نتایج جستجو برای: moving average processes

تعداد نتایج: 974236  

2006
James H. Stock Mark W. Watson Woodrow Wilson

We examine whether the U.S. rate of price inflation has become harder to forecast and, to the extent that it has, what changes in the inflation process have made it so. The main finding is that the univariate inflation process is well described by an unobserved component trend-cycle model with stochastic volatility or, equivalently, an integrated moving average process with time-varying paramet...

2017
Javier Rueda David Chorro Gonzalo Torres Archit Navandar Enrique Navarro

As biomechanists, improving technique with an aim of injury prevention is an essential application of biomechanics in recreational runners. A mixed sample of elite and recreational runners, belonging to either sex, could give useful movement patterns of movement. In order to obtain any useful pattern of movement we would like to know if we should use an elite or a recreational sample as a refer...

Journal: :Entropy 2015
Jaehyung Choi Andrew P. Mullhaupt

We construct geometric shrinkage priors for Kählerian signal filters. Based on the characteristics of Kähler manifold, an algorithm for finding the superharmonic priors is introduced. The algorithm is efficient and robust to obtain the Komaki priors. Several ansätze for the priors are also suggested. In particular, the ansätze related to Kähler potential are geometrically intrinsic priors to th...

2016
Bindu Krishnan

In this paper, we study a first order random coefficient autoregressive model with Laplace distribution as marginal. A random coefficient moving average model of order one with Laplace as marginal distribution is introduced and its properties are studied. By combining the two models, we develop a first order random coefficient autoregressive moving average model with Laplace marginal and discus...

Journal: :MASA 2016
Vladimir Mkhitarian Mariia Karelina Tatiana Ivanova

This paper presents an empirical analysis of the Russian market of mergers and acquisitions (the largest market for corporate control in Central and Eastern Europe) in 2003–2012 in terms of the total volume and value of the merger and acquisition deals of the holding companies. This analysis allowed for the conclusion that, to assess and forecast the integration activity of holding companies, t...

Journal: :Mathematical Modelling of Natural Phenomena 2016

Journal: :Motivection 2022

Overstock is a problem that often occurs in inventory management, the factor are number of sales and expired date. CV.A distributor company for goods. In case control at CV.A, this study compared two kind forecasting system; Weighted Moving Average (WMA) Exponential Smoothing (ES) methods. Research results showed forecast SNACK X using WMA method July 2021 1662, while ES 1697. After performed f...

1987
Mark C. Otto William R. Bell Peter Burman

This series contains research reports, written by or in cooperation with staff members of the Statistical Research Division, whose content may be of interest to the general statistical research community. The views reflected in these reports are not necessarily those of the Census Bureau nor do they necessarily represent Census Bureau statistical policy or practice. Inquiries may be addressed t...

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