Sentences with phrase «linear weighted average»

Not exact matches

The exponential moving average is similar, only it is not linear, and it is adjustable by the trader, so he can give more or less weight to the recent prices.

Despite being beloved of statistical modellers everywhere, ARMA is actually a pretty crude model — it's just a linear autoregressive chain combined with weighted moving average white noise.

As weighted averages they are also linear functions of the data values.

Pekka: «The difference between the full F3 (AGW) and truncated F3 (AGW) is, however, barely visible, when the weighted average is used for both time and anomaly, because the AGW is close enough to linear over the period of 22 years»

The difference between the full F3 (AGW) and truncated F3 (AGW) is, however, barely visible, when the weighted average is used for both time and anomaly, because the AGW is close enough to linear over the period of 22 years which is the full width at half maximum of the impulse response and thus a reasonable measure of the effective period for calculating the weighted average.

While that certainly justifies the rejection in the paper of the usual linear relationship assumption, I'm not sure that a likelihood - weighted model - averaging approach is very satisfactory either.

(Since the regression operations are all linear, the output series is ultimately a weighted average of the input proxies, so linearity will be preserved anyway.

The delta13C is a linear function of the ratio of the number of atoms 13C to 12C; the delta13C of a mixture is the quantity - weighted average of the delta13C of the components of the mixture.

To return to an earlier point I raised that a linear lapse rate mathematically translates a temperature change at any altitude to other altitudes including the surface, I remain interested in observational data on linearity is terms of a flux - weighted global average.