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Moving-average model

Known as: MA model, Moving average process, Moving average model 
In time series analysis, the moving-average (MA) model is a common approach for modeling univariate time series. The moving-average model specifies… 
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Papers overview

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2016
2016
Let $(Z_t^{(q, H)})_{t \geq 0}$ denote a Hermite process of order $q \geq 1$ and self-similarity parameter $H \in (\frac{1}{2}, 1… 
2011
2011
In order to provide upper-layer applications with continuous message delivery and updated information on membership changes - due… 
2008
2008
Purpose: The aim of this work is to report the effect of the high energy milling processes, on fabrication of aluminium matrix… 
2006
2006
A new mixture autoregressive moving average(MARMA) model is proposed for modeling nonlinear time series.The shape changing… 
2003
2003
Understanding the urban growth system is a prerequisite for modelling and forecasting future trends of urban land use/cover… 
2002
2002
Conventionally, linear and univariate time series models are broadly used in earning forecast. However, their forecasting… 
1999
1999
A slider for slide fasteners has a retaining member mounted on the slider body and having at one end a downwardly extending… 
1995
1995
Presents a cumulant-based method for determining the order of an MA model. The method presented minimizes a cost function defined… 
1988
1988
Investigates whether aggregate state tax revenue data is characterized by a deterministic trend or a stochastic drift model. Uses… 
1984
1984
Detection of weak signals in a special \varphi -mixing noise class is considered. The detector structure is restricted to sums of…