A novel application of statistical process control charts in financial market surveillance with the idea of profile monitoring

A Yeganeh, SC Shongwe - PloS one, 2023 - journals.plos.org
The implementation of statistical techniques in on-line surveillance of financial markets has
been frequently studied more recently. As a novel approach, statistical control charts which …

[HTML][HTML] Adaptive EWMA control charts for the Rayleigh distribution

A Saghir, Z Khan, XL Hu, A Johannssen - Computers & Industrial …, 2024 - Elsevier
Numerous supplementary Shewhart monitoring designs have emerged, customized to data
that follows specific non-normal distributions like the Rayleigh distribution (RD). The …

Building an intelligent system to identify trends in agricultural markets

X Hernández-Cruz, JR Villalobos, G Runger… - Journal of Cleaner …, 2023 - Elsevier
In recent years, scholars and practitioners have discussed several challenges related to the
fresh-food supply chains (SCs). One of these challenges is the lack of availability of curated …

EWMA control chart for Rayleigh process with engineering applications

FS Alduais, Z Khan - IEEE Access, 2023 - ieeexplore.ieee.org
Process monitoring is typically performed with quality control charts. The normality
assumption is often taken into consideration for the development of control charts. However …

About Shewhart control charts to monitor the Weibull mean based on a Gamma distribution

RMR Vasconcelos, RC Quinino, LL Ho… - Quality and Reliability …, 2022 - Wiley Online Library
A control chart for the mean of a process whose quality characteristic follows a Weibull
distribution is evaluated. In this sense, a transformation that follows an exponential …

Monitoring the Dynamic Networks of Stock Returns with an Application to the Swedish Stock Market

EF Touli, H Nguyen, O Bodnar - Computational Economics, 2024 - Springer
In this paper, two approaches for measuring the distance between stock returns and the
network connectedness are presented that are based on the Pearson correlation coefficient …

[HTML][HTML] Using the attention layer mechanism in construction of a novel ratio control chart: An application to Ethereum price prediction and automated trading strategy

A Yeganeh, XL Hu, SC Shongwe, FF Koning - Engineering Applications of …, 2025 - Elsevier
In the area of multivariate process quality control, it is sometimes important to monitor the
ratio of two normal random variables denoted by RZ over time. The concept of control charts …

A self-starting non-restarting CUSUM chart for monitoring Poisson count data with time-varying sample sizes

Z Mou, JY Chiang, Y Bai, S Chen - Computers & Industrial Engineering, 2023 - Elsevier
Many studies have focused on monitoring the incidence rate of Poisson count data with time-
varying sample sizes, with control charts being widely used. However, almost all of the …

Development of robust X‐bar charts with unequal sample sizes

C Park, L Ouyang, M Wang - Quality and Reliability …, 2023 - Wiley Online Library
The traditional variable control charts, such as the X¯ ̄X chart, are widely used to monitor
variation in a process. They have been shown to perform well for monitoring processes …

Design of Risk-Based Univariate Control Charts with Measurement Uncertainty

AI Katona, A Saghir, C Hegedűs, ZT Kosztyán - IEEE Access, 2023 - ieeexplore.ieee.org
Control charts are widely used tools of statistical process control (SPC). They are effective
tools for indicating process shifts, helping avoid an increased number of defective products …