必应词典为您提供exponentiallyweightedmovingaveragemodel的释义,un. 指数加权移动平均数模型;
指数加权平滑模型 1. The exponent weighted gliding average model is improved to fit in with the forecasting of the parameters with various changing law. 对指数加权平滑模型进行了改进,使之能适用于多种不同变化规律的参数的预报。6) weighted index model 加权指数模型补充...
exponentially weighted moving average (EWMA) modelpredictionsrealized volatilityrecursive estimationRiskMetricsThe exponentially weighted moving average (EWMA) model is a particular modeling scheme, supported by RiskMetrics, that is capable of forecasting the current levHendrych, Radek...
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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.
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…
Exponentially Weighted Moving-Average 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/...
ExponentiallyWeightedMovingAverage实现了EWMA,它是线程安全的;其构造器要求输入alpha及initialAvg;alpha越大表示新数据权重越大旧数据权重越小 getAverage返回的是averageBits的值,不过它存储的是double的bit形式,返回的时候使用Double.longBitsToDouble转换会double
Several versions of the EWMA (Exponentially Weighted Moving Average) method for monitoring a process with the aim of detecting a shift in the mean are studied both for the one-sided and the two-sided case. The effects of using barriers for the one-sided alarm statistic are also studied. ...
Two adaptive exponentially weighted moving average control schemes are proposed. The weighting coefficient is updated using a Kalman filter algorithm. The two test statistics incorporate an integral error term. Simulated average run lengths indicate the proposed schemes are sensitive to small process ...