نتایج جستجو برای: exponential moving average
تعداد نتایج: 529157 فیلتر نتایج به سال:
To investigate the applicability of ARIMA models in wholesale vegetable market models are built taking sales data of one perishable vegetable from Ahmedabad wholesales market in India. It is found that these models can be applied to forecast the demand with Mean Absolute Percentage Error (MAPE) in the range of 30%. This error is acceptable in fresh produce market where the demand and prices are...
Differencing operators of arbitrarily high order can be constructed by interpolating a polynomial through a set of data followed by differentiation of this polynomial and finally evaluation of the polynomial at the point where a derivative approximation is desired. Furthermore, the interpolating polynomial can be constructed from algebraic, trigonometric, or, perhaps exponential polynomials. Th...
A collection of codes (in MATLAB & Fortran 77), and examples, for solving reaction-diffusion equations in one and two space dimensions is presented. In areas of the mathematical community spectral methods are used to remove the stiffness associated with the diffusive terms in a reactiondiffusion model allowing explicit high order timestepping to be used. This is particularly valuable for two (a...
When attempting to predict future events, people commonly rely on historical data. One psychological characteristic of judgmental forecasting of time series, established by research, is that when people make forecasts from series, they tend to underestimate future values for upward trends and overestimate them for downward ones, so-called trend-damping (modeled by anchoring on, and insufficient...
The maternal segmentation coordinate gene bicoid plays a significant role during Drosophila embryogenesis. The gradient of Bicoid, the protein encoded by this gene, determines most aspects of head and thorax development. This paper seeks to explore the applicability of a variety of signal processing techniques at extracting bicoid expression signal, and whether these methods can outperform the ...
First formal announcement of many of these results appeared in Some of the refereed papers relative to MA-model concepts and its mathematical construction.
The purpose of this paper is to use Bahadur’s asymptotic relative efficiency measure to compare the performance of various tests of autoregressive (AR) versus moving average (MA) error processes in regression models. Tests to be examined include non-nested procedures of the models against each other, and classical procedures based upon testing both the AR and MA error processes against the more...
Abstract The large deviations of an infinite moving average process with exponentially light tails are very similar to those of an i.i.d. sequence as long as the coefficients decay fast enough. If they do not, the large deviations change dramatically. We study this phenomenon in the context of functional large, moderate and huge deviation principles.
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