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Heterogeneous consumer preferences for product quality and uncertainty
Maennig, Wolfgang; Mueller, Steffen Q. - 2021
Major League Baseball. Using attendance data from 2013 to 2019, we explore functional data clustering techniques to detect …
Persistent link: https://www.econbiz.de/10012794512
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Heterogeneous consumer preferences for product quality and uncertainty
Maennig, Wolfgang; Mueller, Steffen Q. - 2021
Major League Baseball. Using attendance data from 2013 to 2019, we explore functional data clustering techniques to detect …
Persistent link: https://www.econbiz.de/10012794169
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Endpoint in plasma etch process using new modified w-multivariate charts and windowed regression
Zakour, Sihem Ben; Taleb, Hassen - In: Journal of Industrial Engineering International 13 (2017) 3, pp. 307-322
Endpoint detection is very important undertaking on the side of getting a good understanding and figuring out if a plasma etching process is done in the right way, especially if the etched area is very small (0.1%). It truly is a crucial part of supplying repeatable effects in every single...
Persistent link: https://www.econbiz.de/10011773119
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Online network monitoring
Malinovskaya, Anna; Otto, Philipp - In: Statistical Methods & Applications 30 (2021) 5, pp. 1337-1364
An important problem in network analysis is the online detection of anomalous behaviour. In this paper, we introduce a network surveillance method bringing together network modelling and statistical process control. Our approach is to apply multivariate control charts based on exponential...
Persistent link: https://www.econbiz.de/10014497519
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Identifying the Out of Control Variable in a Multivariate Control Chart
Maravelakis, Petros; Bersimis, Sotiris; Panaretos, John; … - Volkswirtschaftliche Fakultät, … - 2002
The identification of the out of control variable, or variables, after a multivariate control chart signals, is an appealing subject for many researchers in the last years. In this paper we propose a new method for approaching this problem based on principal components analysis. Theoretical...
Persistent link: https://www.econbiz.de/10005616718
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Endpoint in plasma etch process using new modified w-multivariate charts and windowed regression
Zakour, Sihem Ben; Taleb, Hassen - In: Journal of industrial engineering international 13 (2017) 3, pp. 307-322
Endpoint detection is very important undertaking on the side of getting a good understanding and figuring out if a plasma etching process is done in the right way, especially if the etched area is very small (0.1%). It truly is a crucial part of supplying repeatable effects in every single...
Persistent link: https://www.econbiz.de/10011765289
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Functional data analysis with applications in finance
Benko, Michal - 2007
An vielen verschiedenen Stellen der angewandten Statistik sind die zu untersuchenden Objekte abhängig von stetigen Parametern. Typische Beispiele in Finanzmarktapplikationen sind implizierte Volatilitäten, risikoneutrale Dichten oder Zinskurven. Aufgrund der Marktkonventionen sowie weiteren...
Persistent link: https://www.econbiz.de/10009467092
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Functional Principal Components Analysis, Implementation and Applications
Benko, Michael - 2004
This master thesis discusses selected topics of Functional Data Analysis (FDA). FDA deals with the random variables (and process) with realizations in the (smooth) functional space. The first part of this thesis introduces the basic assumptions, notation and ideas of FDA, here we will mainly...
Persistent link: https://www.econbiz.de/10009467198
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Estimation of Beta in a Simple Functional Capital Asset Pricing Model for High Frequency US Stock Data
Zhang, Yan - 2011
This project applies the methods of functional data analysis (FDA) to intra-daily returns of US corporations. It focuses on an extension of the Capital Asset Pricing Model (CAPM) to such returns. The CAPM is essentially a linear regression with the slope coefficient . Returns of an asset are...
Persistent link: https://www.econbiz.de/10009468694
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Statistical computation and inference for functional data analysis
Jiang, Huijing - 2010
-based method for clustering random time functions which are spatially interdependent. A cluster consists of time functions which … semi-parametric model. We also assume thatthe clustering membership is a realization from a Markov random field. Under … clustering algorithm under a series of settings: small number of time points, high noise level and varying dependence structures …
Persistent link: https://www.econbiz.de/10009475878