In this study, we focused on Tehran stock exchange market analysis based on applying moving average rules. The Tehran stock exchange in the Middle East has evolved into an exciting and growing marketplace where individual and institutional investor trade securities of over 420 companies. In an attempt to examine the ability to earn excess return by exploiting moving average rules, the average a...

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...

Abstract Evapotranspiration (ET) is an important process in the hydrological cycle and needs to be accurately quantified for proper irrigation scheduling and optimal water resources systems operation. The time variant characteristics of ET necessitate the need for forecasting ET. In this paper, two techniques, namely a seasonal ARIMA model and Winter's exponential smoothing model, have been inv...

The paper investigates the relation between the parameters of an autoregressive moving average (ARMA) model and its equivalent moving average (EMA) model. On the basis of this relation, a new method is proposed for determining the ARMA model parameters from the coefficients of a finite-order EMA model. This method is a three-step approach: in the first step, a simple recursion relating the EMA ...

Abstract Factors such as the stochastic nature of loads in energy systems make it difficult to optimize operation integrated systems. To address these problems, an system economy optimization scheme based on PEC-DDPG is proposed. Firstly, exponential moving average (EMA) introduced into deep deterministic policy gradient (DDPG) algorithm, and prioritized experience replay (PER) added pool prior...

Boy Delivery is a delivery service in the city of Lamongan which has been operating for about 4 years. an average 12,000 demand per month. However, high was not accompanied by good management, often piled up and even rejected number due to unavailability drivers at that time, this incorrect prediction demand. Therefore research conducted help forecast future using Single Moving Average, Weighte...