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Prediction Based On Time Series. Applications In Quality Control

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Author Info

  • Isaic Maniu, Alexandru

    ()
    (The Academy of Economic Studies, Bucharest)

  • Voda, Viorel Gh.

    (“Gheorghe Mihoc - Caius Iacob” Institute of Mathematic Statistics and Applied Mathematics of the Romanian Academy, Bucharest.)

Abstract

In this paper we propose a prediction model based on time series involving EWMA type approach. After a brief historical sketch and a short presentation of the GLM - General Linear Model we construct the predictor which is an average exponentially weighted depending on previous and current values of the series. The last paragraph is dedicated to an analogy with SPC - Statistical Process Control and possible applications are emphasized. Open theoretical problems are discussed also.

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Bibliographic Info

Article provided by Institute for Economic Forecasting in its journal Romanian Journal for Economic Forecasting.

Volume (Year): (2010)
Issue (Month): 1 (March)
Pages: 70-80

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Handle: RePEc:rjr:romjef:v::y:2010:i:1:p:70-80

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Related research

Keywords: time series; EWMA; GLM; SPC; predictor white noise; correction factor;

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