The Pareto distribution plays an important role in various areas of research. In this paper, the average run length （ARL） unbiased control charts, which monitor the shape and threshold parameters of the Pareto distr...The Pareto distribution plays an important role in various areas of research. In this paper, the average run length （ARL） unbiased control charts, which monitor the shape and threshold parameters of the Pareto distribution respectively, are proposed when the incontrol parameters are known. The effects of parameter estimation on the performance of the proposed control charts are also studied. Results show that the control charts with the estimated parameters are not suitable to be used in the known parameter case, thus the ARL-unbiased control charts for the shape and threshold parameters with the desired ARLo, which consider the variability of the parameter estimates, are further developed. The performance of the proposed control charts is investigated in terms of the ARL. Finally, an example is given to illustrate the proposed control charts.展开更多
Geological strength index(GSI)has been widely used as an input parameter in predicting the strength and deformation properties of rock masses.This study derived a series of equations to satisfy the original GSI lines ...Geological strength index(GSI)has been widely used as an input parameter in predicting the strength and deformation properties of rock masses.This study derived a series of equations to satisfy the original GSI lines on the basic GSI chart.Two axes ranging from 0 to 100 were employed for surface conditions of the discontinuities and the structure of rock mass,which are independent of the input parameters.The derived equations can analyze GSI values ranging from 0 to 100 within±5%error.The engineering dimensions(EDs)such as the slope height,tunnel width,and foundation width were used together with representative elementary volume(REV)in jointed rock mass to define scale factor(sf)from 0.2 to 1 in evaluating the rock mass structure including joint pattern.The transformation of GSI into a scaledependent parameter based on engineering scale addresses a crucial requirement in various engineering applications.The improvements proposed in this study were applied to a real slope which was close to the time of failure.The results of stability assessments show that the new proposals have sufficient capability to define rock mass quality considering EDs.展开更多
The quality control chart of fructo-oligosaccharides in milk powder was established to determine whether the detection process and results are in control state.The content of fructo-oligosaccharides in milk powder con...The quality control chart of fructo-oligosaccharides in milk powder was established to determine whether the detection process and results are in control state.The content of fructo-oligosaccharides in milk powder control samples was determined by ion chromatography,and the quality control chart of fructo-oligosaccharides was established to analyze the controlled state.The results indicate that the median of the quality control chart is 1613.14 mg/100 g,and the standard deviation is 85.57 mg/100 g.The new quality control points were evaluated and analyzed,and the precision changed,but the mean value did not change.Further F test was conducted to determine that the precision did not change significantly,indicating that the test was in a statistical control state,and the detection process,method and results were controlled.展开更多
This study aims to examine the explicit solution for calculating the Average Run Length(ARL)on the triple exponentially weighted moving average(TEWMA)control chart applied to autoregressive model(AR(p)),where AR(p)is ...This study aims to examine the explicit solution for calculating the Average Run Length(ARL)on the triple exponentially weighted moving average(TEWMA)control chart applied to autoregressive model(AR(p)),where AR(p)is an autoregressive model of order p,representing a time series with dependencies on its p previous values.Additionally,the study evaluates the accuracy of both explicit and numerical integral equation(NIE)solutions for AR(p)using the TEWMA control chart,focusing on the absolute percentage relative error.The results indicate that the explicit and approximate solutions are in close agreement.Furthermore,the study investigates the performance of exponentially weighted moving average(EWMA)and TEWMA control charts in detecting changes in the process,using the relative mean index(RMI)as a measure.The findings demonstrate that the TEWMA control chart outperforms the EWMA control chart in detecting process changes,especially when the value ofλis sufficiently large.In addition,an analysis using historical data from the SET index between January 2024 and May 2024 and historical data of global annual plastic production,the results of both data sets also emphasize the superior performance of the TEWMA control chart.展开更多
