Exponentially - weighted moving average 指數(shù)加權(quán)移動平均方法
Ewma application of statistics . control charts . part 3 : control charts by exponentially weighted moving average 統(tǒng)計學應(yīng)用.控制圖.第3部分:指數(shù)加權(quán)移動平均值控制圖表
In a multivariate quality control process , a common statistic is hotelling ' s t2 . in order to detect small shift or trends sensitively , multivariate cumulative sum ( mcusum ) chart and multivariate exponentially weighted moving average control chart ( mewma ) are recommended 在多元質(zhì)量控制中,通常采用hotelling統(tǒng)計西北工業(yè)大學博士學位論文摘要量、多元指數(shù)加權(quán)移動平均圖( mewma )和多元累積和圖( mcusum ) 。
Exponentially weighted moving average ( ewma ) and fuzzy algorithm for the input samples are also developed to improve its recognition accuracy . numerical simulation results show this model possesses many advantages , such as good self - adaptive ability , quick training and good recognition performance 文中提出了采用歐氏距離判別法作為混合型多特征異常模式的識別方法;提出了采用數(shù)據(jù)模糊化和指數(shù)加權(quán)滑動平均處理兩種提高模型識別精度的方法。
The forecasts method including the forecast method of simple moving average , the forecast method of weighting moving average , the forecast method of single exponential smoothing , the forecast method of double exponential smoothing , the forecast method of multiplication model and the forecast method of monadic linear regression 預測方法包括簡單移動平均法、加權(quán)移動平均法、一次指數(shù)平滑法、二次指數(shù)平滑法、乘法模型預測法和一元線性回歸方程預測法。
This paper studies the ways to comfotmate the models of portfolio investment combi - nation , and demonstration analysis , divided into three parts . the first part : exordium . mainly introduces the risk of portfolio investment . the second part : brings forward several kinds of investment combination model , including the traditional markowitz model , multiobjective programming and fuzzy programming . the third part : goes along with the demonstration analysis of each kind of model basted on the shanghai stock market , at the same time , appraises the superiority and inferiority with the single - parameter measurement of tangible achievement . before then , most papers discussed the static models , this paper extends the static models to the dynamic models by the means of weighted moving average and bayes estimation 本文研究了證券投資組合模型的構(gòu)造方法及其實證分析,分三部分進行:第一部分,緒論,主要介紹證券投資的風險;第二部分,提出幾種投資組合模型,在傳統(tǒng)的馬柯維茨模型及線性規(guī)劃的基礎(chǔ)上,本文另外提出多目標規(guī)劃的其它解法,并把前人模糊規(guī)劃的理論應(yīng)用到具體的建模中;第三部分,根據(jù)我國的滬市行情,對各種模型進行實證分析,并利用實績的單參數(shù)度量對各種模型的優(yōu)劣性進行評價。