In statistics, a moving average (rolling average or running average or moving mean or rolling mean) is a calculation to analyze data points by creating...

moving-average model (MA model), also known as moving-average process, is a common approach for modeling univariate time series. The moving-average model...

autoregressive integrated moving average (ARIMA) and seasonal ARIMA (SARIMA) models are generalizations of the autoregressive moving average (ARMA) model to non-stationary...

Look up moving average in Wiktionary, the free dictionary. A moving average is a calculation to analyze data points by creating a series of averages of different...

a moving-average crossover occurs when, on plotting two moving averages each based on different degrees of smoothing, the traces of these moving averages...

autoregressive–moving-average (ARMA) models are a way to describe of a (weakly) stationary stochastic process using autoregression (AR) and a moving average (MA)...

rising moving average is a technical indicator used in stock market trading. Most commonly found visually, the pattern is spotted with a moving average overlay...

Moving average envelope is a technical analysis indicator, showing lines above and below a moving average. The starting point is a simple or exponential...

Exponential Moving Average (TEMA) is a technical indicator in technical analysis that attempts to remove the inherent lag associated with moving averages by placing...

median. Also, for some types of moving average, the weight of an item depends on its position in the list. Most types of average, however, satisfy permutation-insensitivity:...

indicators which average a price over time. As is the case with the double exponential moving average (DEMA) and the triple exponential moving average (TEMA) this...

The Double Exponential Moving Average (DEMA) indicator was introduced in January 1994 by Patrick G. Mulloy, in an article in the "Technical Analysis of...

moving average (EMA) is a rule of thumb technique for smoothing time series data using the exponential window function. Whereas in the simple moving average...

variations of a time-series data. Method of simple averages Ratio to trend method Ratio-to-moving-average method Link relatives method The measurement of...

fractionally integrated moving average models are time series models that generalize ARIMA (autoregressive integrated moving average) models by allowing non-integer...

similarly based on changes in a moving average (a triple exponential in that case). The relationship between different moving average trading rules is explained...

simple 1st-order moving-average FIR filter, with division by R M {\displaystyle RM} omitted. To see this, consider how a simple moving average filter can be...

{\displaystyle {\text{MSE}}=\int _{-1/2}^{1/2}W(F)|R(F)-H_{d}(F)|^{2}\,dF} A moving average filter is a very simple FIR filter. It is sometimes called a boxcar...

In the world of finance, a structural moving average model (SMAM) is used to calculate account balances dynamically, but with a structured method of calculation...

number of units to calculate the average cost. This is a very accurate method of establishing stock holding. Moving average cost (MAC) is a slight permutation...

MACD, short for moving average convergence/divergence, is a trading indicator used in technical analysis of securities prices, created by Gerald Appel...

higher order polynomial. An unweighted moving average filter is the simplest convolution filter. The moving average is often used for a quick technical analysis...

consist of an N-period moving average (MA), an upper band at K times an N-period standard deviation above the moving average (MA + Kσ), and a lower band...

accurate average than it would be to take the average of the entire data set. Centered moving average methods utilize the data found in the single moving average...

and Gwilym Jenkins, applies autoregressive moving average (ARMA) or autoregressive integrated moving average (ARIMA) models to find the best fit of a time-series...

York indicated that as a measure, core inflation was no better than a moving average of the Consumer Price Index or CPI as a predictor of inflation. The...

the smoothed moving average of (+DM) divided by average true range -DI = 100 times the smoothed moving average of (-DM) divided by average true range The...

trend, simply the degree of price volatility. The average true range is an N-period smoothed moving average (SMMA) of the true range values. Wilder recommended...

kinko hyo – a moving average-based system that factors in time and the average point between a candle's high and low Moving average – an average over a window...

Together with the moving-average (MA) model, it is a special case and key component of the more general autoregressive–moving-average (ARMA) and autoregressive...