Results 281 to 290 of about 2,886,524 (338)
Some of the next articles are maybe not open access.
Canadian Journal of Mathematics, 1993
AbstractLet ℝ denote the real line. Let {Tt}tєℝ be a measure preserving ergodic flow on a non atomic finite measure space (X, ℱ, μ). A nonnegative function φ on ℝ is called a weight function if ∫ℝ φ(t)dt = 1. Consider the weighted ergodic averagesof a function f X —> ℝ, where {θk} is a sequence of weight functions. Some sufficient and some necessary
Akcoglu, M. A., Déniel, Y.
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AbstractLet ℝ denote the real line. Let {Tt}tєℝ be a measure preserving ergodic flow on a non atomic finite measure space (X, ℱ, μ). A nonnegative function φ on ℝ is called a weight function if ∫ℝ φ(t)dt = 1. Consider the weighted ergodic averagesof a function f X —> ℝ, where {θk} is a sequence of weight functions. Some sufficient and some necessary
Akcoglu, M. A., Déniel, Y.
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Discount Weighted Moving Averages
Journal of the Operational Research Society, 1984Summary: An estimator to replace exponentially weighted moving averages is described and examples of its use are given. It has similar limiting properties but includes the on-line estimation of the forecast error variance as an integral part. The procedures for starting off and intervention are given.
Johnston, F. R., Harrison, P. J.
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ICASSP-88., International Conference on Acoustics, Speech, and Signal Processing, 2003
A real symmetric polynomial Q(z) can be factored into the product A(z)A(z/sup -1/) if Q(z) is nonnegative on the unit circle. The authors pose a constrained minimization problem that results in the correct factorization in this case and gives an approximation to Q(z) if Q(z) does not satisfy the nonnegativity condition. >
G. Feyh, C.T. Mullis
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A real symmetric polynomial Q(z) can be factored into the product A(z)A(z/sup -1/) if Q(z) is nonnegative on the unit circle. The authors pose a constrained minimization problem that results in the correct factorization in this case and gives an approximation to Q(z) if Q(z) does not satisfy the nonnegativity condition. >
G. Feyh, C.T. Mullis
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2019
This chapter deals with time series trends based on moving average formulas. A special case, in which the trend values are calculated with the exponential smoothing formula, is discussed with more detail.
Miguel Ángel Canela +2 more
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This chapter deals with time series trends based on moving average formulas. A special case, in which the trend values are calculated with the exponential smoothing formula, is discussed with more detail.
Miguel Ángel Canela +2 more
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2021
It is very common for market data series to be smoothed, as smoothing reduces volatility, and allows traders to eliminate the bumpy movements. The two most common smoothing indicators are: Simple Moving Average (SMA) and Exponential Moving Average (EMA).
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It is very common for market data series to be smoothed, as smoothing reduces volatility, and allows traders to eliminate the bumpy movements. The two most common smoothing indicators are: Simple Moving Average (SMA) and Exponential Moving Average (EMA).
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2017
This chapter presents a brief motivation for using moving averages for trend detection, how moving averages are computed, and their two key properties: the average lag (delay) time and smoothness. The most important thing to understand right from the start is that there is a direct relationship between the average lag time and smoothness of a moving ...
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This chapter presents a brief motivation for using moving averages for trend detection, how moving averages are computed, and their two key properties: the average lag (delay) time and smoothness. The most important thing to understand right from the start is that there is a direct relationship between the average lag time and smoothness of a moving ...
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A Comprehensive Survey on Moving Networks
IEEE Communications Surveys and Tutorials, 2021Syed Shan Jaffry +2 more
exaly
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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