Open Access. Powered by Scholars. Published by Universities.®
Physical Sciences and Mathematics Commons™
Open Access. Powered by Scholars. Published by Universities.®
Articles 1 - 2 of 2
Full-Text Articles in Physical Sciences and Mathematics
A Simulation Study Of The Impact Of Forecast Recovery For Control Charts Applied To Arma Processes, John N. Dyer, B. Michael Adams, Michael D. Conerly
A Simulation Study Of The Impact Of Forecast Recovery For Control Charts Applied To Arma Processes, John N. Dyer, B. Michael Adams, Michael D. Conerly
Journal of Modern Applied Statistical Methods
Forecast-based schemes are often used to monitor autocorrelated processes, but the resulting forecast recovery has a significant effect on the performance of control charts. This article describes forecast recovery for autocorrelated processes, and the resulting simulation study is used to explain the performance of control charts applied to forecast errors.
Jmasm3: A Method For Simulating Systems Of Correlated Binary Data, Todd C. Headrick
Jmasm3: A Method For Simulating Systems Of Correlated Binary Data, Todd C. Headrick
Journal of Modern Applied Statistical Methods
An efficient algorithm is derived for generating systems of correlated binary data. The procedure allows for the specification of all pairwise correlations within each system. Intercorrelations between systems can be specified qualitatively. The procedure requires the simultaneous solution of a system of equations for obtaining the threshold probabilities to generate each system of binary data. A numerical example is provided to demonstrate that the procedure generates correlated binary variables that yield correlations in close agreement with the specified population correlations.