moving average
Moving average processes in queueing theory
... Since the equilibrium behaviour of a queueing system is time independent, it is usually easier to determine than the transient behaviour and most of the literature on queueing theory deals with this limiting behaviour ...
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Examination of the profitability of technical analysis based on moving average strategies in BRICS
... crossing moving averages, simple or exponential, and Moving Average Convergence Divergence (MACD) provided a high probability of guaranteeing a return greater than the amount ...
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Functional Coefficient Moving Average Model with Applications to forecasting Chinese CPI
... coefficient moving average model (FMA), which allows the coefficient of the classical moving average model to adapt with a ...to moving average ...
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Estimation and forecasting in vector autoregressive moving average models for rich datasets
... We address the issue of modelling and forecasting macroeconomic variables using rich datasets by adopting the class of Vector Autoregressive Moving Average (VARMA) models. We overcome the estimation issue ...
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An Improved Signal Segmentation Using Moving Average and Savitzky Golay Filter
... The Savitzky-Golay filter is a powerful tool for smooth- ing a signal that was proposed by Savitzky and Golay in 1964. The filter is defined as a weighted moving average with weightening given as a ...
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Forecasting Gold Price with Auto Regressive Integrated Moving Average Model
... The development of ARIMA model encompasses predominantly three steps such as identification, estimation, and diagnostic checking. Before using ARIMA model, it is important to check the stationarity of data. So the study ...
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Chaos-modified detrended moving average methodology for monitoring the depth of anaesthesia
... Abstract — This paper proposes a new method to monitor the depth of anaesthesia (DoA) based on the EEG signal. This approach firstly uses discrete wavelet transform (DWT) to to remove the spikes and the low frequency ...
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Forecasting GDP Growth: Application of Autoregressive Integrated Moving Average Model
... This paper uses Box-Jenkins approach to model and forecast real GDP growth in Ethiopia. Such an approach could easily provide forecast for key macroeconomic variables in limited data environment. Based on the approach, ...
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Using a Moving Average to Determine Cotton Futures Market Entry Dates
... In conclusion, this study has shown that the use of a 10-yr moving average to determine the market entry date has provided price protection to cotton producers over the range of data. Specifically, the use ...
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Adaptive Strategies for Accelerating the Convergence of Average Cost Markov Decision Processes Using a Moving Average Digital Filter
... 45% of the time required for the VI algorithm to con- verge. Another point to look at is the improvement due to the moving average digital filter. Five curves are shown in Figure 1(a), the solid blue curve ...
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Testing the Performance of Simple Moving Average With the Extension of Short Selling
... We have through this thesis tested the performance of the simple moving average switching strategy on US and Norwegian portfolios. We found that the results from a previous study using market timing with ...
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Penalised regressions vs. autoregressive moving average models for forecasting inflation
... When forecasting inflation, central banks tend not to rely exclusively on time series methods because their primary goal is not only short-term forecasting but also long-term inflation control by means of monetary ...
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Modified Moving-average Crossover Trading Strategy: Evidence in Malaysia Equity Market
... the moving- average (MA) crossover trading strategy is commonly known as the most popular trend-following strategies and favorite tool among market practitioners, due to its simplicity in smoothing out ...
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Complete moment convergence of moving average process generated by a class of random variables
... a moving average process; see for example, Li and Zhang [] for NA random variables, Zhou [] for ϕ-mixing random variables, and Zhou and Lin [] for ρ-mixing random ...
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Testing for unit roots in autoregressive moving average models: An instrumental variable approach
... In this paper we have proposed a test for a unit root in autoregressive moving average time series models based on an instrumental variable estimator. The main advantage of the instrumen[r] ...
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Enhanced exponentially weighted moving average (EWMA) control chart performance with autocorrelation
... Many authors have thought about the effect of autocorrelation on the performance of SPC charts, including Johnson and Bagshaw (1974), Bagshaw and Johnson (1975), who derived approximate run length distribution for the ...
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The compact genetic algorithm for likelihood estimator of first order moving average model
... simple moving average and it is also called a first order moving average, denoted by MA(1) because it contains just one parameter, ...order moving average which is denoted by ...
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Simulation based estimation of threshold moving average models with contemporaneous shock asymmetry
... asymmetric) moving average (TMA) models, by explicitly taking into account threshold behavior, can help dis- criminate whether there exists persistence ...
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Autoregressive Integrated Moving Average (ARIMA) Model for Exchange Rate (Naira to Dollar)
... integrated moving average (ARIMA) model introduction by Box and Jenkins (1976) includes auto-regressive as well as moving average parameters and explicitly includes differencing in the ...
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Moving Average Rules, Volume and the Predictability of Security Returns with Feedforward Networks
... the moving average ...a moving average of the raw price ...its moving average and a sell signal when it drops ...n-period moving average is computed by adding ...
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