نتایج جستجو برای: moving average

تعداد نتایج: 470066  

Journal: :Stochastic Processes and their Applications 1990

Journal: :IEEE Transactions on Signal and Information Processing over Networks 2019

Journal: :Annales de la faculté des sciences de Toulouse Mathématiques 2001

Journal: :Applied sciences 2022

Time series prediction has been studied for decades due to its potential in a wide range of applications. As one the most popular technical indicators, moving average summarizes overall changing patterns over past period and is frequently used predict future trend time series. However, traditional indicators are calculated by averaging data with equal or predefined weights, ignore subtle differ...

Journal: :تحقیقات اقتصادی 0
رضا تهرانی استادیار گروه مدیریت مالی و بیمه ی دانشکده ی مدیریت دانشگاه تهران احمد مدرس استادیار گروه حسابداری دانشکده‎ی مدیریت دانشگاه تهران آرش تحریری دانشجوی دکتری حسابداری دانشکده‎ی حسابداری و مدیریت دانشگاه علامه طباطبایی

in this article, the effectiveness of eight different technical indexes including simple moving average, weighted moving average, exponential moving average, relative strength, commodity channel, stochastic, money flow and demand are examined by comparison between indexes returns with buy and hold returns. the results shows the return of buy and hold strategy is more than technical indexes in t...

Journal: :Journal of Multimedia 2008
Ko-Chin Chang Chien-Ping Chang Ping Sheng Huang Te-Ming Tu

To enlarge the capacity of the hidden secret information and to provide an imperceptible stego-image for human vision, a novel steganographic approach using tri-way pixel-value differencing (TPVD) is proposed in this paper. To upgrade the hiding capacity of original PVD method referring to only one direction, three different directional edges are considered and effectively adopted to design the...

2002
Peter C. B. Phillips P. C. B. PHILLIPS

An exact form of the local Whittle likelihood is studied with the intent of developing a general-purpose estimation procedure for the memory parameter (d) that does not rely on tapering or differencing prefilters. The resulting exact local Whittle estimator is shown to be consistent and to have the same N(0, 1 4 ) limit distribution for all values of d if the optimization covers an interval of ...

2014
Micael Widerström Maria Omberg Martin Ferm Ann-Katrine Pettersson Malin Rundvik Eriksson Ingela Eckerdal Johan Wiström

1Department of Communicable Disease Control and Prevention, Jämtland County Council, Östersund, Sweden; 2Department of Clinical Microbiology, Unit of Clinical Research CenterÖstersund, Umeå University, Umeå, Sweden; 3Centre of Registers in Northern Sweden, Umeå University, Umeå, Sweden; 4Swedish Health Care Direct 1177, Jämtland County Council, Östersund, Sweden; 5Department of Clinical Microbi...

Journal: :Softwaretechnik-Trends 2012
Shahar Maoz Jan Oliver Ringert Bernhard Rumpe

This position paper provides an interim summary on the goals and current state of our ongoing research project on semantic model differencing for software evolution. We describe the basics of semantic model differencing, give two examples from our recent work, and discuss future challenges in taking full advantage of the potential of semantic differencing techniques in the context of models’ ev...

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