Weighted Moving Average

Also found in: Dictionary, Encyclopedia.

Related to Weighted Moving Average: Exponentially weighted moving average

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 This helps correct for both outdated information and the fact that averages tend to be affected by extreme values.

Mentioned in ?

Coppock Curve

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].

Utilization of Statistical Control Charts for DoS Network Intrusion Detection

Moltchanova, "New Exponentially Weighted Moving Average Control Charts for Monitoring Process Mean and Process Dispersion," Quality and Reliability Engineering International, 2014.

Exponentially Weighted Moving Average Control Charts for the Process Mean Using Exponential Ratio Type Estimator

In detail, we consider the periodicity and the burst trend to predict a query's future popularity for ranking query completions, which is achieved by the Discrete Fourier Transform and Weighted Moving Average, respectively.

Exploiting Query's Temporal Patterns for Query Autocompletion

The real time performance analysis of weighted moving average method was summarized in Table 2 and Figure 1 as follows.

Adaptive opportunistic cooperative control mechanism based on combination forecasting and multilevel sensing technology of sensors for mobile Internet of Things

Estimated interval (EI) with the weighted moving average which is calculated by using the past spot price history, is necessary for the user bid.

Estimated interval-based checkpointing (EIC) on spot instances in cloud computing

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.

Comparison of short-term weather forecasting models for model predictive control

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.

Review sessions and results: competency testing in the capstone business class

([section]) Exponentially weighted moving average. ([paragraph]) Cumulative sum.

High-fidelity injection detectability experiments: a tool for evaluating syndromic surveillance systems

Kriging uses a weighted moving average interpolation to produce the optimal spatial-linear prediction.

Geographic and temporal trends in influenzalike illness, Japan, 1992-1999

A variation of the simple moving average is the weighted moving average, which gives different weights to different data points.

How to evaluate a demand planning & forecasting package. (Technology)

The IDW technique is the most common weighted moving average and is a first order interpolation method.

Surface interpolation of apartment rental data: can surfaces replace neighborhood mapping? (Features)