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Periodic moving average process [PDF]
Applications of Mathematics, 1985 Periodic moving average processes are representatives of the class of periodic models suitable for the description of some seasonal time series and for the construction of multivariate moving average models. The attention being lately concentrated mainly on the periodic autoregressions, some methods of statistical analysis of the periodic moving ...
Cipra, Tomáš
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On the structure of moving average processes [PDF]
Journal of Econometrics, 1977 This paper uses Hilbert space methods to develop a rigorous proof that the sum of two uncorrelated moving average processes of order q1 and qz is an MA process of order q 6 max ((I~, q2). The methods establish the existence of suitable random shocks for the summed process, they illuminate relationships between the coefficients of such processes and ...
Ansley, Craig F. +2 more
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Complete moment convergence of moving average processes for m-WOD sequence
Journal of Inequalities and Applications, 2021 In this paper, the complete moment convergence for the partial sum of moving average processes { X n = ∑ i = − ∞ ∞ a i Y i + n , n ≥ 1 } $\{X_{n}=\sum_{i=-\infty }^{\infty }a_{i}Y_{i+n},n\geq 1\}$ is established under some mild conditions, where { Y i , −
Lihong Guan, Yushan Xiao, Yanan Zhao
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Bayesian Prediction of Moving Average Processes Using Different Types of Priors [PDF]
The Egyptian Statistical Journal, 2018 The current article approaches the Bayesian prediction of moving average processes using three well-known priors: g prior, natural conjugate (NC) prior, and Jeffreys' prior.
Emad Soliman +2 more
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Bayesian Classification with First Order Moving Average Sources [PDF]
The Egyptian Statistical Journal, 1992 The main objective of this paper is to develop a convenient Bayesian procedure that can be used to assign a univariate time series realization to one of several first order moving average sources, with unknown coefficients, that share a common unknown ...
Ahmed Haroun, Samir Shaarawy
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Box-Jenkins Forecasting Arima Models as Applied to Commercial Banks' Deposits [PDF]
The Egyptian Statistical Journal, 1992 The Box-Jenkins ARIMA model is used in this article to identify statistical forecasting models for the commercial banks deposits in Egypt. Four models have been identified according to the type of the sun deposits.
Ibrahim Ibrahim
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A Closed Analytic for the Precision Matrix of the Second Order Moving Average Processes [PDF]
The Egyptian Statistical Journal, 2018 A difficult and challenging problem not only to bayesian but also to those interested in maximum likelihood estimation is to express the precision matrix of the second order moving average processes in closed analytic from in terms of the parameters ...
Samir M. Shaarawy +1 more
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An EWMA control chart for the mean of individual streams in multiple stream processes
Gestão & Produção, 2021 : In a multiple stream process (MSP) a product is manufactured in a number of streams in parallel. The traditional tool for monitoring MSPs, the group control chart (GCC), does not take into account that typically the value of the quality variable in ...
Bruno Francisco Teixeira Simões +1 more
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Exponentially weighted moving average—Moving average charts for monitoring the process mean
PLOS ONE, 2020 This research aimed to propose a newly-mixed control chart called the Exponentially Weighted Moving Average-Moving Average Chart (EWMA-MA) to detect the mean change in a process underlying symmetric and asymmetric distributions. The performance of the proposed control chart are compared with Shewhart, MA, EWMA, MA-EWMA and EWMA-MA control charts by ...
Saowanit Sukparungsee +2 more
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Prediction in moving average processes [PDF]
Journal of Statistical Planning and Inference, 2008 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Schick, Anton, Wefelmeyer, Wolfgang
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