Extracting data from visually rich documents and charts using traditional methods that rely on OCR-based parsing poses multiple challenges,including layout complexity in unstructured formats,limitations in recognizing...Extracting data from visually rich documents and charts using traditional methods that rely on OCR-based parsing poses multiple challenges,including layout complexity in unstructured formats,limitations in recognizing visual elements,and the correlation between different parts of the documents,as well as domain-specific semantics.Simply extracting text is not sufficient;advanced reasoning capabilities are proving to be essential to analyze content and answer questions accurately.This paper aims to evaluate the ability of the Large Language Models(LLMs)to correctly answer questions about various types of charts,comparing their performance when using images as input versus directly parsing PDF files.To retrieve the images from the PDF,ColPali,a model leveraging state-of-the-art visual languagemodels,is used to identify the relevant page containing the appropriate chart for each question.Google’s Gemini multimodal models were used to answer a set of questions through two approaches:1)processing images derived from PDF documents and 2)directly utilizing the content of the same PDFs.Our findings underscore the limitations of traditional OCR-based approaches in visual document understanding(VrDU)and demonstrate the advantages of multimodal methods in both data extraction and reasoning tasks.Through structured benchmarking of chart question answering(CQA)across input formats,our work contributes to the advancement of chart understanding(CU)and the broader field of multimodal document analysis.Using two diverse and information-rich sources:the World Health Statistics 2024 report by theWorld Health Organisation and the Global Banking Annual Review 2024 by McKinsey&Company,we examine the performance ofmultimodal LLMs across different input modalities,comparing their effectiveness in processing charts as images versus parsing directly from PDF content.These documents were selected due to their multimodal nature,combining dense textual analysis with varied visual representations,thus presenting realistic challenges for vision-language models.This comparison is aimed at assessing how advanced models perform with different input formats and to determine if an image-based approach enhances chart comprehension in terms of accurate data extraction and reasoning capabilities.展开更多
We use transaction-level data from the Bitcoin exchange Mt.Gox,including over 1.4 million transactions from more than 45,000 traders,to investigate the role of technical chart patterns in the early Bitcoin market from...We use transaction-level data from the Bitcoin exchange Mt.Gox,including over 1.4 million transactions from more than 45,000 traders,to investigate the role of technical chart patterns in the early Bitcoin market from April 2011 to September 2013.Employing a pattern recognition algorithm,we identify hourly trading signals for five major chart patterns.Buy signals of these patterns are associated with an average increase in abnormal trading volume of more than 53%.Trades executed during buy signal periods yield significantly higher average returns than those made during non-signal periods.Traders who use chart patterns more frequently are more likely to generate right-skewed return distributions,engage in more active trading,and achieve higher average roundtrip returns.Our research suggests that chart pattern trading was a crucial tool for Mt.Gox clients,highlighting the importance of technical heuristics in shaping the dynamics in a less efficient and unregulated market environment.By leveraging a comprehensive transaction dataset from a major cryptocurrency exchange,we provide unique insights into the actual trading behavior of the first Bitcoin adopters.This sets our work apart from previous studies that mainly rely on backtesting technical strategies using publicly available price data.展开更多
基金Supported by Foundation of Ministry of Education of China(13YJC910005,13YJC910010,12YJA910005)Zhejiang Provincial Natural Science Foundation of China(LY16G020003)+2 种基金the Philosophy and Social Science Research Project in Zhejiang Province of China(13NDJC055YB)the National Natural Science Foundation of China(11371322)the Zhejiang Provincial Key Research Base for Humanities and Social Science Research(Statistics)
文摘The Pareto distribution plays an important role in various areas of research. In this paper, the average run length （ARL） unbiased control charts, which monitor the shape and threshold parameters of the Pareto distribution respectively, are proposed when the incontrol parameters are known. The effects of parameter estimation on the performance of the proposed control charts are also studied. Results show that the control charts with the estimated parameters are not suitable to be used in the known parameter case, thus the ARL-unbiased control charts for the shape and threshold parameters with the desired ARLo, which consider the variability of the parameter estimates, are further developed. The performance of the proposed control charts is investigated in terms of the ARL. Finally, an example is given to illustrate the proposed control charts.
文摘Geological strength index(GSI)has been widely used as an input parameter in predicting the strength and deformation properties of rock masses.This study derived a series of equations to satisfy the original GSI lines on the basic GSI chart.Two axes ranging from 0 to 100 were employed for surface conditions of the discontinuities and the structure of rock mass,which are independent of the input parameters.The derived equations can analyze GSI values ranging from 0 to 100 within±5%error.The engineering dimensions(EDs)such as the slope height,tunnel width,and foundation width were used together with representative elementary volume(REV)in jointed rock mass to define scale factor(sf)from 0.2 to 1 in evaluating the rock mass structure including joint pattern.The transformation of GSI into a scaledependent parameter based on engineering scale addresses a crucial requirement in various engineering applications.The improvements proposed in this study were applied to a real slope which was close to the time of failure.The results of stability assessments show that the new proposals have sufficient capability to define rock mass quality considering EDs.
基金Supported by the Inner Mongolia Autonomous Region's Key Research and Achievement Transformation plan (2023YFHH0093).
