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  2. Decomposition of time series - Wikipedia

    en.wikipedia.org/wiki/Decomposition_of_time_series

    The trend-cycle component can just be referred to as the "trend" component, even though it may contain cyclical behavior. [3] For example, a seasonal decomposition of time series by Loess (STL) [ 4 ] plot decomposes a time series into seasonal, trend and irregular components using loess and plots the components separately, whereby the cyclical ...

  3. Exponential smoothing - Wikipedia

    en.wikipedia.org/wiki/Exponential_smoothing

    Exponential smoothing or exponential 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 the past observations are weighted equally, exponential functions are used to assign exponentially decreasing weights over time. It is an easily learned ...

  4. Forecasting - Wikipedia

    en.wikipedia.org/wiki/Forecasting

    These methods are usually applied to short- or intermediate-range decisions. Examples of quantitative forecasting methods are [citation needed] last period demand, simple and weighted N-Period moving averages, simple exponential smoothing, Poisson process model based forecasting [15] and multiplicative seasonal indexes. Previous research shows ...

  5. Zero lag exponential moving average - Wikipedia

    en.wikipedia.org/wiki/Zero_lag_exponential...

    The zero lag exponential moving average (ZLEMA) is a technical indicator within technical analysis that aims is to eliminate the inherent lag associated to all trend following indicators which average a price over time.

  6. Moving average crossover - Wikipedia

    en.wikipedia.org/wiki/Moving_average_crossover

    Moving average crossover of a 15-day exponential close-price MA (red) crossing over a 50-day exponential close-price MA (yellow) In the statistics of time series, and in particular the stock market technical analysis, a moving-average crossover occurs when, on plotting two moving averages each based on different degrees of smoothing, the traces of these moving averages cross.

  7. Time series - Wikipedia

    en.wikipedia.org/wiki/Time_series

    Time series: random data plus trend, with best-fit line and different applied filters. In mathematics, a time series is a series of data points indexed (or listed or graphed) in time order.

  8. Seasonal adjustment - Wikipedia

    en.wikipedia.org/wiki/Seasonal_adjustment

    Indirect seasonal adjustment is used for large components of GDP which are made up of many industries, which may have different seasonal patterns and which are therefore analyzed and seasonally adjusted separately. Indirect seasonal adjustment also has the advantage that the aggregate series is the exact sum of the component series.

  9. Autoregressive conditional heteroskedasticity - Wikipedia

    en.wikipedia.org/wiki/Autoregressive_conditional...

    Exponentially weighted moving average (EWMA) is an alternative model in a separate class of exponential smoothing models. As an alternative to GARCH modelling it has some attractive properties such as a greater weight upon more recent observations, but also drawbacks such as an arbitrary decay factor that introduces subjectivity into the ...