Weighted Moving Average

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Weighted Moving Average

An average in which some values count for more than others, and in which less recent values are dropped off the average. For example, if an index is weighted for prices over the previous 20 days, this means that the average price of the stocks will move more when the values with higher price move and values are removed from the average after 20 days have elapsed. This helps correct for both outdated information and the fact that averages tend to be affected by extreme values.
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Weighted moving averages, for example, put more emphasis on recent price action than past price.
The WFM forecasting solutions then generally relied on the weighted moving averages method, and some still do.
The weighted moving average has poor forecast accuracy due to its reliance on simple weights rather than rigorous statistical models that capture trends, day of week and week of year patterns and correlation in the data accurately.
For each line, the summary statistics from the forecasts were compared, using the weighted moving averages and choosing [alpha] based on the minimum RMSPE criterion.
This article relies on the use of weighted moving averages, of which the inverse distance weighting (IDW) technique is the most common.
Exponential smoothing uses weighted moving averages in which only one weight--the weight for the most recent observation--is selected.
Exponentially weighted moving average approaches emphasize recent observations by using exponentially weighted moving averages of squared deviations.
Within the systems analysis framework, there are three specific programs we can institute that are highly cost-effective in hematology: the use of retained patient specimens, weighted moving averages of red cell indices, and clinical quality control.
On a closing basis, the S&P 500 Index (CIN:SPX) broke the 20-dma and the Volume Weighted Moving Averages at 829 that Oliensis looked at recently, but just barely.
Technical-analysis studies include Bollinger Bands, Exponential and Weighted Moving Averages, Linear Regression, Fast Stochastics, Momentum and more.
Technical analysis studies include Bollinger Bands, Exponential and Weighted Moving Averages, Linear Regression, Fast Stochastics, Momentum and more.

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