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moving-average model

См. также в других словарях:

  • Moving-average model — In time series analysis, the moving average (MA) model is a common approach for modeling univariate time series models. The notation MA(q) refers to the moving average model of order q: where μ is the mean of the series, the θ1, ..., θq are the… …   Wikipedia

  • Autoregressive moving average model — In statistics, autoregressive moving average (ARMA) models, sometimes called Box Jenkins models after the iterative Box Jenkins methodology usually used to estimate them, are typically applied to time series data.Given a time series of data X t …   Wikipedia

  • Structural moving average model — In the world of finance, a Structural moving average (SMA) model is used to calculate account balances dynamically, but with a structured method of calculation. This calculation is based on many features like the account s security balance… …   Wikipedia

  • Moving average (disambiguation) — The term moving average is used in different contexts, Moving average as used in the graphical presentation of time series data Moving average model for time series data in statistics (subset of ARMA models) Moving average filter, a simple type… …   Wikipedia

  • Moving average — For other uses, see Moving average (disambiguation). In statistics, a moving average, also called rolling average, rolling mean or running average, is a type of finite impulse response filter used to analyze a set of data points by creating a… …   Wikipedia

  • Autoregressive integrated moving average — In statistics, an autoregressive integrated moving average (ARIMA) model is a generalisation of an autoregressive moving average or (ARMA) model. These models are fitted to time series data either to better understand the data or to predict… …   Wikipedia

  • Autoregressive fractionally integrated moving average — In statistics, autoregressive fractionally integrated moving average models are time series models that generalize ARIMA ( autoregressive integrated moving average ) models by allowing non integer values of the differencing parameter and are… …   Wikipedia

  • Autoregressive Integrated Moving Average - ARIMA — A statistical analysis model that uses time series data to predict future trends. It is a form of regression analysis that seeks to predict future movements along the seemingly random walk taken by stocks and the financial market by examining the …   Investment dictionary

  • Model aircraft — A die cast Boeing 747 400 model. Model aircraft are flying or non flying models of existing or imaginary aircraft using a variety of materials including plastic, diecast metal, polystyrene, balsa wood, foam and fibreglass. Flying designs range… …   Wikipedia

  • Model rocket — A typical model rocket during launch A model rocket is a small rocket that is commonly advertised as being able to be launched by anybody, to, in general, low altitudes (usually to around 100–500 m (300–1500 ft) for a 30 g (1 oz.) model) and …   Wikipedia

  • Box-Jenkins Model — A mathematical model designed to forecast data within a time series. The Box Jenkin model alters the time series to make it stationary by using the differences between data points. This allows the model to pick out trends, typically using… …   Investment dictionary

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