The calculation of portfolio standard deviations using an equally weighted moving average approach is
Exponentially weighted moving average approaches emphasize recent observations by using exponentially weighted moving averages of squared deviations.
Exponentially weighted moving average control schemes: properties and enhancements", Technometrics, Vol.
Average run lengths of exponentially weighted moving average control charts", Journal of Quality Technology, Vol.
In the analysis the exponentially
weighted moving average (EWMA) control chart is used.
An advantage of the weighted moving average method is that the small set of model choices simplifies the process of choosing the "best" model and makes it ideal for fairly small data series.
Conceptually, the weighted moving average method is superior to the n-point simple moving average method because it places relatively more weight on the most recent observations, whereas the n-point simple moving average method places equal weight on the n lagged observations and excludes all observations more than n periods back in time.
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.
Weighted moving averages is a patient-result-based system for process control of red-cell-related parameters.
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.
