Results 11 to 20 of about 487,695 (256)

New modified exponentially weighted moving average-moving average control chart for process monitoring

open access: yesConnection Science, 2022
The mixed control chart is proposed to improve detection performance with fewer process shifts. In this study, we proposed the modified exponentially weighted moving average - moving average control chart (MMEM), a new mixed control chart for observing ...
Khanittha Talordphop   +2 more
doaj   +1 more source

On designing new mixed modified exponentially weighted moving average - exponentially weighted moving average control chart

open access: yesResults 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]

open access: yesMathematische 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

open access: yesJambura 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

Application of one-, three-, and seven-day forecasts during early onset on the COVID-19 epidemic dataset using moving average, autoregressive, autoregressive moving average, autoregressive integrated moving average, and naïve forecasting methods

open access: yesData 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

On Bayesian Identification of Moving Average Models [PDF]

open access: yesThe 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

Self-Attentive Moving Average for Time Series Prediction

open access: yesApplied Sciences, 2022
Time series prediction has been studied for decades due to its potential in a wide range of applications. As one of the most popular technical indicators, moving average summarizes the overall changing patterns over a past period and is frequently used ...
Yaxi Su, Chaoran Cui, Hao Qu
doaj   +1 more source

Bayesian Forecasting of Vector Moving Average Processes [PDF]

open access: yesThe 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

Bayesian Identification of Seasonal Moving Average Models [PDF]

open access: yesThe Egyptian Statistical Journal, 2011
This study approaches the Bayesian identification of seasonal moving average processes using an approximate likelihood function and a normal gamma prior density.
Samir M.Shaarawy   +2 more
doaj   +1 more source

The Burr XII Autoregressive Moving Average Model

open access: yesComputer Sciences & Mathematics Forum, 2023
The present work proposes a new class of model for random variables with support in the positive real line, this model explains the conditional quantile and is an alternative for modeling data that indicate asymmetric behavior and heavy tails. We present
Fernando José Monteiro de Araújo   +2 more
doaj   +1 more source

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