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Comparative Study on Exponentially Weighted Moving Average Approaches for the Self-Starting Forecasting
16 references·0 citing·43 second hop
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References

  • 1980Macroeconomics and Reality12,826 cited
  • 1960Forecasting Sales by Exponentially Weighted Moving Averages2,117 cited
  • 1990Exponentially Weighted Moving Average Control Schemes: Properties and Enhancements1,939 cited
  • 2004Forecasting seasonals and trends by exponentially weighted moving averages1,732 cited
  • 1986The Exponentially Weighted Moving Average1,146 cited
  • 1989Conditional Heteroscedasticity in Time Series of Stock Returns: Evidence and Forecasts856 cited
  • 1987A Simple Method for Studying Run – Length Distributions of Exponentially Weighted Moving Average Charts476 cited
  • 1989Design of Exponentially Weighted Moving Average Schemes395 cited
  • 1993Vector autoregressions and cointegration285 cited
  • 1987Self-Starting Cusum Charts for Location and Scale210 cited
  • 2019Machine Learning for Quantitative Finance Applications: A Survey199 cited
  • 2005A hybrid sales forecasting system based on clustering and decision trees185 cited
  • 2009Predicting the Brazilian stock market through neural networks and adaptive exponential smoothing methods146 cited
  • 2007Minimum Sample Size requirements for Seasonal Forecasting Models136 cited
  • 2007A Self-Starting Control Chart for Linear Profiles

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112 cited
  • 2020Predicting the Trend of Stock Market Index Using the Hybrid Neural Network Based on Multiple Time Scale Feature Learning95 cited
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