotelling's T2 and Q and the exponentially weighted moving average (EWMA).
This new combined scheme will compare with the exponentially weighted moving average (EWMA) single charts and a combined EWMA chart.
This paper proposes an exponentially weighted moving average scheme with variable sampling intervals for monitoring linear profiles.
Average modification levels in 100 kb windows along mouse chromosomes, weighted by the coverage of CpG, and smoothed using a Gaussian weighted moving average filter with window size 10.
Cell values were derived using a weighted moving average function (Burrough, 1986), and then calculated based on known population by state.
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