نتایج جستجو برای: time series analysis adaptive exponential smoothing level shifts statistical control limits

تعداد نتایج: 6219196  

2016
Jiang Jing Ali Kanso

Aiming at drunk-driving test system of traditional single-point automobile which has neglected the influence of flow of in-car airflow on test precision and accuracy, this paper puts forwards in-car drunkdriving measurement and control method that is based on fusion technology of multi-sensors by exploration. Based on information fusion algorithm of D-S proof theory design, main hardware system...

2002
Rob J Hyndman

In business, there is a frequent need for fully automatic forecasting that takes into account trend, seasonality and other features of the data without need for human intervention. In supply chain management, for example, forecasts of demand are required on a regular basis for very large numbers of time series, so that inventory levels can be planned to provide an acceptable level of service to...

1993
J. Scott Armstrong Fred Collopy

This paper examines a strategy for structuring one type of domain knowledge for use in extrapolation. It does so by representing information about causality and using this domain knowledge to select and combine forecasts. We use five categories to express causal impacts upon trends: growth, decay, supporting, opposing, and regressing. An identification of causal forces aided in the determinatio...

2001

This is the simplest form of exponential smoothing and can be used only for data without any systematic trend or seasonal components. Given such a time series, a sensible approach is to take a weighted average of past values. So for a series, y 1 , y 2 ,…, y n , the estimate of the value of y n+1 , given the information available up to time n, is: y w y w y w y or i n i i n n y w y − ∞ = + ∑ = ...

2000
Klaus Pötzelberger Leopold Sögner

This article considers three standard asset pricing models with adaptive agents and stochastic dividends. The models only di er in the parameters to be estimated. We assume that only limited information is used to construct estimators. Therefore, parameters are not estimated consistently. More precisely, we assume that the parameters are estimated by exponential smoothing, where past parameters...

2015
V. Prema Uma Rao

Climate change can be considered to be the greatest environmental challenge our world is facing today. Along with the need to ensure long-term assurance of energy supply, it imposes an obligation on all of us to consider ways of reducing our carbon footprint and sourcing more of our energy from renewable sources. Wind energy is one such source and forecasting methods for the prediction of wind ...

2004
Klaus Pötzelberger Leopold Sögner

This article considers three standard asset pricing models with adaptive agents and stochastic dividends. The models only di er in the parameters to be estimated. We assume that only limited information is used to construct estimators. Therefore, parameters are not estimated consistently. More precisely, we assume that the parameters are estimated by exponential smoothing, where past parameters...

2016
Gautier Marti Sébastien Andler Frank Nielsen Philippe Donnat

Researchers have used from 30 days to several years of daily returns as source data for clustering financial time series based on their correlations. This paper sets up a statistical framework to study the validity of such practices. We first show that clustering correlated random variables from their observed values is statistically consistent. Then, we also give a first empirical answer to th...

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