文摘The quality control chart of fructo-oligosaccharides in milk powder was established to determine whether the detection process and results are in control state.The content of fructo-oligosaccharides in milk powder control samples was determined by ion chromatography,and the quality control chart of fructo-oligosaccharides was established to analyze the controlled state.The results indicate that the median of the quality control chart is 1613.14 mg/100 g,and the standard deviation is 85.57 mg/100 g.The new quality control points were evaluated and analyzed,and the precision changed,but the mean value did not change.Further F test was conducted to determine that the precision did not change significantly,indicating that the test was in a statistical control state,and the detection process,method and results were controlled.
基金the National Science,Research and Innovation Fund(NSRF)King Mongkuts University of Technology North Bangkok under contract no.KMUTNB-FF-68-B-08.
文摘This study aims to examine the explicit solution for calculating the Average Run Length(ARL)on the triple exponentially weighted moving average(TEWMA)control chart applied to autoregressive model(AR(p)),where AR(p)is an autoregressive model of order p,representing a time series with dependencies on its p previous values.Additionally,the study evaluates the accuracy of both explicit and numerical integral equation(NIE)solutions for AR(p)using the TEWMA control chart,focusing on the absolute percentage relative error.The results indicate that the explicit and approximate solutions are in close agreement.Furthermore,the study investigates the performance of exponentially weighted moving average(EWMA)and TEWMA control charts in detecting changes in the process,using the relative mean index(RMI)as a measure.The findings demonstrate that the TEWMA control chart outperforms the EWMA control chart in detecting process changes,especially when the value ofλis sufficiently large.In addition,an analysis using historical data from the SET index between January 2024 and May 2024 and historical data of global annual plastic production,the results of both data sets also emphasize the superior performance of the TEWMA control chart.
基金supported by a grant from the Ministry of Research,Innovation and Digitization,CNCS/CCCDI-UEFISCDI,project number COFUND-CETP-SMART-LEM-1,within PNCDI Ⅳ.
文摘Extracting data from visually rich documents and charts using traditional methods that rely on OCR-based parsing poses multiple challenges,including layout complexity in unstructured formats,limitations in recognizing visual elements,and the correlation between different parts of the documents,as well as domain-specific semantics.Simply extracting text is not sufficient;advanced reasoning capabilities are proving to be essential to analyze content and answer questions accurately.This paper aims to evaluate the ability of the Large Language Models(LLMs)to correctly answer questions about various types of charts,comparing their performance when using images as input versus directly parsing PDF files.To retrieve the images from the PDF,ColPali,a model leveraging state-of-the-art visual languagemodels,is used to identify the relevant page containing the appropriate chart for each question.Google’s Gemini multimodal models were used to answer a set of questions through two approaches:1)processing images derived from PDF documents and 2)directly utilizing the content of the same PDFs.Our findings underscore the limitations of traditional OCR-based approaches in visual document understanding(VrDU)and demonstrate the advantages of multimodal methods in both data extraction and reasoning tasks.Through structured benchmarking of chart question answering(CQA)across input formats,our work contributes to the advancement of chart understanding(CU)and the broader field of multimodal document analysis.Using two diverse and information-rich sources:the World Health Statistics 2024 report by theWorld Health Organisation and the Global Banking Annual Review 2024 by McKinsey&Company,we examine the performance ofmultimodal LLMs across different input modalities,comparing their effectiveness in processing charts as images versus parsing directly from PDF content.These documents were selected due to their multimodal nature,combining dense textual analysis with varied visual representations,thus presenting realistic challenges for vision-language models.This comparison is aimed at assessing how advanced models perform with different input formats and to determine if an image-based approach enhances chart comprehension in terms of accurate data extraction and reasoning capabilities.
文摘We use transaction-level data from the Bitcoin exchange Mt.Gox,including over 1.4 million transactions from more than 45,000 traders,to investigate the role of technical chart patterns in the early Bitcoin market from April 2011 to September 2013.Employing a pattern recognition algorithm,we identify hourly trading signals for five major chart patterns.Buy signals of these patterns are associated with an average increase in abnormal trading volume of more than 53%.Trades executed during buy signal periods yield significantly higher average returns than those made during non-signal periods.Traders who use chart patterns more frequently are more likely to generate right-skewed return distributions,engage in more active trading,and achieve higher average roundtrip returns.Our research suggests that chart pattern trading was a crucial tool for Mt.Gox clients,highlighting the importance of technical heuristics in shaping the dynamics in a less efficient and unregulated market environment.By leveraging a comprehensive transaction dataset from a major cryptocurrency exchange,we provide unique insights into the actual trading behavior of the first Bitcoin adopters.This sets our work apart from previous studies that mainly rely on backtesting technical strategies using publicly available price data.
