moving average
Time Series Forecasting by using Seasonal Autoregressive Integrated Moving Average: Subset, Multiplicative or Additive Model
... ARIMA is the method first introduced by Box and Jenkins (1976) and until now become the most popular models for forecasting univariate time series data. This model has been originated from the Autoregressive model (AR), ...
8
Bivariate copulas on the exponentially weighted moving average control chart
... Weighted Moving Average (EWMA) control chart when observations are from an exponential distribution using a Monte Carlo simulation ...the Average Run Length (ARL) which is compared for each ...
6
Image Compression Using Moving Average Histogram and RBF Network
... zeros in it but of the same dimension as of the BW image and other color planes, second step is to replace the logical values of BW image in the dummy matrix created and replicate it for all three matrices, third step is ...
20
O Moving Average Convergence-Divergence como ferramenta para a decisão de investimentos no mercado de ações.
... Atualmente, existem diversos indicadores utilizados pela análise técnica de ações, que auxiliam os investidores no processo de tomada de decisões, entre os quais, pode-se citar o Moving Average ...
19
Generalized seasonal autoregressive integrated moving average models for count data with application to malaria time series with low case numbers.
... integrated moving average (SARIMA) models, which assume that logarithmically trans- formed monthly malaria case count data are approximately Gaussian ...
9
Price Moving Average and Volume
... from moving average strategies where the mean buy returns are statistically different from the mean sell ...given moving average strategy is statistically higher (lower) than the median sell ...
50
The impact of Weibull data and autocorrelation on the performance of the Shewhart and exponentially weighted moving average control charts
... Wieringa (1999) examined the case where autocorrelation is either ignored or unknown. The AR (1) model was used to generate the observations. The Shewhart control chart was first constructed with autocorrelation present. ...
8
Predictive determinants of scorpion stings in a tropical zone of south Iran: use of mixed seasonal autoregressive moving average model
... The Pearson correlation statistics (r) was also applied to determine any significant relation between the cli- matic factors and the monthly activity of scorpions [13]. The (weighted) multiple regression analysis was ...
13
STOXX50 Moving Average Monthly Returns
... weighted average cost of capital (WACC) for the defined parts, at the same time, the chosen benchmark should fully reflect the potential investor in the ...
8
MAPPING THE RISKS OF MALARIA, DENGUE AND INFLUENZA USING SATELLITE DATA
... Integrated Moving Average (ARIMA) to model influenza in Hong Kong; and using a discrete event simulation model to simulate malaria prevalence among 23 ...
4
Momentum Analysis based Stock Market Prediction using Adaptive Neuro-Fuzzy Inference System (ANFIS)
... of Moving average and RSI, we also need some complimentary values that help create more realistic Fuzzy ...prevailing Moving Average ...
6
Rev. Saúde Pública vol.49
... analysis, average temperature and humidity values for the seven days preceding collection of blood cultures were compared with an overall “seven-days moving average” for the study ...
7
GARMA models, a new perspective using Bayesian methods and transformations
... The Chapter 5 extends the TGARMA models, giving rise to the Bayesian approach on the transformed generalized autoregressive moving average (TGARMA) model. This approach presents some gain on the estimate, ...
103
Systolic peak detection in acceleration photoplethysmograms measured from emergency responders in tropical conditions.
... For all the algorithms, the detection errors arose from a variety of factors including the existence of wide premature ventricular contractions, low-amplitude peaks, peaks with reversed polarity, and signals with low ...
11
OF EUROPEAN CDS AND CDO CONTRACTS
... Table X – Regression results of changes in log iTraxx Tranche premia including all the independent variables and a Moving Average of order 1. Results obtained from the OLS regressions[r] ...
49
The Usage of Time Series Control Charts for Financial Process Analysis
... integrated moving average models, the ARIMA ...AR), moving average (model MA), mixed models (the ARMA models), and ARIMA models, based on Box-Jenkins methodology is seen as a time series ...
17
S. Lampreia V. Vairinhos 15 of MEWMA
... Weighted Moving Average Modified (MEWMAM) control charts are applied in Phase II to data collected from an electric pump, controlling the behavior of data using this ...
11
A hybrid least squares support vector machines and GMDH approach for river flow forecasting
... In this study the application of GLSSVM for monthly river flow forecasting of Selangor and Bernam River are investigated. The results of the proposed GLSSVM approach are compared with the conventional artificial neural ...
41
A Genetic Programming Based Stock Price Predictor together with Mean-Variance Based Sell/Buy Actions
... proposed approach has reduced the dimensionality of the feature space and has decreased irrelevant factors for stock market prediction. In [11] the difference between the price and the moving average, ...
6
Optimisation of algorithms to predict biomass and size distribution of fish reared in cages, using the Aquanetix production management software
... the moving average of the estimated biomass, mortality, density, number of fish and mean ...the moving average of the estimated biomass, at fourteen and thirty days prior to the first ...
67