Results 201 to 210 of about 171,053 (214)
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On the inversion of moving averages
Scandinavian Actuarial Journal, 1938Abstract 1. Let an infinite sequence of real numbers be given by (1) {ηt } =[…, η t-2, η t-1, η t , η t+1, η t+2, . . . ] and let (b) = (b 0, b 1,.., bh ) represent real constants. The sequence(2) {ζ t } = […, ζ t-2, ζ t-1, ζt , ζ t+1, ζ t+2,…] defined for every t by the relation(3) ζ t = b 0 · η t + b 1 · η t-1 — . . .
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On threshold moving‐average models
Journal of Time Series Analysis, 1998In this paper the class of discrete self‐exciting threshold moving‐average (SETMA) models is studied in some detail. In particular, we consider various problems associated with the identification, estimation and testing of these models. A simple method for distinguishing between low order moving average (MA) and low order SETMA models is presented ...
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2017
This chapter introduces the notion of a general weighted moving average and shows that each specific moving average can be uniquely characterized by either a price weighting function or a price-change weighting function. It also demonstrates how to quantitatively assess the average lag time and smoothness of a moving average.
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This chapter introduces the notion of a general weighted moving average and shows that each specific moving average can be uniquely characterized by either a price weighting function or a price-change weighting function. It also demonstrates how to quantitatively assess the average lag time and smoothness of a moving average.
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On the inversion of a moving average
Scandinavian Actuarial Journal, 1938Abstract At the request of the Faculty of Science of Stockholms Hogskola I had the pleasure to act as opponent at the doctoral discussion on Mr. HERMAN WOLDʼns dissertation: »A Study in the Analysis of Stationary Time Series». Both the reading of the book, the public discussion and a subsequent private correspondance with the author, I have found very ...
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2017
This chapter presents a detailed review of all ordinary types of moving averages, as well as some exotic types of moving averages. These exotic moving averages include moving averages of moving averages and mixed moving averages with less average lag time.
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This chapter presents a detailed review of all ordinary types of moving averages, as well as some exotic types of moving averages. These exotic moving averages include moving averages of moving averages and mixed moving averages with less average lag time.
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2013
In a series of articles published in 1994 in the Technical Analysis of Stocks and Commodities magazine, there appeared the Dema and the Tema: two special moving averages developed by Patrick Mulloy.
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In a series of articles published in 1994 in the Technical Analysis of Stocks and Commodities magazine, there appeared the Dema and the Tema: two special moving averages developed by Patrick Mulloy.
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The Deceptiveness of Moving Averages [PDF]
Journal of Quality Technology, 1983 openaire +1 more source