SPC for Quality and Risk Год выпуска: 2012Автор: Xia PanИздательство: LAP Lambert Academic PublishingСтраниц: 292ISBN: 9783846534694Описание This study attempts to improve the statistical process control (SPC) methods and introduce SPC methods into risk control. Several contributions were made in this study. A correct bias correction coefficient with unequal sample sizes for Shewhart chart was given. The concordance of Shewhart mean and variability pair charts was suggested. Box-Ramerez Cuscore chart was extended to monitor coefficients of ARMA residuals. Vector autoregressive (VAR) chart was studied in details. Vector moving average (VMA) chart with EWMA on processes was proposed. Numerical analysis with integral equation for average run length of multivariate EWMA (M-EWMA) chart was computed. Vector valued state-space model was also applied for general processes. Finally, Lamda chart for monitoring higher moments was discussed. Monitoring higher moments was justified to be useful in Value-at-Risk implementation. Augmented Hull-White (AHW) model was suggested to capture the higher moments of risk factors. The...
Похожие книги
NATO Advanced Research Workshop on Science for Reduction of Risk and s, Alik Ismail-Zadeh. Risk Science and Sustainability: Science for Reduction of Risk and Sustainable Development for Society (NATO SCIENCE SERIES II MATHEMATICS, PHYSICS AND CHEMISTRY). – М.: , 0. – 0 с. Helena Norberg-Hodge, Peter Goering, John Page, International Society for Ecology and Culture. From the Ground Up: Rethinking Industrial Agriculture. – М.: , 0. – 0 с. Environmental Action Programme for Central and Eastern Europe, Richard Ackermann, Ministerial Conference "Environment for Europe, World Bank, Organisation for Economic Co-Operation and Development. Environmental Action Programme for Central and Eastern Europe: Setting Priorities : Abridged Version of the Document Endorsed by the Ministerial Conference, Lucerne, Switzerland, 28-30 April, 1993. – М.: , 0. – 0 с. American Society for Training and Develo, American Society for Training. Info-Line Guide to Training Evaluation.: An Info-Line Collection (Info-Line Collection). – М.: , 0. – 0 с. Fernando J. Gonzalez, Salman M. A. Salman, World Bank, Institutional Reform for Irrigation and Drainage Workshop. Institutional Reform for Irrigation and Drainage: Proceedings of a World Bank Workshop (World Bank Technical Paper, 524). – М.: , 0. – 0 с. United Nations. Economic and Social Commission for Asia and the Pacific. Statistical Yearbook For Asia And The Pacific 2007 (Statistical Yearbook for Asia and the Pacific/Annuaire Statistique Pour L'asie Et Le Pacifique). – М.: , 2008. – 189 с. United Nations. Economic and Social Commission for Asia and the Pacific. Eco-efficiency: A Practical Path to Sustainable Development, a Reference for Eco-efficiency Partnership in North-east Asia (Economic and Social Commision for Asia and the Pacific). – М.: , 2008. – 80 с. United Nations. Economic and Social Commission for Asia and the Pacific. Transport and Communications Bulletin for Asia and the Pacific: Container Transportation by Railways (Economic and Social Commission for Asia and the Pacific). – М.: , 2008. – 126 с. European Commission European Commission and Directorate-General for Research and Innovation Director. Upgrading of High Moisture Low Rank Coal. – М.: LAP Lambert Academic Publishing, 2013. – 100 с. European Commission European Commission and Directorate-General for Research and Innovation Director. Upgrading of High Moisture Low Rank Coal to Hydrogen and Methane. – М.: Dictus Publishing, 2013. – 100 с. European Commission European Commission and Directorate-General for Research and Innovation Director. Sealing of Underground Respositories for Radioactive Waste in Salt. – М.: Dictus Publishing, 2011. – 312 с. European Commission European Commission and Directorate-General for Research and Innovation Director. Environment and Health Funded by the Seventh Framework Programme. – М.: Dictus Publishing, 2013. – 524 с. European Commission European Commission and Directorate-General for Research and Innovation Director. EU Research for the Environment 2007-2013. – М.: Dictus Publishing, 2013. – 52 с. European Commission European Commission and Directorate-General for Research and Innovation Director. Economic Change, Unequal Life-chances and Quality of Life. – М.: Dictus Publishing, 2013. – 152 с. European Commission European Commission and Directorate-General for Agriculture and Rural Developmen. Rural Development in the European Union. – М.: Dictus Publishing, 2013. – 420 с. European Commission European Commission and Directorate-General for Research and Innovation Director. Understanding and Mastering Coal Fired Ashes Geopolymerisation Process. – М.: Dictus Publishing, 2013. – 120 с. European Commission European Commission and Directorate-General for Research and Innovation Director. Most Appropriate Treatments. – М.: Dictus Publishing, 2013. – 124 с. Образцы работ
Задайте свой вопрос по вашей теме
Контакты
Поделиться
Мы в социальных сетях
Реклама
Отзывы
Анастасия спасибо вам огромное! это отличный вариант!
