Financial

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 This helps correct for both outdated information and the fact that averages tend to be affected by extreme values.
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References in periodicals archive
Thus, a sequence of attacking instances (more than one) may be a case of detection as the weighted moving average by a value close to zero, will reaches or exceeds the LC[L.sub.i].
Moltchanova, "New Exponentially Weighted Moving Average Control Charts for Monitoring Process Mean and Process Dispersion," Quality and Reliability Engineering International, 2014.
The real time performance analysis of weighted moving average method was summarized in Table 2 and Figure 1 as follows.
Estimated interval (EI) with the weighted moving average which is calculated by using the past spot price history, is necessary for the user bid.
SPMA are superior in predicting dry- and wet-bulb temperatures, whereas the exponentially weighted moving average models show performance gains in predicting solar radiation and relative humidity.
Your sales manager has asked you to evaluate whether your company's weighted moving average forecast methodology is really any more accurate than a 3-period simple moving average.
([section]) Exponentially weighted moving average. ([paragraph]) Cumulative sum.
Kriging uses a weighted moving average interpolation to produce the optimal spatial-linear prediction.
A variation of the simple moving average is the weighted moving average, which gives different weights to different data points.
The IDW technique is the most common weighted moving average and is a first order interpolation method.
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