I test all indicators, including the EMA, using their standard recommended settings, different timeframes, and different chart types; this provides an unbiased result. Also, the entry and exit prices use an average of the high and low prices for the day, making the testing more realistic. ...
The DM test was performed by building the t statistics with a simple regression of the loss function based on a constant using a Newey–West estimator for MAE and RMSE. A negative sign for the t-statistic associated with the DM test shows that the forecast error connected with the ...
The test results are shown in Table 4. Compared with normal data (Table 1), the MedSE value increased. Additionally, for each loss function, the estimation of β , δ , and ρ also worsens. When the weight matrix has noise, the exponential square loss and LAD loss have good performance...
The DM test was performed by building the t statistics with a simple regression of the loss function based on a constant using a Newey–West estimator for MAE and RMSE. A negative sign for the t-statistic associated with the DM test shows that the forecast error connected with the ...
This estimation must be executed numerically, as the probability density function includes an integral with no closed-form solution. The second challenge arises when someone wants to use a classical goodness-of-fit test, such as the Kolmogorov–Smirnov. Since we have a composite goodness-of-fit ...
Section 5 also includes the derivation of an ad hoc variational inference algorithm [13], based on a novel lower-bound of the data log-likelihood function for the proposed model family (i.e., a conjugate exponential model with an implicit transition scheme). As a consequence, the proposed ...
Some mathematical features, including quantile function, moments, generating function and characteristic function, of the 𝐵𝐵𝐸2 distribution, are computed. When the life test is truncated at a predetermined time, acceptance sampling plans (ASP) are constructed for the 𝐵𝐵𝐸2 distribution....
The maximum likelihood estimate is the location in the parameter space where the likelihood function is maximized. Maximum likelihood is a popular approach for making statistical inferences, since its rationale is clear and adaptable. The derivative test for figuring out maxima can be used if the ...
auxiliary information; exponential estimator; sub-sampling of non-respondents; cumulative distribution function; non-response MSC: 62D05; 62G05 1. Introduction It is a well-accepted fact in survey sampling that, under certain conditions, auxiliary information can provide precise estimates of population...
Figure 9. Autocorrelation Function (ACF) and Partial Autocorrelation Function (PACF) of the transformed series. 4. Suggested Methodology—Mathematical Formulation 4.1. The Seasonal ARIMA and ARIMAX Models The seasonal (or multiplicative) ARIMA model (SARIMA) is an extension of the Autoregressive Integr...