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Showing 1 to 20 of 222 for “"moving average"”.
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Wavelet regression with long memory infinite moving average errors
… regression function with long memory infinite moving average errors, and investigate the rates of convergence of estimators based on thresholding of empirical wavelet coefficients. We show that these estimators achieve nearly optimal minimax convergence rates within a logarithmic term over a …
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System Simulation Output Analysis by Autoregressive-Integrated Moving Average Models
Made available in DSpace on 2015-05-12T22:38:11Z (GMT). No. of bitstreams: 2 license.txt: 4848 bytes, checksum: 96035ab3f5e1c23cc7138a224ce498bd (MD5) 7309930.PDF: 5142666 bytes, checksum: 5ae56d3bb78e2c7de46581dcc2c2857c (MD5) Previous issue date: 1972
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New product forecasting of appliance and consumables : moving average model
… by the final demand plaining software while only Moving Average Model is explained in detail in this paper. Moreover, this paper also demonstrates the methodology to forecast consumable pods.
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Exponentially Weighted Moving Average Charts for Monitoring the Process Generalized Variance
<p>The exponentially weighted moving average chart based on the sample generalized variance is studied under the independent multivariate normal model for the vector of quality measurements. The performance of the chart is based on an analysis of the chart's initial and steady-state run length …
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On stationary and nonstationary fatigue load modeling using autoregressive moving average (ARMA) models
… of time series referred to as Autoregressive Moving Average (ARMA) models, while a Fourier series is used to account for the variation of the mean and variance. Due to the use of random phase angles in the Fourier series, an ensemble of mean and variance variations is obtained. The methods of …
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Testing and Analyzing the 10-Day Moving Average Rule as a System for Commodity Trading
… is a trend following technique called the 10-Day Moving Average Rule. | The objective of this paper is to test and analyze this rule over a period of time.
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Profitability of Trading Rules in MENA Stock Markets
… (MENA) markets. The trading rules that used are: moving average trading rules (MA), trading range breakout (TRB) trading rules, filter trading rules, channel trading rules, Bollinger band (BB) trading rules and moving average coverage divergence (MACD) trading rules. The markets used in this work …
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Momentum Effects: Essays on Trading Rule Returns in G10 Currency Pairs
… obtained from a wide set of dual crossover moving average combinations. The application of statistical tools that stem from survival time analysis sheds light on the subject of market efficiency within the currency market. Empirical momentum signals from shorter-term trading rules outlive …
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Momentum trading strategy on the Johannesburg Stock Exchange
… in the market, namely using a stock's price and moving average, ranking stocks based on prior returns, and allocating stocks as overbought and oversold. The strategies are employed on data comprising the top 60 stocks on the JSE as at August 2012. The period tested runs from January 1998 to …
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Essays On Spatial Econometrics: Estimation Methods And Applications
… autoregressive models that have a spatial moving average process in the disturbance term. The spatial moving average process introduces a different interaction structure among observations. In the first part of this essay, we describe the transmission and the effect of shocks under a …
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Time Series Forecasting Modeling for Demand of Emergency Department
… 일일 내원환자 수를 예측하는 모델로 본 연구에서는 시계열 모델 중 1) MA(Moving Average) 모델, 2) 단변량 - 계절형 ARIMA(Seasonal Auto- Regressive Integrated Moving Average) 모델, 3) 다변량 - 계절형 ARIMA(Seasonal Auto- Regressive Integrated Moving Average)모델을 구축하였다. 그리고, 각 모델의 적합도 평가를 위해 1) 잔차분석, 2) AIC(Akaike Information Criterion), …
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Empirical Bayes methods in time series analysis
… series parameters: The autoregressive model, moving average model, mixed autoregressive-moving average, regression with time series errors, regression with unobservable variables, serial correlation, multiple time series and spectral density function. In each case, empirical Bayes estimators …
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Exact Maximum Likelihood Estimation of the Kalman Filter Model
… regression equation to follow an autoregressive-moving average process. Thus the KFM is a generalization of the random coefficients model.
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Using resonant MEMS pedestal sensors and filtering techniques to determine the growth curve of MDA-MB-231, metastatic breast cancer cells
… different processing methods: Savitzky-Golay and Moving Average. Our main goal in performing these two techniques was to determine the most appropriate processing method for our data. We found the Savitzky-Golay method to be more favorable than the moving average to interpret the MDA-MB-231 cell …
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Characterization and short term forecasting of the US long haul truckload spot market
… We solve the problem using four models: Naive, Moving Average, Auto Regressive Integrated Moving Average, and Feed-Forward Neural Networks. Additionally, we employ concept drift handling techniques to re-train the models regularly with new information to account for changes that may appear in …
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Parameter estimation for series observed with round-off error
… proposed for estimating parameters of a finite moving average time series which is observed only after rounding. Method of moments estimators are proposed for estimation of parameters of time series observed with general measurement error, including error, ε<sub>n</sub>, which is correlated with …
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A modified approach for obtaining sieve bootstrap prediction intervals for time series
… versions of such intervals for autoregressive moving average (ARMA) processes assume that the autoregressive and moving average orders, p, q respectively, are known, The sieve bootstrap, first introduced by Bühlmann in 1997, sidesteps this assumption for invertible time series by approximating …
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Development of a fuel cell plug-in hybrid electric vehicle and vehicle simulator for energy management assessment
… a heuristic method that relies on a short-term moving average of the vehicle power requirements. The second method utilizes an affine function of the short-term and long-term moving average vehicle power requirements. The development process of these methods has required the creation of a …
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Adaptive Energy Management Scheme in Real-Time Energy Harvesting Embedded Systems
… schemes were used, namely Exponentially Weighted Moving Average (EWMA) and Adaptive Forward Prediction (AFP), to schedule all the tasks with least deadline miss rate. The AFP scheme has a mean relative error of 6-10% which is much lower than exponentially weighted moving average (EWMA) algorithm …
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Proft Maximizing Hedging Strategies for Managers and Members of Vertical Beef Alliances
… margins into one alliance are investigated. Moving average based selective hedging strategies are used to hedge the major inputs and outputs for cattle owners and packers to improve the level of mean revenue to the alliance. The success of the hedging program is evaluated from mean-variance …
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