Related papers: Exponential moving average versus moving exponenti…
We argue against the use of generally weighted moving average (GWMA) control charts. Our primary reasons are the following: 1) There is no recursive formula for the GWMA control chart statistic, so all previous data must be stored and used…
The detrending moving average (DMA) algorithm is a widely used technique to quantify the long-term correlations of non-stationary time series and the long-range correlations of fractal surfaces, which contains a parameter $\theta$…
Generalized linear mixed models are powerful tools for analyzing clustered data, where the unknown parameters are classically (and most commonly) estimated by the maximum likelihood and restricted maximum likelihood procedures. However,…
This paper considers MEP - Mixed Exponential Polynomials as one class of real exponential polynomials. We introduce a method for proving the positivity of MEP inequalities over positive intervals using the Maclaurin series to approximate…
We present a plug-in replacement for batch normalization (BN) called exponential moving average normalization (EMAN), which improves the performance of existing student-teacher based self- and semi-supervised learning techniques. Unlike the…
The performance of deep learning models is critically dependent on sophisticated optimization strategies. While existing optimizers have shown promising results, many rely on first-order Exponential Moving Average (EMA) techniques, which…
In the paper, we introduce a new measure of correlation between possibly non-stationary series. As the measure is based on the detrending moving-average cross-correlation analysis (DMCA), we label it as the DMCA coefficient…
We discuss the relevance of the recent Machine Learning (ML) literature for economics and econometrics. First we discuss the differences in goals, methods and settings between the ML literature and the traditional econometrics and…
A few characteristic exponents describing power law behaviors of roughness, coherence and persistence in stochastic time series are compared to each other. Relevant techniques for analyzing such time series are recalled in order to…
This article is a survey of the exponential polynomials (also called single-variable Bell polynomials) from the point of view of Analysis. Some new properties are included and several Analysis-related applications are mentioned.
In the canonical framework, we propose an alternative approach for the multifractal analysis based on the detrending moving average method (MF-DMA). We define a canonical measure such that the multifractal mass exponent $\tau(q)$ is related…
The method of model averaging has become an important tool to deal with model uncertainty, for example in situations where a large amount of different theories exist, as are common in economics. Model averaging is a natural and formal…
We address the problem of defining early warning indicators of critical transition. To this purpose, we fit the relevant time series through a class of linear models, known as Auto-Regressive Moving-Average (ARMA(p,q)) models. We define two…
We propose a new indicator for technical analysis. The indicator emphasizes maximums and minimums in price series with inherent smoothing and has a potential to be useful in both mechanical trading rules and chart pattern analysis.
The purpose of this research is to apply technical analysis of Sutte Indicator in stock trading which will assist in the investment decision making process i.e. buying or selling shares. This research takes data of "A" on the Indonesia…
Detrended fluctuation analysis (DFA) and detrended moving average (DMA) are two scaling analysis methods designed to quantify correlations in noisy non-stationary signals. We systematically study the performance of different variants of the…
The coefficient of variation is a useful indicator for comparing the spread of values between dataset with different units or widely different means. In this paper we address the problem of investigating the equality of the coefficients of…
Human motion diffusion models can synthesize action sequences from text, but controlling motion intensity remains challenging. Existing approaches rely on effort-related adverbs, which are ambiguous and fail to capture quantitative aspects…
Most statistical process control programmes in healthcare focus on surveillance of outcomes at the final stage of a procedure, such as mortality or failure rates. Such an approach ignores the multi-stage nature of these procedures, in which…
Due to the processes that occur during the functioning of modern electromechanical systems, these systems can be considered complex nonlinear dynamic systems from the point of view of the theory of dynamic systems. The movement of such…