Results 41 to 50 of about 2,919,022 (339)
Kumaraswamy autoregressive moving average models for double bounded environmental data
, 2020 In this paper we introduce the Kumaraswamy autoregressive moving average models (KARMA), which is a dynamic class of models for time series taking values in the double bounded interval $(a,b)$ following the Kumaraswamy distribution.
Bayer, Débora Missio +2 more
core +1 more source
Extreme value theory for moving average processes with light-tailed innovations [PDF]
, 2005 We consider stationary infinite moving average processes of the form $Y_n = \sum c_i Z_{n+i}$, where the sum ranges over the integers, (Z_i) is a sequence of iid random variables with ``light tails'' and (c_i) is a sequence of positive and summable ...
Klüppelberg, Claudia, Lindner, A.
core +2 more sources
A STUDY OF THE MEDIAN RUN LENGTH (MRL) PERFORMANCE OF THE EWMA t CHART FOR THE MEAN
South African Journal of Industrial Engineering, 2012 The exponentially weighted moving average (EWMA) chart is effective in detecting small shifts. However, the EWMA chart is not robust enough to prevent errors in estimating the process standard deviation or a changing standard deviation.
Chin, W. S., Khoo, M. B. C.
doaj +1 more source
Using the exponential moving average without delay for stock market timing
مجلة الدراسات الاقتصادية والادارية, 2022 The purpose of this research is to test the ability of the zero-lag Exponential moving average indicator timing trading in the financial market to select the best stocks and achieve a higher return than buying and holding.
Assistant Teacher Wissam Shafeeq Hassan +1 more
doaj +1 more source
Distributed Autoregressive Moving Average Graph Filters
, 2015 We introduce the concept of autoregressive moving average (ARMA) filters on a graph and show how they can be implemented in a distributed fashion.
Leus, Geert +2 more
core +1 more source
Peramalan Return Saham Menggunakan Model Integrated Moving Average
Jambura Journal of Mathematics, 2023 A popular investment that is in great demand among investors is stocked. Stocks are another type of financial instrument offering returns but carrying a higher risk level. Price time series are more difficult to manage than return time series.
Rizki Apriva Hidayana +1 more
doaj +1 more source
A note on state-space representations of locally stationary wavelet time series [PDF]
, 2008 In this note we show that the locally stationary wavelet process can be decomposed into a sum of signals, each of which follows a moving average process with time-varying parameters. We then show that such moving average processes are equivalent to state
Dahlhaus +12 more
core +4 more sources
Pediatric Blood &Cancer, EarlyView.ABSTRACT Introduction Pulmonary dysfunction and sleep abnormalities are common in children with sickle cell disease (SCD) and are associated with worse clinical outcomes. Whether spirometry abnormalities are associated with polysomnography (PSG) findings remains unclear.
Ammar Saadoon Alishlash +4 more
wiley +1 more source
Pediatric Blood &Cancer, EarlyView.ABSTRACT Background Families of children with cancer experience significant financial strain, even with universal healthcare. Indirect costs, such as productivity losses and non‐medical expenses, are rarely included in economic evaluations, and little is known about how effectively financial aid programmes alleviate this burden. Childhood brain tumours
Megumi Lim +8 more
wiley +1 more source
Autoregressive Integrated Moving Average (ARIMA) Model for Forecasting Cryptocurrency Exchange Rate in High Volatility Environment: A New Insight of Bitcoin Transaction [PDF]
, 2017 The cryptocurrency is a decentralized digital money. Bitcoin is a digital asset designed to work as a medium of exchange using cryptography to secure the transactions, to control the creation of additional units, and to verify the transfer of assets. The
Bakar, N. A. (Nashirah) +1 more
core +1 more source