Sentences with phrase «standard deviation over»

These records have not been calibrated here, but each has been smoothed with a 20 - year filter and scaled to have zero mean and unit standard deviation over the period 1001 to 1980.

The RCS standardized chronologies of TRW (red) and MXD (blue) were forced to have the same mean and standard deviation over the period ad 500 — 1500.

err no point B) ################## What about his point on using «a mean and standard deviation over model projections and then using the mean as a «most likely» projection» or that something like 30 — 40 models all suppossedly based on well known physics are all over the place.

What about his point on using «a mean and standard deviation over model projections and then using the mean as a «most likely» projection» or that something like 30 — 40 models all suppossedly based on well known physics are all over the place.

Note the implicit swindle in this graph — by forming a mean and standard deviation over model projections and then using the mean as a «most likely» projection and the variance as representative of the range of the error, one is treating the differences between the models as if they are uncorrelated random variates causing > deviation around a true mean!.

These records have not been calibrated (though all show positive correlations with local temperature observations), but have been smoothed with a 20 - year filter and scaled to have zero mean and unit standard deviation over the period 800 — 1995.

It also said, for example, it missed both polar regions badly, had a 10 degree standard deviation over much of the land mass, missed significant portions of the eastern ocean basins, etc..

• Average / Median / Minimum / Maximum rates of return and standard deviation over the selected time frame.

Dear Saikat, Equity funds will have Sideways movements, but the point is funds which can give better Returns with low Standard Deviation over a long period of time can be the best ones to invest.

All the curves have been centered to have the same mean and standard deviation over the length of record, so as to make them more comparable.

Dividend aristocrats have a 13.8 % standard deviation over the last 10 years, demonstrating lower volatility than the S&P 500, which recorded a 14.9 % standard deviation over the same period.

To tie all these topics together, below is a new bracket with 8 benchmark indexes that shows that two indexes that buy VIX call options (LOVOL and VXTH) had the lowest standard deviations over the past decade.

A composite index for Israel as a whole, composed of crime, national mood, and the stock market, showed an increase of 1.38 standard deviations over the same periods (p =.0001).

A - and S - scores greater than 3 standard deviations over the next listed target are deemed statistically significant and indicate highly specific antibodies with high affinity.

A - and S - scores greater than 3 standard deviations over the next listed target are deemed statistically significant and indicate highly specific antibodies with high affinity.

A - and S - scores greater than 3 standard deviations over the next listed target are deemed statistically significant and indicate highly specific antibodies with high affinity.

A and S scores greater than 3 standard deviations over the next listed target are deemed statistically significant and indicate highly specific antibodies with high affinity.

The 25th percentile mathematics score for 13 - year - old white students also increased, but by just 0.29 standard deviations over the same period.

I'd guess any period like the post-1940 one — twice as long as the average high - activity (SN > 50) period, and 2.5 standard deviations over the long - term average — would be pretty hard to miss.

Good points all — but one wonders how you could even «define the uncertainty of an «ensemble mean» as the «average of the within - model standard deviations over all the models»» in this case.

I mean you could define the uncertainty of an «ensemble mean» as the «average of the within - model standard deviations over all the models», but comparing that with observed range wouldn't tell you anything about the proportion of models whose range of uncertainty falls outside the uncertainty of observations.

If the claim is that the ensemble mean represents all models then the uncertainty in that ensemble mean needs to represent the uncertainty of all models, not the «average of the within - model standard deviations over all the models» as McIntyre put it.

Thus it is an ideal school that comes from a neighborhood with the overall average income and with a within - school standard deviation that is in some sense an average of the within - school standard deviations over the school district.

Northern Hemisphere land results (Fig. 4, Lower) confirm this conclusion, while avoiding any possible effect of artificially small standard deviations over poorly sampled ocean areas.

Not exact matches

The gap between the earnings yield on the S&P and Baa corporate bonds is over two standard deviations in favour of stocks.

Standard deviation looks at a particular stock's ups and downs over time; the smoother those bumps are, the better.

