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Aggregation operators with moving averages
(Springer, 2019)
A moving average is an average that aggregates a subset of variables from the set and moves across the sample. It is widely used in time-series forecasting. This paper studies the use of moving averages in some representative ...
Heavy moving averages and their application in econometric forecasting
(Taylor & Francis, 2018)
This paper presents the heavy ordered weighted moving average (HOWMA) operator. It is an aggregation operator that uses the main characteristics of two well-known techniques: the heavy ordered weighted averaging (OWA) and ...
A new measure of volatility using induced heavy moving averages
(Technological and Economic Development of Economy, 2020)
A new measure of volatility using induced heavy moving averages
(Technological and Economic Development of Economy, 2020)
Autoregressive Moving Average Recurrent Neural Networks Applied to the Modelling of Colombian Exchange Rate
(International Journal of Artificial Intelligence, 2018)
Modeling and prediction of time series has required in recent times a lot of attention, due to the necessity to have to make with accurate tools a right decision and to surpass theoretical, conceptual and practical limitations ...
Double sampling (x)over-bar control chart for a first-order autoregressive moving average process model
(Springer London Ltd, 2008-11-01)
In this paper, we consider the double sampling (DS) (X) over bar control chart for monitoring processes in which the observations can be represented as a first-order autoregressive moving average (ARMA(1, 1)) model. The ...
Double sampling (x)over-bar control chart for a first-order autoregressive moving average process model
(Springer London Ltd, 2008-11-01)
In this paper, we consider the double sampling (DS) (X) over bar control chart for monitoring processes in which the observations can be represented as a first-order autoregressive moving average (ARMA(1, 1)) model. The ...
On a partly linear autoregressive model with moving average errors
(Taylor & Francis, 2010-08)
In this paper, we generalise the partly linear autoregression model considered in the literature by including moving average errors when we want to allow a large dependence to the past observations. The strong ergodicity ...
Double sampling (x)over-bar control chart for a first-order autoregressive moving average process model
(Springer London Ltd, 2014)
Preprocessing data for short-term load forecasting with a general regression neural network and a moving average filter
(2011-10-05)
This paper proposes a filter based on a general regression neural network and a moving average filter, for preprocessing half-hourly load data for short-term multinodal load forecasting, discussed in another paper. Tests ...