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In time series analysis, the moving-average model (MA model), also known as moving-average process, is a common approach for modeling univariate time series. [ 1 ] [ 2 ] The moving-average model specifies that the output variable is cross-correlated with a non-identical to itself random-variable.
In statistics, a moving average (rolling average or running average or moving mean [1] or rolling mean) is a calculation to analyze data points by creating a series of averages of different selections of the full data set. Variations include: simple, cumulative, or weighted forms. Mathematically, a moving average is a type of convolution.
The notation ARMAX(p, q, b) refers to a model with p autoregressive terms, q moving average terms and b exogenous inputs terms. The last term is a linear combination of the last b terms of a known and external time series d t {\displaystyle d_{t}} .
5.2 Medicine and biology. 5.3 Mathematics. 6 Music. 7 Other uses. 8 See also. Toggle the table of contents. SMA. 16 languages. ... Simple moving average, in ...
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 integrated moving average (ARIMA) models of time series, which have a more complicated stochastic structure; it is also a special case of the vector autoregressive model (VAR), which ...
Typically, the value of homes in the U.S. increases 4.6% annually, though that’s a long-term average that can vary widely year to year and even month to month.
The US economy added more jobs than forecast in November while the unemployment rate ticked higher as the labor market rebounded from a month negatively impacted by severe weather and labor strikes.
Moving average; Moving-average model; Moving average representation – redirects to Wold's theorem; Moving least squares; Multi-armed bandit; Multi-vari chart; Multiclass classification; Multiclass LDA (linear discriminant analysis) – redirects to Linear discriminant analysis; Multicollinearity; Multidimensional analysis; Multidimensional ...