EWMA

AcronymDefinition
EWMAExponentially Weighted Moving Average
EWMAEuropean Wound Management Association (est. 1991; Denmark)
EWMAEnvironmental Waste Management Associates
EWMAEmbedded Wireless Multicast Advantage
EWMAEqually Weighted Moving Average (economics)
EWMAEuropean Workshop on Modeling Autonomous Agents in a Multi-Agent World (annual conference)
References in periodicals archive ?
Ambos metodos podem carregar por muito tempo um choque passado ja dissipado, e o EWMA apresenta o problema de que o parametro de persistencia do modelo deve ser escolhido de maneira arbitraria, nao sendo possivel entao fazer inferencia sobre as estimativas do modelo.
Como lo demuestran Guermant & Harris (2002), la estimacion de la varianza condicional por el metodo del EWMA es un caso especial de un modelo de GARCH (4) (Engle, 1982; Bollerslev, 1986).
We initially applied the EWMA model considering the series of returns for 2004 to 2007 and found that some assets had a substantial distorting effect on the results, as can be seen in the penultimate column of Table 5, due to the high volatility of the last months of this period.
t]] is the EWMA of performance index X at time t, [lambda] is the exponential smoothing constant, [[X.
1959), la cual esta basada en la estadistica EWMA y se puede utilizar con subgrupos u observaciones individuales, donde el valor objetivo (limite central, LC) puede ser el estimador del valor promedio de la caracteristica de calidad en estudio.
By using the EWMA control chart, it can be derived that the final control law is [3]
Mean day of detection relative to public health response for a false alarm rate of 4 per year, by algorithm and outbreak size EWMA ([section]) Outbreak size DSMA * ARIMA ([dagger]) (1,0,1) 0.
The traditional SPC methodology, Shewhart, Cusum, and EWMA, have grown up in the discrete manufacturing industry, where typically one part at a time measurements are made.
3 basis points to switch from a portfolio based on EWMA and MVGARCH, respectively, to a portfolio based on MHAR-RV forecasts.
To evaluate the performance of the proposed methods, the measurement results of EWMA and Shannon Entropy methods are shown in Fig.
Dado que o estimador desvio padrao apresenta algumas deficiencias, dentre elas considera com a mesma importancia todos os retornos da serie, conforme Carmona (2008), foram realizadas simulacoes considerando o modelo EWMA com fator de decaimento de 0,94; tambem conhecido como abordagem RiskMetrics.