Some properties of a simple moving average when applied to forecasting a time series

DOI10.1057/palgrave.jors.2600823zbMath1055.62551OpenAlexW1992588541MaRDI QIDQ3154448

M. Meadows, E. Shale, F. R. Johnston, J. E. Boyland

Publication date: 13 January 2005

Published in: Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1057/palgrave.jors.2600823

zbMATH Keywords

time seriesforecastingmoving averagesexponentially weighted moving averages

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

Related Items (5)

Research of Stress-Strain State of Geo-Environment by Emanation Methods on the Example of α(t)-Model of Radon Transport ⋮ An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets ⋮ MOVING AVERAGES AND PRICE DYNAMICS ⋮ An improved forecasting approach to reduce inventory levels in decentralized supply chains ⋮ Analysis of Pandemic Closing-Reopening Cycles Using Rigorous Homotopy Continuation: A Case Study with Montreal COVID-19 Data

This page was built for publication: Some properties of a simple moving average when applied to forecasting a time series