Results 281 to 290 of about 5,967,904 (331)
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On an approach to moving-average filtering
Signal Processing, 1993zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Vladimir Lyandres, S. Briskin
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Moving averages of solutions of ODEs
Applied Mathematics and Computation, 2007zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Lawrence F. Shampine, Skip Thompson
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On threshold moving‐average models [PDF]
Journal of Time Series Analysis, 1998 In 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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Enhanced Moving Average Computation
2009 WRI World Congress on Computer Science and Information Engineering, 2009Moving Average is a known technique used in the analysis of time-series data. Quite commonly its used as a technique to smooth out spikes and highlight the trends over a longer period of time. This paper discusses a series of variants to standard moving average computation, which when used with time series data produce quite effective results and with ...
Raveendran Vadakkoot +2 more
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On prediction of moving-average processes
Advances in Applied Probability, 1980Let {X n } be a discrete-time stationary moving-average process having the representation where the real-valued process (Y n ) has a well-defined entropy and spectrum. Let ∊∗2 k denote the smallest mean-squared error of any estimate of X n based on observations of X n–1 , X n–2 , …, X n–k , and let ∊∗2 klin , be the corresponding least mean-squared ...
Shepp, L. A., Slepian, D., Wyner, A. D.
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Adjusted combination of moving averages: A forecasting system for medium-term solar irradiance
, 2021D. J. Pedregal, J. Trapero
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Moving average processes and maximum entropy
IEEE Transactions on Information Theory, 1992Summary: A characterization of the stochastic process that has maximum entropy among all moving average processes of order \(q\), subject to the condition that the autovariances \(\gamma(k)\) satisfy \(\gamma(k)=c_ k\), for \(k=0,1,\ldots,p\), is provided by exploiting properties of the inverse autocovariance sequence.
Politis, Dimitris Nicolas +1 more
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Market Timing With Moving Averages
International Review of Finance, 2012AbstractI present evidence that a moving average (MA) trading strategy has a greater average return and skewness as well as a lower variance compared to buying and holding the underlying asset using monthly returns of value‐weighted US decile portfolios sorted by market size, book‐to‐market, and momentum, and seven international markets as well as 18 ...
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Control Chart Tests Based on Geometric Moving Averages
Technometrics, 2000S. W. Roberts
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