必应词典为您提供exponentially-weighted-moving-average的释义,un. 指数加权移动平均数;
The Exponentially Weighted Moving Average (EWMA) is a quantitative or statistical measure used to model or describe a time series. The EWMA is widely used in finance, the main applications being technical analysis and volatility modeling. The moving average is designed as such that ...
第五部份:EWMA (Exponentially Weighted Moving Average)指数加权移动平均控制图 一、数据随时间变化的权重 二、EWMA图的特点 1、特点 (1)EWMA图对过程位置的稍小变动十分敏感。 (2)EWMA图的每一点都综合考虑了前面子组的信息。 (3)对过程位置的大幅度移动EWMA图没有XBA图敏感。 (4)EWMA图可以应用于单值,也...
3) squared prediction error-exponentially weighted moving average(SPE-EWMA) 平方预报误差指数加权移动平均(SPE-EWMA)4) Exponentially Weighted Moving Average Chart (EWMA) 指数加权移动平均控制图(EWMA)5) exponent weighted gliding average model 指数加权平滑模型 1. The exponent weighted gliding average ...
An exponentially weighted moving average (EWMA) is a filter of sequential process data, giving the most recent observation the most weight and older observations exponentially less weight. EWMA control charts are especially useful in detecting small shifts in the mean or variance of a process. For...
指数加权平均值 一下是基于pandas的。 应该是和exponential smoothing or Holt–Winters method 是基于一个基础的。 DEMO, 原址:http://connor-johnson.com/2014/02/01/smoothing-with-exponentially-weighted-moving-averages/ # -*- coding: utf-8 -*- ...
moving average (redirected fromExponentially weighted moving average) Financial Acronyms n (Statistics)statistics(of a sequence of values) a derived sequence of the averages of successive subsequences of a given number of members, often used in time series to even out short-term fluctuations and mak...
aLong straight pipe attached to the Main Reactor Vessel 长的平直的管子附加主要反应堆压力壳[translate] agarnished with the extra mint 利用额外大量装饰[translate] a1. Five-Year Exponentially-Weighted Moving Average (60 months). 1. 五年指数被衡量的移动平均数(60个月)。[translate]...
The exponentially weighted moving average (EWMA) introduceslambda, which is called the smoothing parameter. Lambda must be less than one. Under that condition, instead of equal weights, each squared return is weighted by amultiplieras follows: ...
aHolt, C.C. 1957. Forecasting seasonals and trends by exponentially weighted moving averages. ONR Research MemorandumNo. 52, Carnegie Institute of Technology. Holt, C.C。 1957. 展望seasonals和趋向由指数地被衡量的移动平均数。 ONR研究MemorandumNo。 52,卡内基技术研究所。[translate] ...