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A simple motion amplification algorithm suitable for real-time applications on mobile devices, including smartphones, is presented. It is based on motion enhancement by moving average differencing (MEMAD), a temporal high-pass filter for…
Meta-analysis aims to combine effect measures from several studies. For continuous outcomes, the most popular effect measures use simple or standardized differences in sample means. However, a number of applications focus on the absolute…
Recent studies demonstrate that trends in indicators extracted from measured time series can indicate approaching to an impending transition. Kendall's {\tau} coefficient is often used to study the trend of statistics related to the…
We examine whether mobility measures appropriately represent changes in individual status, like income or ranks. We suggest three elementary principles for mobility comparisons and show that many commonly used indices violate one or more of…
The investor is interested in the expected return and he is also concerned about the risk and the uncertainty assumed by the investment. One of the most popular concepts used to measure the risk and the uncertainty is the variance and/or…
In this work we introduce the class of beta autoregressive fractionally integrated moving average models for continuous random variables taking values in the continuous unit interval $(0,1)$. The proposed model accommodates a set of…
The study of human mobility patterns is a crucially important research field for its impact on several socio-economic aspects and, in particular, the measure of regularity patters of human mobility can provide a across-the-board view of…
Mutual information is a widely-used information theoretic measure to quantify the amount of association between variables. It is used extensively in many applications such as image registration, diagnosis of failures in electrical machines,…
This paper provides a simple method to estimate both univariate and multivariate MA processes. Similar to Durbin's method, it rests on the recursive relation between the parameters of the MA process and those of its AR representation. This…
A new characterization of the exponential distribution is obtained. It is based on an equation involving randomly shifted (translated) order statistics. No specific distribution is assumed for the shift random variables. The proof uses a…
Exponential Moving Average (EMA or momentum) is widely used in modern self-supervised learning (SSL) approaches, such as MoCo, for enhancing performance. We demonstrate that such momentum can also be plugged into momentum-free SSL…
This paper proposes the beta binomial autoregressive moving average model (BBARMA) for modeling quantized amplitude data and bounded count data. The BBARMA model estimates the conditional mean of a beta binomial distributed variable…
In financial time series there are periods in which the value increases or decreases monotonically. We call those periods elemental trends and study the probability distribution of their duration for the indices DJIA, NASDAQ and IPC. It is…
We present a systematic, trend-following strategy, applied to commodity futures markets, that combines univariate trend indicators with cross-sectional trend indicators that capture so-called {\em momentum spillover}, which can occur when…
Combining several independent measurements of the same physical quantity is one of the most important tasks in metrology. Small samples, biased input estimates, not always adequate reported uncertainties, and unknown error distribution make…
We study epidemic processes using a metapopulation approach on the line featuring random transport rates between arbitrarily distant sites. An average transport network is found using a recently developed variant of the effective medium…
For a non-stationary or non-ergodic marked point process (MPP) on $\R^d$, the definition of averages becomes ambiguous as the process might have a different stochastic behavior in different realizations (non-ergodicity) or in different…
Given the discrete-time sequence of nonnegative random variables, general dependencies between the exponential convergence of the expectations, exponential convergence of the trajectories and the logarithmic growth of the corresponding…
Multivariate dynamic time series models are widely encountered in practical studies, e.g., modelling policy transmission mechanism and measuring connectedness between economic agents. To better capture the dynamics, this paper proposes a…
Trend following and momentum investing are common strategies employed by asset managers. Even though they can be helpful in the proper situations, they are limited in the sense that they work just by looking at past, as if we were driving…