EWMA - What does EWMA stand for? Acronyms and abbreviations by the Free Online Dictionary.

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Acronym	Definition
EWMA	Exponentially Weighted Moving Average
EWMA	European Wound Management Association (est. 1991; Denmark)
EWMA	Embedded Wireless Multicast Advantage
EWMA	Environmental Waste Management Associates

? References in periodicals archive
For this analysis, we ran the mixed EWMA and regression model on daily counts of the original ESSENCE ILI group, as well as on counts of the new ILI-large and ILI-small groups. Code-based syndromic surveillance for influenzalike illness by ... by Pavlin, Julie A. / Emerging Infectious Diseases Some of the new features include Rainbow, EWMA (exponentially weighted moving average) and Poisson EWMA control charts; box and whisker plot for managers; serial device interfacing that allows two-way I/O using device command strings; viewing of engineering drawings in both JPG and BMP format; and much more. Statistical process control by Rubber World The Standard EWMA estimator with a normality assumption (used in JP Morgan's RiskMetrics[R] model) is inefficient and leads to understating the true value of risk if the asset returns are fat-tail distributed. Fat--tails and VaR estimation using power EWMA models by Lee, Hsien-Feng / Journal of Academy of Business and Economics More results

For this analysis, we ran the mixed EWMA and regression model on daily counts of the original ESSENCE ILI group, as well as on counts of the new ILI-large and ILI-small groups.

Code-based syndromic surveillance for influenzalike illness by ... by Pavlin, Julie A. / Emerging Infectious Diseases

Some of the new features include Rainbow, EWMA (exponentially weighted moving average) and Poisson EWMA control charts; box and whisker plot for managers; serial device interfacing that allows two-way I/O using device command strings; viewing of engineering drawings in both JPG and BMP format; and much more.

Statistical process control by Rubber World

The Standard EWMA estimator with a normality assumption (used in JP Morgan's RiskMetrics[R] model) is inefficient and leads to understating the true value of risk if the asset returns are fat-tail distributed.

Fat--tails and VaR estimation using power EWMA models by Lee, Hsien-Feng / Journal of Academy of Business and Economics

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