نتایج جستجو برای: exponential moving average ema

تعداد نتایج: 531976  

2015
Zara Ghodsi Emmanuel Sirimal Silva Hossein Hassani

The maternal segmentation coordinate gene bicoid plays a significant role during Drosophila embryogenesis. The gradient of Bicoid, the protein encoded by this gene, determines most aspects of head and thorax development. This paper seeks to explore the applicability of a variety of signal processing techniques at extracting bicoid expression signal, and whether these methods can outperform the ...

1999
Robert A. Herrmann

First formal announcement of many of these results appeared in Some of the refereed papers relative to MA-model concepts and its mathematical construction.

2001
C. R. McKenzie Michael McAleer

The purpose of this paper is to use Bahadur’s asymptotic relative efficiency measure to compare the performance of various tests of autoregressive (AR) versus moving average (MA) error processes in regression models. Tests to be examined include non-nested procedures of the models against each other, and classical procedures based upon testing both the AR and MA error processes against the more...

2007
Souvik Ghosh Gennady Samorodnitsky

Abstract The large deviations of an infinite moving average process with exponentially light tails are very similar to those of an i.i.d. sequence as long as the coefficients decay fast enough. If they do not, the large deviations change dramatically. We study this phenomenon in the context of functional large, moderate and huge deviation principles.

2010
D. ANDERSON

JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of content in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new forms of scholarship. For more information about JSTOR, please contact [email protected]. Blackwell Publishing and Royal Statistical Society are col...

Journal: :Journal of Modern Applied Statistical Methods 2011

Journal: :IEEE Transactions on Signal Processing 2017

Journal: :Journal of Statistical Planning and Inference 2008

2004
Ercan Balaban Asli Bayar

This paper evaluates the out-of-sample forecasting accuracy of eleven models for monthly volatility in fifteen stock markets. Volatility is defined as within-month standard deviation of continuously compounded daily returns on the stock market index of each country for the ten-year period 1988 to 1997. The first half of the sample is retained for the estimation of parameters while the second ha...

Journal: :desert 2006
s. hajjam n. yusefi

meteorological stations usually contain some missing data for different reasons.there are several traditional methods for completing data, among them bivariate and multivariate linear and non-linear correlation analysis, double mass curve, ratio and difference methods, moving average and probability density functions are commonly used. in this paper a blended model comprising the bivariate expo...

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