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...

2 1 1 =0 | | d t t t p p q q d d k k t () () ()(1) () = () (0) () () (1) (1) = () ())(+ 1) () () 0 5 1. Fractionally integrated timeseries and ARFIMA modelling 1 This presentation of ARFIMA modelling draws heavily from Baum and Wiggins (2000). The model of an autoregressive fractionally integrated moving average process of a timeseries of order , denoted by ARFIMA , with mean , may be written u...

For any given central moving-average trend filter, a family of end filters is constructed using a minimum revisions criterion and a local dynamic model operating within the span of the central filter. These end filters are equivalent to evaluating the central filter with unknown observations replaced by constrained optimal linear predictors. Two prediction methods are considered. Best Linear Un...

Image enhancement is the most important challenging preprocessing for almost all applications of Image Processing. By now, various methods such as Median filter, α-trimmed mean filter, etc. have been suggested. It was proved that the α-trimmed mean filter is the modification of median and mean filters. On the other hand, ε-filters have shown excellent performance in suppressing noise. In spite ...

Noise has been a primary deterrent in signal transmission which results in faulty information after signal processing, reducing their usability. It is important that signals should be free from unwanted, random variations so that the errors caused due to faulty representation of the original signal can be minimized. Digital filter describes a linear time invariant system used to perform spectra...

A recurring problem regarding the use of conventional comb filter approaches for elimination of periodic waveforms is the degree of selectivity achieved by the filtering process. Some applications, such as the gradient artefact correction in EEG recordings during coregistered EEG-fMRI, require a highly selective comb filtering that provides effective attenuation in the stopbands and gain close ...