With sentiment indicators buoyant, margin debt close to historic levels and indices trading close to their 2 standard deviation based on forward PE over five years, investors need to be mindful that a correction can easily unfold.

Standard deviation does not indicate how an investment actually performed, but it does indicate the volatility of its returns over time.

Portfolio risk is measured using standard deviation, which is a statistical measure of how much a return varies over an extended period of time.

It is calculated by taking a fund's excess return over that of the three - month Treasury bill divided by its standard deviation.

Annual standard deviation of return for the fund calculated over a three - year period.

Over the last 12 months, the standard deviation of daily bitcoin returns in U.S. dollars is a little over Over the last 12 months, the standard deviation of daily bitcoin returns in U.S. dollars is a little over over 6 %.

To investigate, we consider a simple VRP specification: S&P 500 Implied Volatility Index (VIX) minus standard deviation of daily S&P 500 Index returns over the past 21 trading days.

After the third longest bull market advance on record, fresh deterioration in key trend - following components within our measures of market internals (see Support Drops Away) recently joined this extended, overvalued, overbought, overbullish peak, even as the S&P 500 hovers at the top of its monthly Bollinger bands (two standard deviations above the 20 - period average) and cyclical momentum rolls over from a 9 - year high.

The following chart summarizes average (equally weighted) sector returns and standard deviations of average sector returns by calendar month over the available sample period.

Over the weekend, my friend Jonathan Tepper sent me a note suggesting that it might be interesting to discuss the extreme position of the S&P 500 relative to its upper Bollinger bands (two standard deviations above a 20 - period moving average) at monthly, weekly, and daily resolutions.

He noted that the daily standard deviation of Bitcoin was ten times that of sterling over the last five years and the average volatility of the top ten cryptocurrencies by market capitalisation was more than 25 times that of the US equities market last year.

Calculate daily realized volatility of IEF as the standard deviation of daily total returns over the past 21 trading days, multiplied by the square root of 252 to annualize.

«Identifying VXX / XIV Tendencies» finds that the Volatility Risk Premium (VRP), estimated as the difference between the current level of the S&P 500 implied volatility index (VIX) and the annualized standard deviation of S&P 500 Index daily returns over the previous 21 trading days (multiplying by the square root of 250 to annualize), may be a useful predictor of iPath S&P 500 VIX Short - term Futures ETN (VXX) and VelocityShares Daily Inverse VIX Short - term ETN (XIV) returns.

Though he has substantially outperformed the S&P 500 over 39 years, his annual standard deviation has been 14.5 % while that of the S&P 500 has been 17.4 %.

Calculate the average of the standard deviations of daily returns over the last 60 trading days for the individual risky assets (all except Cash).

Over the entire sample period, the average daily / weekly / monthly returns of the world stock index are higher than those of gold, and gold returns have higher standard deviations than stock returns.

He exudes the fact that he's doing me the favor — and man, he really is — but I forge on, explain my story, and what I want to get out of all this: to finally know what makes Wisconsin college football's great exception, the success story beyond a standard deviation, the one team that has won almost as much as anyone over the last 25 years with talent far below its peers.

People may vary on how they define «outlier» depending upon their specific industry — in my work I typically view outliers as things more than 3 standard deviations from the mean (standard in many industries because 99.7 % of data falls within + / - 3 standard deviations)-- but nobody in his right mind calls 1.1 standard deviations an outlier because that would exclude over 25 % of the data.

A standard deviation of over 10 points highlights the variance that we see in the NBA.

If you use the longer 1857 - 2016 numbers from the Wikipedia link, they're barely over one standard deviation.

Active vocabulary, American adults since 1950 have gained 17.4 IQ points over a full standard deviation.

For each window, we calculated the Z - score or the number of standard deviations departing from the median FST over all windows, the proportion of fixed differences versus shared polymorphisms, and also the absolute number of fixed differences.

The solid black line denotes a Z - score of three (three standard deviations departing from the median FST over all windows).

Regions of differentiated were defined both based on the proportion of fixed differences to shared polymorphisms and on a Z - score higher than three (three standard deviations departing from the median FST over all windows)-RRB-.