3,055 research outputs found

    Robust Control Charts for Time Series Data

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    This article presents a control chart for time series data, based on the one-step- ahead forecast errors of the Holt-Winters forecasting method. We use robust techniques to prevent that outliers affect the estimation of the control limits of the chart. Moreover, robustness is important to maintain the reliability of the control chart after the occurrence of alarm observations. The properties of the new control chart are examined in a simulation study and on a real data example.Control chart;Holt-Winters;Non-stationary time series;Out- lier detection;Robustness;Statistical process control

    Oral cavity reconstruction with the masseter flap.

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    The purpose of this report is to highlight how an unusual, outdated, unpopular and overlooked reconstructive method such as the masseter flap can be a reliable, straightforward and effective solution for oral reconstruction in selected cases. We report the transposition of the masseter crossover flap in two previously pre-treated patients presenting a second primary oral squamous cell carcinoma; excellent functional results with satisfactory cosmetic appearance were obtained in both cases. In the literature, only 60 cases of oral cavity and oropharyngeal reconstructions using the masseter flap have been reported. The possible clinical utility of this flap, even in modern head and neck reconstructive surgery, is presented and discussed. We believe that the masseter flap should enter in the armamentarium of every head and neck surgeon and be kept in mind as a possible solution since it provides an elegant and extremely simple procedure in suboptimal cases for microvascular reconstruction

    Daily Exchange Rate Behaviour and Hedging of Currency Risk

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    Exchange rates typically exhibit time-varying patterns in both means and variances. The histograms of such series indicate heavy tails. In this paper we construct models which enable a decision-maker to analyze the implications of such time series patterns for currency risk management. Our approach is Bayesian where extensive use is made of Markov chain Monte Carlo methods. The effects of several model characteristics (unit roots, GARCH, stochastic volatility, heavy tailed disturbance densities) are investigated in relation to the hedging decision strategies. Consequently, we can make a distinction between statistical relevance of model specifications, and the economic consequences from a risk management point of view. The empirical results suggest that econometric modelling of heavy tails and time-varying means and variances pays off compared to a efficient markets model. The different ways to measure persistence and changing volatilities appear to strongly influence the hedging decision the investor faces.

    Abelian Sandpile Model: a Conformal Field Theory Point of View

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    In this paper we derive the scaling fields in c=2c=-2 conformal field theory associated with weakly allowed clusters in abelian sandpile model and show a direct relation between the two models.Comment: 9 pages, 2 figure

    Two-colour generation in a chirped seeded Free-Electron Laser

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    We present the experimental demonstration of a method for generating two spectrally and temporally separated pulses by an externally seeded, single-pass free-electron laser operating in the extreme-ultraviolet spectral range. Our results, collected on the FERMI@Elettra facility and confirmed by numerical simulations, demonstrate the possibility of controlling both the spectral and temporal features of the generated pulses. A free-electron laser operated in this mode becomes a suitable light source for jitter-free, two-colour pump-probe experiments
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