- Old dog, new tricks: a modelling view of simple moving averages
2017/09/29 by Ivan Svetunkov, Fotios Petropoulos · 6 citations
Decision Sciences · Mathematics · #Advanced Statistical Methods and Models #Algorithm #Artificial intelligence #Computer science #Forecasting Techniques and Applications #Machine learning #Mathematics #Model selection #Moving average #Point (geometry) #SMA* #Selection (genetic algorithm) #Set (abstract data type) #Simple (philosophy) #Statistical model #Stock Market Forecasting Methods
- Control Chart Tests Based on Geometric Moving Averages
2000/02/01 by S. W. Roberts · 8 citations
Decision Sciences · Mathematics · #Advanced Statistical Process Monitoring #Chart #Computer science #Control chart #Geometric mean #Geometric progression #Mathematical analysis #Mathematics #Moving average #Process (computing) #Statistics
- Tutorial on higher-order statistics (spectra) in signal processing and system theory: theoretical results and some applications
1991/03/01 by Jerry M. Mendel · 10 citations
Computer Science · Engineering · Mathematics · #Algorithm #Applied mathematics #Autoregressive model #Autoregressive–moving-average model #Blind Source Separation Techniques #Compendium #Computer science #Control Systems and Identification #Data mining #Digital signal processing #Higher-order statistics #Identification (biology) #Image and Signal Denoising Methods #Impulse response #Mathematical analysis #Mathematics #Moving average #Order statistic #Signal processing #Statistics #System identification
- Testing for unit roots in autoregressive-moving average models of unknown order
1984/01/01 by SAID E. SAID, Saïd E. Saïd, DAVID A. DICKEY +1 · 80 citations
Economics, Econometrics and Finance · Mathematics · #Advanced Statistical Methods and Models #Applied mathematics #Augmented Dickey–Fuller test #Autoregressive integrated moving average #Autoregressive model #Autoregressive–moving-average model #Cointegration #Econometrics #Financial Risk and Volatility Modeling #Mathematics #Monetary Policy and Economic Impact #Moving average #Moving-average model #SETAR #STAR model #Series (stratigraphy) #Statistic #Statistical hypothesis testing #Statistics #Test statistic #Time series #Unit root #Unit root test
- Forecasting Sales by Exponentially Weighted Moving Averages
1960/04/01 by Peter R. Winters · 67 citations
Decision Sciences · Engineering · Mathematics · #Advanced Statistical Process Monitoring #Artificial intelligence #Computer science #Control (management) #Demand forecasting #Econometrics #Economics #Engineering #Exponential function #Exponential growth #Exponential smoothing #Forecasting Techniques and Applications #Industrial engineering #Inventory control #Mathematics #Microeconomics #Moving average #Operations Management Techniques #Operations research #Production (economics) #Sales forecasting
- Control Chart Tests Based on Geometric Moving Averages
1959/08/01 by S. W. Roberts · 6 citations
Decision Sciences · Mathematics · #Advanced Statistical Process Monitoring #Chart #Computer science #Control chart #Control limits #Geometric mean #Geometric progression #Mathematical analysis #Mathematics #Moving average #Process (computing) #Statistics #X-bar chart