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SPC elements in company financial proceeding

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dc.title SPC elements in company financial proceeding en
dc.contributor.author Kovářík, Martin
dc.contributor.author Klímek, Petr
dc.relation.ispartof Finance and the Performance of Firms in Science, Education and Practice 2011
dc.identifier.isbn 978-80-7454-020-2
dc.date.issued 2011
dc.citation.spage 262
dc.citation.epage 279
dc.event.title 5th International Scientific Conference on Finance and the Performance of Firms in Science, Education, and Practice
dc.event.location Zlín
utb.event.state-en Czech Republic
utb.event.state-cs Česká republika
dc.event.sdate 2011-04-28
dc.event.edate 2011-04-28
dc.type conferenceObject
dc.language.iso en
dc.publisher Univerzita Tomáše Bati ve Zlíně (UTB) cs
dc.publisher Tomas Bata University in Zlín en
dc.subject Statistical Process Control en
dc.subject Shewhart's control charts en
dc.subject process capability indices en
dc.subject control chart EWMA en
dc.subject control chart CUSUM en
dc.description.abstract We will deal with financial proceeding of the company using methods of SPC (Statistical Process Control), specifically through Shewhart's control charts using the mean value of control charts, the mean value is constant and the process capability indices in following paper. These situations will be demonstrated on four case studies. The first study will focus on the regulation of financial flows for a company. The second study will involve the regulation of financial flows for the company with six plants. The other two case studies and conclusions of our paper will be devoted to applications of control charts in the financial data that are sensitive to the mean shifting while calculating the autocorrelation in the data. These charts are CUSUM control chart and EWMA chart. We highlight the versatility of control charts not only in manufacturing but also in managing the financial stability of cash flows in this paper. en
utb.faculty Faculty of Management and Economics
dc.identifier.uri http://hdl.handle.net/10563/1002969
utb.identifier.rivid RIV/70883521:28120/11:43865969!RIV12-MSM-28120___
utb.identifier.obdid 43865989
utb.identifier.wok 000306544000025
utb.source d-wok
dc.date.accessioned 2012-10-04T12:11:52Z
dc.date.available 2012-10-04T12:11:52Z
utb.identifier.utb-sysno 57048
utb.contributor.internalauthor Kovářík, Martin
utb.contributor.internalauthor Klímek, Petr
utb.fulltext.affiliation Kovářík Martin, Klímek Petr Contact information Ing. Martin Kovářík, Assoc. Prof. Ing. Petr Klímek, Ph.D. Tomas Bata University in Zlín, Faculty of Management and Economics Department of Statistics and Quantitative Methods Mostní 5139, 760 01 Zlín Tel: +420 576 032 815 email: [email protected], email: [email protected]
utb.fulltext.dates -
utb.fulltext.references 1. Chambers D.S., Wheeler, D.J. (1992) Understanding Statistical Process Control. 2nd edition. USA: SPC Press, Inc 2. Chandra, M. J. (2001) Statistical Quality Control. United States of America: Nakladatelství CRC Press, LLC. 3. Filzmoser, P., Reimann, C., Garrett, R. G. (2003). Multivariate outlier detection in exploration geochemistry. Technical report TS 03-5, Austria: Department of Statistics, Vienna University of Technology 4. Garrett R. G. (1989) “The chi-square plot: A tool for multivariate outlier recognition”, Journal of Geochemical Exploration, vol. 32: 319-341 5. Gervini D. (2003) “A robust and efficient adaptive reweighted estimator of multivariate location and scatter”, Journal of Multivariate Analysis, vol. 84: 116-144 6. Grubbs F. E. (1969): Procedures for Detecting Outlying Observations in Samples. Technometrics 11 7. Hušek, R. (2007) Ekonometrická analýza. Praha: Vysoká škola ekonomická v Praze, Nakladatelství Oeconomica 8. Kupka, K. (2001) Statistické řízení jakosti. Pardubice: TriloByte 9. Meloun, M., Militký, J. (2006) Kompendium statistického zpracování dat. Praha: Academia, nakladatelství Akademie věd České republiky 10. Noskievičová, D. (2008) “Vybrané metody statistické regulace procesu pro autokorelovaná data”, AUTOMA, vol 10: 40 – 43 11. Tošenovský, J. (2007) Ekonomické a technologické hodnocení způsobilosti procesů: algoritmy a řešené úlohy. Ostrava: Dům techniky Ostrava, spol. s.r.o
utb.fulltext.sponsorship This paper has been supported by IGA TBU No IGA/73/FaME/10/, Developement in usage of mathematical and statistical methods in quality management.
utb.fulltext.projects IGA/73/FaME/10
utb.fulltext.faculty Faculty of Management and Economics
utb.fulltext.ou Department of Statistics and Quantitative Methods
utb.identifier.jel -
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