moving average

(redirected from Exponentially weighted moving average)
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moving average

n
(Statistics) statistics (of a sequence of values) a derived sequence of the averages of successive subsequences of a given number of members, often used in time series to even out short-term fluctuations and make a trend clearer: the 3-term moving average of 4, 6, 8, 7, 9, 8 is 6, 7, 8.
References in periodicals archive ?
Other authors suggest that for this purpose the usage of the exponentially weighted moving average (EWMA) chart would be appropriate (Khoo & Quah, 2002; Takahashi, 2003).
In an exponentially weighted moving average (EWMA) with a theoretically infinite past horizon, more recent observations have a greater impact on the characteristic profile.
The Exponentially Weighted Moving Average, Journal of Quality Technology, 18(4) Octubre: pp.
All types of control charts for monitoring the process average are affected by positive autocorrelation, including the Shewhart control chart, the X-Individuals chart, the cumulative sum (CUSUM), and the exponentially weighted moving average (EWMA) chart (28).
The formula for the portfolio standard deviation under an exponentially weighted moving average approach is
Average run lengths of exponentially weighted moving average control charts", Journal of Quality Technology, Vol.
This capability rests on time-series predictions rooted in an exponentially weighted moving average of process parameters, yielding an early indication of a drifting process.