Results 11 to 20 of about 4,340,622 (287)
A Bayesian nonlinearity test for threshold moving average models [PDF]
, 2010 We propose a Bayesian test for nonlinearity of threshold moving average (TMA) models. First, we obtain the marginal posterior densities of all parameters, including the threshold and delay, of the TMA model using Gibbs sampler with the Metropolis ...
Zhiqiang Zhang +7 more
core +4 more sources
Linear least squares estimation of the first order moving average parameter [PDF]
, 2002 We propose an iterative procedure to minimize the sum of squares function which avoids the nonlinear nature of estimating the first order moving average parameter and provides a closed form of the estimator.
Valdero Mora, Emili
core +6 more sources
Optimizing the moving average [PDF]
The 2012 International Joint Conference on Neural Networks (IJCNN), 2012 This paper proposes a new and optimal moving average model that reduces the problems of alternative models. The random (noisy) nature of financial time series creates difficulties when modelling with any method. The most common linear model to deal with this issue of noise is the moving average.
Adrian Letchford +2 more
openaire +3 more sources
Results in Engineering, 2023 Control charts are an extremely valuable tool in statistical process control (SPC) for processing information from a system or procedure over time and displaying statistically significant changes in data while also showing how a system or process is ...
Khanittha Talordphop +2 more
doaj +1 more source
Exponential moving average versus moving exponential average [PDF]
Mathematische Semesterberichte, 2010 In this note we discuss the mathematical tools to define trend indicators which are used to describe market trends. We explain the relation between averages and moving averages on the one hand and the so called exponential moving average (EMA) on the other hand.
openaire +2 more sources
Pendugaan Imbal Hasil Saham dengan Model Autoregressive Moving Average
Jambura Journal of Mathematics, 2021 ABSTRAK Seorang investor pada umumnya berharap untuk membeli suatu saham dengan harga yang rendah dan menjual saham tersebut dengan harga yang lebih tinggi untuk memperoleh imbal hasil yang tinggi.
Grifin Ryandi Egeten +2 more
doaj +1 more source
On Bayesian Identification of Moving Average Models [PDF]
The Egyptian Statistical Journal, 2009 The main objective of this study is to handle the identification problem for the moving average (MA) models from a Bayesian point of view. Two Bayesian approaches of identification, namely the direct and indirect approaches, are considered with two ...
Emad E. A. Soliman, Amal M. A. Fattah
doaj +1 more source
Data in Brief, 2021 The coronavirus disease 2019 (COVID-19) spread rapidly across the world since its appearance in December 2019. This data set creates one-, three-, and seven-day forecasts of the COVID-19 pandemic's cumulative case counts at the county, health district ...
Christopher J. Lynch, Ross Gore
doaj +1 more source
Bayesian Forecasting of Vector Moving Average Processes [PDF]
The Egyptian Statistical Journal, 2015 Forecasting is the final and one of the most important phases of a multivariate time series analysis. This article develops an approximate Bayesian methodology to forecast the future observations of vector moving average processes.
Sherif S.Ali
doaj +1 more source