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Taeuk Kang, Sangho Lee, Namjoo Lee and Youngkyu Jin
The baseflow separation method based on a digital filter is a simple method for separating the baseflow from streamflow. Appropriate estimation of filter parameters is required to use the digital filter method for analysis. We carried out sensitivity ana...
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Shui-Pin Lee
Pág. 25 - 28
The exponentially weighted moving average (EWMA) feedback controller is a very popular run-to-run (RtR) process control scheme in the semiconductor industry. Traditionally, the manufacturing environment was simplified as a single...
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Indarto Indarto,Elida Novita,Sri Wahyuningsih,Nur Defitri Herlinda,Entin Hidayah
Pág. 626 - 640
Baseflow is an important component affecting the availability of water in the river during the dry season. Availability of water in the dry season is useful for water resources management. This research aims to test and to compare six recursive digital f...
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Muhammad Zahir Khan, Muhammad Farid Khan, Muhammad Aslam, Seyed Taghi Akhavan Niaki and Abdur Razzaque Mughal
Conventional control charts are one of the most important techniques in statistical process control which are used to assess the performance of processes to see whether they are in- or out-of-control. As traditional control charts deal with crisp data, t...
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Askin Özdagoglu, Guzin Özdagoglu, Mehmet Emre Güler
Pág. 89 - 113
Monitoring the production process is a critical issue for improving the quality of product and for reducing the costs regarding external failures. Quality control charts are often used to visualize measurements on the process during the monitoring activi...
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Rangga Handika,Sigit Triandaru
Pág. 6 - 9
This paper investigates Value-at-Risk (VaR) in the Australian interconnected power markets. We model the price change using seven different volatility models and perform the back testing from both investors? (sellers? side) and retailers? (buyers? side) ...
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Timothy C. Krehbiel, Jan E. Eighme, Douglas Havelka
Although Six Sigma was developed to improve processes in a manufacturing environment, its use has expanded to many other areas including accounting and finance. We propose that control charts, originally used as tools for monitoring short-run manufacturi...
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Kaijian He, Kin Keung Lai and Guocheng Xiang
In the increasingly globalized economy these days, the major crude oil markets worldwide are seeing higher level of integration, which results in higher level of dependency and transmission of risks among different markets. Thus the risk of the typical m...
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Marcelo C. Carvalho,Marco Aurélio S. Freire,Marcelo Cunha Medeiros,Leonardo R. Souza
Pág. pp. 55 - 77
The goal of this paper is twofold. First, using five of the most actively traded stocks in the Brazilian financial market, this paper shows that the normality assumption commonly used in the risk management area to describe the distributions of returns s...
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Claudio H. da S. Barbedo,Gustavo S. Araújo,João Maurício S. Moreira,Ricardo S. Maia Clemente
Pág. pp. 223 - 249
This paper examines capital requirement for financial institutions in order to cover market risk stemming from exposure to foreign currencies. The models examined belong to two groups according to the approach involved: standardized and internal models. ...
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