PM2.5 Time Series Imputation with Moving Averages, Smoothing, and Linear Interpolation
In this work, a novel model for hourly PM2.5 time series imputation is proposed for the estimation of missing values in different gap sizes, including 1, 3, 6, 12, and 24 h.
Anibal Flores +4 more
doaj +3 more sources
Fast T Wave Detection Calibrated by Clinical Knowledge with Annotation of P and T Waves
Background: There are limited studies on the automatic detection of T waves in arrhythmic electrocardiogram (ECG) signals. This is perhaps because there is no available arrhythmia dataset with annotated T waves.
Mohamed Elgendi +2 more
doaj +1 more source
A factor pricing model based on double moving average strategy
The heterogeneous market hypothesis states that there are different types of investors with different investment term-structures in the stock market.
YuZhi Chen, Yi Fang, XinYue Li, Jian Wei
doaj +1 more source
Long Run Returns Predictability and Volatility with Moving Averages
This paper examines how the size of the rolling window, and the frequency used in moving average (MA) trading strategies, affects financial performance when risk is measured.
Chia-Lin Chang +3 more
doaj +1 more source
Peramalan Kurs IDR Terhadap USD Menggunakan Double Moving Averages Dan Double Exponential Smoothing
Kurs IDR terhadap USD yang fluktuatif sangat mempengaruhi ekonomi Indonesia saat ini, dibutuhkan suatu metode untuk meramalkan Kurs IDR terhadap USD agar bisa diprediksi.
Padrul Jana +2 more
doaj +1 more source
The first 2 years of COVID-19 in Italy: Incidence, lethality, and health policies
BackgroundThe novel coronavirus disease 2019 (COVID-19) is an ongoing pandemic that was first recognized in China in December 2019. This paper aims to provide a detailed overview of the first 2 years of the pandemic in Italy.Design and methodsUsing the ...
Pierpaolo Ferrante
doaj +1 more source
A strong deviation theorem and its application to herding effect
Wang and Yang (2011) studied the strong deviation theorems of the n-th order identical distribution (for short i.d.) random sequences. In the present paper we arrive at the strong deviation theorems for the moving averages of the third order non ...
Zixian Cui +3 more
doaj +1 more source
Algorithmic Trading, Price-Based Functions, Daily and Intraday Moving Averages, Average Directional Index (ADX), Buy-and-Hold Strategy [PDF]
Traders and investors have always sought to maximize profits and manage risks associated with their investments. Over the past decades, various tools have been developed to achieve these objectives.
Hamid Hasani, Saeed Rahimian
doaj +1 more source
Long Range Dependence for Stable Random Processes
We investigate long and short memory in $\alpha$-stable moving averages and max-stable processes with $\alpha$-Fr\'echet marginal distributions. As these processes are heavy-tailed, we rely on the notion of long range dependence suggested by Kulik and ...
Makogin, Vitalii +3 more
core +1 more source
Voronoi means, moving averages, and power series [PDF]
We introduce a {\it non-regular} generalisation of the N\"{o}rlund mean, and show its equivalence with a certain moving average. The Abelian and Tauberian theorems establish relations with convergent sequences and certain power series.
Bingham, N. H., Gashi, Bujar
core +2 more sources

